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Psychological factors on irrational financial decision making : case of day-of-the week anomaly

Rayenda Brahmana; Chee-Wooi Hooy; Ahmad, Zamri - In: Humanomics 28 (2012) 4, pp. 236-257

Persistent link: https://www.econbiz.de/10010219545

Determinants of systematic financial risk exposures of airlines in North America, Europe and Asia

Lee, Chyn-hwa; Chee-Wooi Hooy - In: Journal of air transport management 24 (2012), pp. 31-35

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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

Are US stock index returns predictable? : evidence from automatic autocorrelation-based tests

Lim, Kian-Ping; Luo, Weiwei; Kim, Jae H. - In: Applied economics 45 (2013) 7/9, pp. 953-962

Persistent link: https://www.econbiz.de/10009718484

Episodic non-linear behaviour of bilateral Malaysian Ringgit-US Dollar spot rate

Lim, Kian-Ping; Azali, Mohamed - In: Journal of world economic review 9 (2014) 1, pp. 25-48

Persistent link: https://www.econbiz.de/10010490456

A non-parametric cointegration test of purchasing power parity : the case of Malaysia

Lee, Hock-ann; Lim, Kian-Ping; Azali, Mohamed - In: Borneo review : journal of the Institute for … 14 (2003/04) 1/2, pp. 51-63

Persistent link: https://www.econbiz.de/10003370712

Episodic non-linear behaviour of bilateral Malaysian ringgit-US dollar spot rate

Lim, Kian-Ping; Azali, Mohamed - In: Journal of international economic review 1 (2007) 1, pp. 25-48

Persistent link: https://www.econbiz.de/10003706292

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