Items where Author is "PING, LIM KIAN"

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Number of items: 38.

Article

PING, LIM KIAN (2016) Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity. North American Journal of Economics and Finance, 36. pp. 1-28.

PING, LIM KIAN (2015) The role of foreign ownership on cost of equity: The case of Malaysia. Asian Academy of Management Journal of Accounting and Finance.

PING, LIM KIAN (2013) Are U.S. stock index returns predictable? Evidence from automatic autocorrelation-based tests. Applied Economics, 45 (8). pp. 953-962.

PING, LIM KIAN (2013) Is market integration associated with informational efficiency of stock markets? Journal of Policy Modeling, 35 (1). pp. 29-44.

PING, LIM KIAN (2013) Nonlinear predictability in G7 stock index returns. Manchester School, 81 (4). pp. 620-637.

PING, LIM KIAN (2012) The weak-form efficiency of Asian stock markets: new evidence from generalized spectral martingale test. Applied Economics Letters, 19 (10). pp. 905-908.

PING, LIM KIAN (2011) Stock return predictability and the adaptive markets hypothesis: evidence from century-long U.S. data. Journal of Empirical Finance, 18 (5). pp. 868-879.

PING, LIM KIAN (2011) The evolution of stock market efficiency over time: a survey of the empirical literature. Journal of Economic Surveys, 25 (1). pp. 69-108.

PING, LIM KIAN (2011) Trade openness and the informational efficiency of emerging stock markets. Economic Modelling, 28 (5). pp. 2228-2238.

PING, LIM KIAN (2010) The delay of stock price adjustment to information: a country-level analysis. Economics Bulletin, 30 (2). pp. 1609-1616.

PING, LIM KIAN (2010) Why do emerging stock markets experience more persistent price deviations from a random walk over time? A country-level analysis. Macroeconomic Dynamics, 14 (S1). pp. 3-41.

PING, LIM KIAN (2009) Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests. Applied Financial Economics, 19 (2). pp. 147-155.

PING, LIM KIAN (2009) Efficiency tests of the UK financial futures markets and the impact of electronic trading systems: a note on relative market efficiency. Applied Economics Letters, 16 (11). pp. 1129-1132.

PING, LIM KIAN (2009) Is there any international diversification benefits in ASEAN stock markets? Economics Bulletin, 29 (1). pp. 393-407.

PING, LIM KIAN (2009) On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note. Applied Economics Letters, 16 (6). pp. 649-652.

PING, LIM KIAN (2009) Price limits and stock market efficiency: evidence from rolling bicorrelation test statistic. Chaos Solitons Fractals, 40 (3). pp. 1271-1276.

PING, LIM KIAN (2009) Purchasing power parity in Asian economies: further evidence from rank tests for cointegration. Applied Economics Letters, 16 (1). pp. 51-54.

PING, LIM KIAN (2009) The weak-form efficiency of Chinese stock markets: thin trading, nonlinearity and episodic serial dependencies. Journal of Emerging Market Finance, 8 (2). pp. 133-163.

PING, LIM KIAN (2009) Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices. Applied Economics Letters, 16 (5). pp. 519-522.

PING, LIM KIAN (2008) Financial crisis and stock market efficiency: empirical evidence from Asian countries. International Review of Financial Analysis, 17 (3). pp. 571-591.

PING, LIM KIAN (2008) Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets. Journal of International Financial Markets, Institutions and Money, 18 (5). pp. 527-544.

PING, LIM KIAN (2008) Sectoral efficiency of the Malaysian stock market and the impact of the Asian financial crisis. Studies in Economics and Finance, 25 (3). pp. 196-208.

PING, LIM KIAN (2008) Sectoral impact of shocks: empirical evidence from the Malaysian stock market. Applied Financial Economics Letters, 4 (1). pp. 35-39.

PING, LIM KIAN (2008) Time series test of nonlinear convergence and transitional dynamics. Economics Letters, 100 (3). pp. 337-339.

PING, LIM KIAN (2007) Nonlinear mean reversion in stock prices: evidence from Asian markets. Applied Financial Economics Letters, 3 (1). pp. 25-29.

PING, LIM KIAN (2007) Ranking of efficiency for stock markets: a nonlinear perspective. Physica A-Statistical Mechanics and Its Applications, 376. pp. 445-454.

PING, LIM KIAN (2005) Cross-temporal universality of non-linear dependencies in Asian stock markets. Economics Bulletin, 7 (1). pp. 1-6.

PING, LIM KIAN (2005) Exchange rate-relative price nonlinear cointegration relationship in Malaysia. Economics Bulletin, 6 (11). pp. 1-11.

PING, LIM KIAN (2005) Income disparity between Japan and ASEAN-5 economies: converge, catching up or diverge? Economics Bulletin, 6 (13). pp. 1-8.

PING, LIM KIAN (2005) Income divergence? Evidence of non-linearity in the East Asian economies. Economics Bulletin, 15 (1). pp. 1-7.

PING, LIM KIAN (2005) Non-linear market behavior: events detection in the Malaysian stock market. Economics Bulletin, 7 (6). pp. 1-5.

PING, LIM KIAN (2005) Statistical inadequacy of GARCH models for Asian stock markets: evidence and implications. Journal of Emerging Market Finance, 4 (3). pp. 263-279.

PING, LIM KIAN (2004) On Singapore dollar-U.S. dollar and the purchasing power parity. Singapore Economic Review, 49 (1). pp. 71-84.

PING, LIM KIAN (2003) The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies. Applied Economics, 35 (12). pp. 1387-1392.

Other

PING, LIM KIAN (2005) New theoretical light for technical analysis. The Technical Analyst.

PING, LIM KIAN (2004) Nonlinearity favours nonlinear TA techniques. The Technical Analyst.

PING, LIM KIAN (2004) South-East Asian stock markets follow a non-random walk. The Technical Analyst.

PING, LIM KIAN (2004) When does technical analysis work and when doesn't it? The Technical Analyst.

This list was generated on Sun Nov 19 01:48:56 2017 MYT.