Research Interests

  • Stock Price Efficiency
  • Stock Liquidity
  • Stock Volatility
  • Emerging Stock Markets
  • Corporate Ownership
  • Institutional Quality
  • Financial Liberalization

Featured Research

  • My PhD Research (2005-2009)

    I did my PhD at the Department of Econometrics and Business Statistics, Caulfield Campus, Monash University from October 2005 to September 2009.

    My PhD research, under the supervision of Prof. Robert Brooks and Prof. Paul Jae Kim, explores three empirical issues on the information efficiency of stock markets- nonlinearity, relative efficiency and evolving efficiency. This 4-year journey is the most productive phase in my research career, with not only the successful completion of the degree but also the publication of 18 papers written during candidature.

     

    Click HERE for the details!

  • Funded Project: The Liquidity of Malaysian Stock Market

    This project is funded by the Fundamental Research Grant Scheme (FP020-2014B) over Dec 2014-Aug 2017, with an approved budget of MYR87,850.

    This funded project computes liquidity measures for all public listed stocks in Bursa Malaysia, and then aggregated to the market level. The constructed firm- and market-level liquidity measures have great applications, which are taken up by two PhD students, respectively. Despite the small budget, the project has produced 5 papers- 3 published and 2 still under review.

    Click HERE for the details!

Research Grants

  • Dec 2014−Aug 2017 Completed

    The Liquidity of Malaysian Stocks: Measurements, Determinants and the Effect on Firm Value

    Fundamental Research Grant Scheme (FP020-2014B), MYR87,850 (Leader: Kian-Ping Lim; Members: Kim-Leng Goh, Chee-Wooi Hooy)

  • Mar 2013− Feb 2015 Completed

    The Impact of Budget Deficit on Goods and Services Balances in Malaysia

    Fundamental Research Grant Scheme (FRG0328-SS-1/2013), MYR57,992 (Leader: Hock-Tsen Wong; Member: Kian-Ping Lim)

  • Jun 2012−May 2014 Completed

    Systematic Risk of Stock Returns in Asian Emerging Markets: Decomposition and Determinants

    Fundamental Research Grant Scheme (FRG203/PMGT/6711253), MYR30,000 (Leader: Chee-Wooi Hooy; Members: Kian-Ping Lim, Robert Brooks)

  • Feb 2011−Apr 2013 Completed

    A Robust Measure of Relative Informational Efficiency for the Malaysian Stock Market

    Fundamental Research Grant Scheme (FRG0283-SS-2/2010), MYR43,000 (Leader: Kian-Ping Lim; Member: Tai-Hu Ling)

  • Oct 2010−Mar 2013 Completed

    A New Measure of the Intensity of Capital Account Openness

    Fundamental Research Grant Scheme (FRG0261-SS-2/2010), MYR40,000 (Leader: Tai-Hu Ling; Member: Kian-Ping Lim)

  • Nov 2009−Nov 2011 Completed

    Stock Market Integration and Market Efficiency

    Universiti Sains Malaysia RU Grant (1001/PMGT/816126), MYR99,615 (Leader: Chee-Wooi Hooy; Member: Kian-Ping Lim)

  • Jul 2003−Sep 2004 Completed

    Foreign Direct Investment in Malaysia: An Economic Analysis

    UMS Fundamental Research Grant (A002-16-ER/U047), MYR7,500 (Leader: Kian-Ping Lim; Member: Chee-Keong Choong)

  • Jun 2002−Feb 2003 Completed

    Uncovering Non-linearity in Malaysian Foreign Exchange Rates

    Fundamental Research Grant (A002-16-ER/U017), MYR7,280 (Leader: Kian-Ping Lim; Member: −)