Article Alert

The following two articles by LSIBF’s staff, Kian-Ping Lim, are now in press:

  1. Kian-Ping Lim and Robert D. Brooks. Why do emerging stock markets experience more persistent price deviations from a random walk over time? A country-level analysis, Macroeconomics Dynamics, Cambridge University Press, in press.
  2. Kian-Ping Lim and Robert D. Brooks. The evolution of stock market efficiency over time: a survey of the empirical literature, Journal of Economic Surveys, Wiley-Blackwell, in press.

The first article is extracted from Chapter 4 of Lim’s Ph.D. thesis at Monash University. The second paper, extracted from his literature review chapter of the same thesis, contains a survey of 321 papers on stock market efficiency. Both journals are indexed by Thomson ISI.