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The real value of China's stock market

Carpenter, Jennifer N.; Lu, Fangzhou; Whitelaw, Robert F. - 2015

Persistent link: https://www.econbiz.de/10010496154

The real value of China’s stock market

Carpenter, Jennifer N.; Lu, Fangzhou; Whitelaw, Robert F. - 2018

Persistent link: https://www.econbiz.de/10011797820

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

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

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

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

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

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

The evolution of stock market efficiency over time : a survey of the empirical literature

Lim, Kian-Ping; Brooks, Robert - In: Journal of economic surveys 25 (2011) 1, pp. 69-108

Persistent link: https://www.econbiz.de/10009127811

An examination of long-run overreaction in three Far Eastern capital markets

Wang, Kuang-hua; Lonie, A. Alasdair; Power, David M. - In: Advances in Pacific Basin financial markets 5 (1999), pp. 259-280

Persistent link: https://www.econbiz.de/10001493555