I welcome inquiries from prospective postgraduate students. My own PhD research focuses on stock market efficiency, and have been working on the topic for a decade. I also publish on stock liquidity, corporate ownership, stock volatility, institutional quality and financial liberalization.
Any interested students can contact me to discuss your ideas, preferably with a well-prepared research proposal.
Title: Stock Liquidity of Malaysian Public Listed Firms
Supervisors: Dr. Kian-Ping Lim* and Prof. Dr. Kim-Leng Goh
Yee-Ee’s PhD advocates Closing Percent Quoted Spread (CPQS) as the main liquidity measure for Malaysian public listed firms. Her thesis places CPQS as dependent and independent variables. In the first case, she determines the explanatory power of a new variable- the number of shareholders. As an independent variable, her research explores the effect of liquidity on firm value.
Title: Aggregate Stock Liquidity of Bursa Malaysia
Supervisors: Dr. Kian-Ping Lim* and Prof. Dr. Kim-Leng Goh
Ping-Xin’s PhD advocates market-level aggregate liquidity measures for the Malaysian stock market by aggregating firm-level Closing Percent Quoted Spread (CPQS) estimates at different data frequencies. Her thesis derives policy insights from the constructed aggregate market liquidity by addressing issues on foreign portfolio flows, proprietary day trading and cross-markets liquidity connectedness.
Thian Tze Chung
Foreign Ownership and the Liquidity of Malaysian Stocks, Master of Finance, Universiti Malaysia Sabah (Supervisors: Dr. Kian-Ping Lim* and Mr. Tai-Hu Ling)
Cheah Wai Loon
Institutional Quality and Priviate Capital Flows, Master of Finance, Universiti Malaysia Sabah (Supervisors: Dr. Kian-Ping Lim* and Mr. Tai-Hu Ling)
Chang Kwok Boon
Foreign Ownership and the Informational Efficiency of Malaysian Stocks, Master of Finance, Universiti Malaysia Sabah (Supervisors: Dr. Kian-Ping Lim* and Mr. Tai-Hu Ling)
Cho Mah Vin
Stock Preferences of Foreign Investors in Malaysian Public Listed Firms, Master of Economics, Universiti Malaya (Supervisor: Dr. Kian-Ping Lim)
Liew Ping Xin
An Empirical Analysis of the Liquidity of the Malaysian Stock Market, Master of Economics, Universiti Malaya (Supervisor: Dr. Kian-Ping Lim)
Loh Mun Seong
Malaysian Monetary Policy and Macroeconomic Dynamics, Master of Economics, Universiti Malaya (Supervisors: Dr. Wee-Yeap Lau* and Dr. Kian-Ping Lim)
