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On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process : a further note

Lim, Kian-Ping; Brooks, Robert - In: Applied economics letters 16 (2009) 4/6, pp. 649-652

Persistent link: https://www.econbiz.de/10003842992

Weak-form market efficiency and nonlinearity : evidence from Middle East and African stock indices

Lim, Kian-Ping - In: Applied economics letters 16 (2009) 4/6, pp. 519-522

Persistent link: https://www.econbiz.de/10003842548

Sectoral impact of shocks : empirical evidence from the Malaysian stock market

Lim, Kian-Ping - In: Applied financial economics letters 4 (2008) 1/3, pp. 35-39

Persistent link: https://www.econbiz.de/10003725312

Stock return predictability and the adaptive markets hypothesis : evidence from century-long US data

Kim, Jae H.; Shamsuddin, Abul; Lim, Kian-Ping - In: Journal of empirical finance 18 (2011) 5, pp. 868-879

Persistent link: https://www.econbiz.de/10009492527

The weak-form efficiency of Asian stock markets : new evidence from generalized spectral martingale test

Lim, Kian-Ping; Luo, Weiwei - In: Applied economics letters 19 (2012) 10/12, pp. 905-908

Persistent link: https://www.econbiz.de/10009656702

Purchasing power parity in Asean economies : further evidence from rank tests for cointegration

Liew, Venus Khim-sen; Lee, Hock-ann; Lim, Kian-Ping - In: Applied economics letters 16 (2009) 1/3, pp. 51-54

Persistent link: https://www.econbiz.de/10003822560

The dynamics and determinants of liquidity connectedness across financial asset markets

Liew, Ping-Xin; Lim, Kian-Ping; Goh, Kim-Leng - In: International review of economics & finance : IREF 77 (2022), pp. 341-358

Persistent link: https://www.econbiz.de/10013332382

Stock Return Predictability and the Adaptive Markets Hypothesis : Evidence from Century Long U.S. Data

Kim, Jae H. - 2010

We study return predictability of the Dow Jones Industrial Average indices from 1900 to 2009. We find strong evidence that time-varying return predictability is driven by changing market conditions, consistent with the implications of the adaptive markets hypothesis. During market crashes, no...

Persistent link: https://www.econbiz.de/10013148621

Monitoring monetary aggregates under risk aversion

Barnett, William A.; Hinich, Melvin J.; Yue, Piyu - In: The theory of monetary aggregation, (pp. 217-244). 2000

Persistent link: https://www.econbiz.de/10001508706

The exact theoretical rational expectations monetary aggregate

Barnett, William A.; Hinich, Melvin J.; Yue, Piyu - In: Macroeconomic dynamics 4 (2000) 2, pp. 197-221

Persistent link: https://www.econbiz.de/10001500438