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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

Foreign investors and stock price efficiency : thresholds, underlying channels and investor heterogeneity

Lim, Kian-Ping; Chee-Wooi Hooy; Chang, Kwok-Boon; … - In: The North American journal of economics and finance : a … 36 (2016), pp. 1-28

Persistent link: https://www.econbiz.de/10011672541

Efficiency tests of the UK financial futures markets and the impact of electronic trading systems : a note on relative market efficiency

Lim, Kian-Ping - In: Applied economics letters 16 (2009) 10/12, pp. 1129-1132

Persistent link: https://www.econbiz.de/10003886660

Sampling dynamical systems

Hinich, Melvin J. - In: Macroeconomic dynamics 3 (1999) 4, pp. 602-609

Persistent link: https://www.econbiz.de/10001618386

Risk when some states are low-probability events : note

Hinich, Melvin J. - In: Macroeconomic dynamics 7 (2003) 4, pp. 636-643

Persistent link: https://www.econbiz.de/10001794618

A spatial theory approach to the study of political spaces

Hinich, Melvin J. - In: Topics in analytical political economy, (pp. 105-115). 2007

Persistent link: https://www.econbiz.de/10003551671

A social loss approach to testing the efficiency of Australian financial futures

Brooks, Robert - 1990

Persistent link: https://www.econbiz.de/10000806489

The robustness of point optimal testing for Rosenberg random regression coefficients

Brooks, Robert - In: Econometric reviews 14 (1995) 1, pp. 35-53

Persistent link: https://www.econbiz.de/10001177161

Alternative point-optimal tests for regression coefficient stability

Brooks, Robert - In: Journal of econometrics 57 (1993) 1, pp. 365-376

Persistent link: https://www.econbiz.de/10001142518

The Speed of Stock Price Adjustment to Market-Wide Information

Lim, Kian-Ping - 2009

The speed of stock price adjustment to new information is central to market efficiency, and the price delay measure has emerged as a useful tool. This approach enables earlier studies to identify a set of factors responsible for delaying stock price adjustment to market-wide information. We...

Persistent link: https://www.econbiz.de/10013159343