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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

A test of the weak-form of the efficient markets hypothesis for the Saudi Stock Market

Abdulqader, K. A. al-; Hannah, G.; Power, David M. - In: Journal of emerging market finance 6 (2007) 2, pp. 167-190

Persistent link: https://www.econbiz.de/10003567654

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 use of volatility measures in assessing market efficiency

Shiller, Robert J. - 1980

Persistent link: https://www.econbiz.de/10009573120

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

Time-varying long range dependence in energy futures markets

Sensoy, Ahmet; Hacihasanoglu, Erk - In: Energy economics 46 (2014), pp. 318-327

Persistent link: https://www.econbiz.de/10011298582

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

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