ARTICLES IN REFEREED JOURNALS

 

[Forthcoming] [2008] [2007] [2006] [2005] [2004] [2003] [By Subject Matter]

 

FORTHCOMING ARTICLES [Top]

  1. 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, forthcoming [PhD Research].

  2. 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, Macroeconomic Dynamics, forthcoming [PhD Research].

  3. Kian-Ping Lim, Muzafar Shah Habibullah and Melvin J. Hinich. The weak-form efficiency of Chinese stock markets: thin trading, nonlinearity and episodic serial dependencies, Journal of Emerging Market Finance, forthcoming [PhD Research].

  4. Hock-Ann Lee, Kian-Ping Lim and Venus Khim-Sen Liew (2009) Is there any international diversification benefits in ASEAN stock markets? Economics Bulletin, 29(1), 393-407.

  5. Chee-Keong Choong and Kian-Ping Lim. Foreign direct investment, financial development and economic growth: the case of Malaysia, Macroeconomics and Finance in Emerging Market Economies, 2(1), 13-30.

  6. Kian-Ping Lim and Robert D. Brooks (2009) Price limits and stock market efficiency: evidence from rolling bicorrelation test statistic, Chaos, Solitons and Fractals, 40(3), 1271-1276 [PhD Research].

  7. Kian-Ping Lim (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), 1129-1132 [PhD Research].

  8. Kian-Ping Lim and Robert D. Brooks (2009) Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests, Applied Financial Economics, 19(2), 147-155 [PhD Research].

  9. Kian-Ping Lim and Robert D. Brooks (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), 649-652 [PhD Research].

  10. Kian-Ping Lim (2009) Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices, Applied Economics Letters, 16(5), 519-522 [PhD Research].

  11. Venus Khim-Sen Liew, Hock-Ann Lee and Kian-Ping Lim (2009) Purchasing Power Parity in Asian economies: further evidence from rank tests for cointegration, Applied Economics Letters, 16(1), 51-54.

 

YEAR 2008 [Top]

  1. Venus Khim-Sen Liew, Hock-Ann Lee, Kian-Ping Lim and Huay-Huay Lee (2008) Linearity and stationary of South Asian real exchange rates, ICFAI Journal of Applied Economics, 7(5), 48-58.

  2. Kian-Ping Lim, Robert D. Brooks and Melvin J. Hinich (2008) Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets, Journal of International Financial Markets, Institutions and Money, 18(5), 527-544 [PhD Research].

  3. Kian-Ping Lim (2008) Sectoral efficiency of the Malaysian stock market and the impact of the Asian financial crisis, Studies in Economics and Finance, 25(3), 196-208 [PhD Research].

  4. Terence Tai-Leung Chong, Melvin J. Hinich, Venus Khim-Sen Liew and Kian-Ping Lim (2008) Time series test of nonlinear convergence and transitional dynamics, Economics Letters, 100(3), 337-339.

  5. Kian-Ping Lim, Robert D. Brooks and Jae H. Kim (2008) Financial crisis and stock market efficiency: empirical evidence from Asian countries, International Review of Financial Analysis, 17(3), 571-591 [PhD Research].

  6. Kian-Ping Lim (2008) Sectoral impact of shocks: empirical evidence from the Malaysian stock market, Applied Financial Economics Letters, 4, 35-39 [PhD Research].

  7. Kian-Ping Lim (2008) Long-term dependence in world stock markets: does legal origin matter? ICFAI Journal of Applied Finance, 14(5), 57-68 [PhD Research].

 

YEAR 2007 [Top]

  1. Kian-Ping Lim (2007) Ranking of efficiency for stock markets: a nonlinear perspective, Physica A: Statistical Mechanics and Its Applications, 376, 445-454. [PhD Research].

  2. Chee-Keong Choong and Kian-Ping Lim (2007) Foreign direct investment in Malaysia: an economic analysis, ICFAI Journal of Applied Economics, 6(1), 74-85.

  3. Kian-Ping Lim and Venus Khim-Sen Liew (2007) Nonlinear mean reversion in stock prices: evidence from Asian markets, Applied Financial Economics Letters, 3, 25-29.

 

YEAR 2006 [Top]

  1. Kian-Ping Lim, Mathew Kien-Chung Vun and Hock-Ann Lee (2006) The random walk behaviour of Malaysian stock market: evidence from individual stocks, International Journal of Management Studies (formerly known as Jurnal Analisis), 13(2), 1-40.

  2. Kian-Ping Lim, Hui-Boon Tan and Siong-Hook Law (2006) Return predictability of Malaysian bank stocks: evidence and implications, International Journal of Management Studies (formerly known as Jurnal Analisis), 13(1), 25-44.

  3. Chin-Hong Puah, Muzafar Shah Habibullah and Kian-Ping Lim (2006) Testing long-run neutrality of money: evidence from Malaysian stock market, ICFAI Journal of Applied Economics, 5(4), 15-37.

  4. Venus Khim-Sen Liew, Kian-Ping Lim and Chin-Hong Puah (2006) New evidence on the output-inflation trade-off from ASEAN-5 economies, ICFAI Journal of Applied Economics, 5(2), 16-25.

 

YEAR 2005 [Top]

  1. Kian-Ping Lim, Melvin J. Hinich and Venus Khim-Sen Liew (2005) Statistical inadequacy of GARCH models for Asian stock markets: evidence and implications, Journal of Emerging Market Finance, 4(3), 263-279.

  2. Hock-Ann Lee, Kian-Ping Lim and M. Azali (2005) Income disparity between Japan and ASEAN-5 economies: converge, catching up or diverge? Economics Bulletin, 6(13), 1-8.

  3. Kian-Ping Lim, Muzafar Shah Habibullah and Hock-Ann Lee (2005) Non-linear dependence in Malaysian stock market, Pertanika Journal of Social Science and Humanities, 13(1), 23-38.

  4. Hock-Tsen Wong and Kian-Ping Lim (2005) The relationship between the government revenue and expenditure in Malaysia, International Journal of Management Studies (formerly known as Jurnal Analisis), 12(2), 53-72.

  5. Kian-Ping Lim, Venus Khim Sen Liew and Hock-Tsen Wong (2005) Weak-form efficient market hypothesis versus behavioural finance: a different perspective drawn from the Malaysian stock market, International Journal of Management Studies (formerly known as Jurnal Analisis), 12(1), 1-27.

  6. Kian-Ping Lim and Melvin J. Hinich (2005) Non-linear market behavior: events detection in the Malaysian stock market, Economics Bulletin, 7(6), 1-5.

  7. Kian-Ping Lim and Melvin J. Hinich (2005) Cross-temporal universality of non-linear dependencies in Asian stock markets, Economics Bulletin, 7(1), 1-6.

  8. Venus Khim-Sen Liew, Kian-Ping Lim, Evan Lau and Chee-Keong Choong (2005) Exchange rate- relative price nonlinear cointegration relationship in Malaysia, Economics Bulletin, 6(11), 1-11.

  9. Hui-Boon Tan, Chee-Wooi Hooy and Kian-Ping Lim (2005) Malaysia in the new economy: human capital, knowledge and growth competitiveness, Banker’s Journal Malaysia, 128, 53-60.

  10. Venus Khim-Sen Liew, Ahmad Zubaidi Baharumshah and Kian-Ping Lim (2005) Nonlinear adjustment of real exchange rates towards Purchasing Power Parity and the Asian financial crisis, International Journal of Business and Society, 6(1), 122-140.

  11. Kian-Ping Lim (2005) Random and non-random walks on the South Asian stock markets, ICFAI Journal of Applied Finance, 11(2), 58-72.

  12. Venus Khim-Sen Liew and Kian-Ping Lim (2005) Income divergence? Evidence of non-linearity in the East Asian economies, Economics Bulletin, 15(1), 1-7.

 

YEAR 2004 [Top]

  1. Kian-Ping Lim and Venus Khim-Sen Liew (2003/2004) The random walk behaviour of Malaysian Second Board stocks, Borneo Review, 14, 1-30.

  2. Hock-Ann Lee, Kian-Ping Lim and M. Azali (2003/2004) A non-parametric cointegration test of Purchasing Power Parity hypothesis: the case of Malaysia, Borneo Review, 14, 51-63.

  3. Venus Khim-Sen Liew, Ahmad Zubaidi Baharumshah and Kian-Ping Lim (2003/2004) Does Purchasing Power Parity really hold in Indonesia? The non-linear perspective, Borneo Review, 14, 64-75.

  4. Venus Khim-Sen Liew, Ahmad Zubaidi Baharumshah and Kian-Ping Lim (2004) On Singapore dollar- U.S. dollar and the Purchasing Power Parity, Singapore Economic Review, 49(1), 71-84.

  5. Venus Khim-Sen Liew, Kian-Ping Lim and Chee-Keong Choong (2004) On the forecastability of ASEAN-5 stock markets returns using time series models, ICFAI Journal of Applied Finance, 10(1), 17-29.

  6. Kian-Ping Lim and Venus Khim-Sen Liew (2004) Non-linearity in financial markets: evidence from ASEAN-5 exchange rates and stock markets, ICFAI Journal of Applied Finance, 10(5), 5-18.

  7. Hock-Ann Lee, Kian-Ping Lim and Venus Khim-Sen Liew (2004) Income convergence between Japan and the rest of East Asian countries, Journal of International Business and Economics, 1(1), 63-71.

  8. Kian-Ping Lim, Muzafar Shah Habibullah and Hock-Ann Lee (2004) Do Asian stock market prices follow random walk? A revisit, International Journal of Management Studies (formerly known as Jurnal Analisis), 11 (special issue), 129-155.

  9. Venus Khim-Sen Liew, Kian-Ping Lim and Chong-Yee Lai (2004) Predictability of the KLCI price movement: evidence from the time series model, Inti Journal, 1(4), 239-248.

  10. Kian-Ping Lim, Melvin J. Hinich and Venus Khim-Sen Liew (2004) Adequacy of GARCH model for ASEAN exchange rates return series, International Journal of Business and Society, 5(2), 17-32.

  11. Ahmad Zubaidi Baharumshah, Venus Khim-Sen Liew and Kian-Ping Lim (2004) Exchange rates forecasting model: An alternative estimation procedure, Pertanika Journal of Science and Technology, 12(1), 149-172.

  12. Evan Lau, Kian-Ping Lim and Hock-Ann Lee (2004) Modelling the current account: empirical evidence form ASEAN-5 economies, Labuan Bulletin of International Business and Finance, 2(1), 83-104.

  13. Kian-Ping Lim and Hock-Ann Lee (2004) Non-parametric cointegration analysis of ASEAN-5 real exchange rates, International Journal of Management Studies (formerly known as Jurnal Analisis), 11(1), 41-56.

  14. Kian-Ping Lim, Melvin J. Hinich and Hock-Ann Lee (2004) Episodic transient behaviour of dependencies in the Malaysian stock market, Pertanika Journal of Social Science and Humanities, 12(2), 121-133.

  15. Venus Khim-Sen Liew, Kian-Ping Lim and Ahmad Zubaidi Baharumshah (2004) The linearity property of ASEAN-5 real exchange rates in pre-Asian currency crisis period, International Journal of Management Studies (formerly known as Jurnal Analisis), 11(2), 43-62.

 

YEAR 2003 [Top]

  1. Venus Khim-Sen Liew, Terence Tai-Leung Chong and Kian-Ping Lim (2003) The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies, Applied Economics, 35(12), 1387-1392.

  2. Kian-Ping Lim, Muzafar Shah Habibullah and Hock-Ann Lee (2003) A BDS test of random walk in the Malaysian stock market, Labuan Bulletin of International Business and Finance, 1(1), 29-39.

  3. Kian-Ping Lim, M. Azali and Hock-Ann Lee (2003) Is MYR/USD a random walk? New evidence from the BDS test, Pertanika Journal of Social Science and Humanities, 11(1), 41-49.

  4. Kian-Ping Lim, M. Azali and Muzafar Shah Habibullah (2003) Non-linear dynamics in bilateral Malaysian ringgit- U.S. dollar spot rate, Jurnal Analisis, 10(2), 97-117.

  5. Kian-Ping Lim, Melvin J. Hinich and Venus Khim-Sen Liew (2003) Episodic non-linearity and non-stationarity in ASEAN-4 exchange rates returns series, Labuan Bulletin of International Business and Finance, 1(2), 79-93.

  6. Hock-Ann Lee, Kian-Ping Lim and M. Azali (2003) Testing PPP for major ASEAN economies: Does data generating process matter? Capital Markets Review, 11(1&2), 65-80.