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Financial crisis and stock market efficiency : empirical evidence form Asian countries

Lim, Kian-Ping; Brooks, Robert; Kim, Jae H. - In: International review of financial analysis 17 (2008) 3, pp. 571-591

Persistent link: https://www.econbiz.de/10003764487

Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets

Lim, Kian-Ping; Brooks, Robert; Hinich, Melvin J. - In: Journal of international financial markets, … 18 (2008) 5, pp. 527-544

Persistent link: https://www.econbiz.de/10003775780

Are Chinese stock markets efficient? : further evidence from a battery of nonlinearity tests

Lim, Kian-Ping; Brooks, Robert - In: Applied financial economics 19 (2009) 1/3, pp. 147-155

Given that the efficiency of the Chinese stock markets was empirically examined in extant literature using statistical tests that are designed to uncover linear correlations of price changes, the obtained statistical inferences of efficiency/inefficiency are on very shaky grounds as highlighted...

Persistent link: https://www.econbiz.de/10003825852

The weak-form efficiency of Chinese stock markets : thin trading, nonlineartiy and episodic serial dependencies

Lim, Kian-Ping; Habibullah, Muzafar Shah; Hinich, Melvin J. - In: Journal of emerging market finance 8 (2009) 2, pp. 133-163

Persistent link: https://www.econbiz.de/10003905026

An examination of investor reaction to unexpected political and economic events in Turkey

Mehdian, Seyed M.; Nas, Tevfik F.; Perry, Mark J. - In: Global finance journal 18 (2008) 3, pp. 337-350

Persistent link: https://www.econbiz.de/10003711930

Why do emerging stock markets experience more persistent price deviations from a random walk over time? : a country-level analysis

Lim, Kian-Ping; Brooks, Robert - In: Macroeconomic dynamics 14 (2010), pp. 3-41

Persistent link: https://www.econbiz.de/10003981207

Calendar anomalies in the Gulf Cooperation Council stock markets

Turk Ariss, Rima; Rezvanian, Rasoul; Mehdian, Seyed M. - In: Emerging markets review 12 (2011) 3, pp. 293-307

Persistent link: https://www.econbiz.de/10009306829

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

Is market integration associated with informational efficiency of stock markets?

Hooy, Chee Wooi; Lim, Kian-Ping - In: Journal of policy modeling : JPMOD ; a social science … 35 (2013) 1, pp. 29-44

Persistent link: https://www.econbiz.de/10009706253

WTO membership, ownership deregulation, and market efficiency : evidence from China

Turk Ariss, Rima; Rezvanian, Rasoul; Mehdian, Seyed M. - In: Applied financial economics 22 (2012) 1/3, pp. 177-195

Persistent link: https://www.econbiz.de/10009419560