The rankings of tertiary education institutions, in particular the Times Higher Education-QS World University Rankings, have in one way  or the other influenced Malaysian higher education policy decisions. For instance, in October 2006, four public universities have been designated as research universities by the government, namely Universiti Malaya  (UM), Universiti Kebangsaan Malaysia (UKM), Universiti Putra Malaysia (UPM) and Universiti Sains Malaysia (USM). In September 2008, USM has been granted apex (accelerated programme for excellence) status, in which additional public funding will be given to transform the university into a world-class institution, defined as being ranked among the top 100 leading universities in international rankings.

In these Malaysian research-intensive universities, greater emphasis is now being placed on publications in good quality journals. Unlike Australia where discipline-specific journal ranking lists are being compiled at the national level (such as the ERA initiative or ABDC list), the benchmark indicators used in Malaysia are journals included in  Thomson ISI or Scopus. Hence, on this webpage, I only list down my articles published in journals indexed by the above two databases (the full list is available from my HTML-based website).

 

ARTICLES IN REFEREED JOURNALS (SELECTED)

  • Chee-Wooi Hooy and Kian-Ping Lim (2013) Is market integration associated with informational efficiency of stock markets? Journal of Policy Modeling, Elsevier, 35(1), 29-44 [2010 Impact Factor = 0.643 ].
  • Kian-Ping Lim and Chee-Wooi Hooy (2013) Nonlinear predictability in G7 stock index returns, Manchester School, Wiley-Blackwell, 81(4), 620-637 [2010 Impact Factor=0.333 ].

  • Kian-Ping Lim, Weiwei Luo and Jae H. Kim (2013) Are U.S. stock index  returns predictable? Evidence from automatic autocorrelation-based tests, Applied Economics, Taylor and Francis, 45(8), 953-962 [2010 Impact Factor = 0.424].

  • Kian-Ping Lim and Weiwei Luo (2012) The weak-form efficiency of Asian stock markets: new evidence from generalized spectral martingale test, Applied Economics LettersTaylor and Francis, 19(10), 905-908 [2010 Impact Factor = 0.245].
  • Jae H. Kim, Abul Shamsuddin and Kian-Ping Lim (2011) Stock return predictability and the adaptive markets hypothesis: evidence from century-long U.S. data, Journal of Empirical Finance, Elsevier, 18(5), 868-879 [2010 Impact Factor = 0.807].

  • Kian-Ping Lim and Jae H. Kim (2011) Trade openness and the informational efficiency of emerging stock markets, Economic Modelling, Elsevier, 28(5), 2228-2238 [2010 Impact Factor = 0.601].

  • Kian-Ping Lim and Robert D. Brooks (2011) The evolution of stock market efficiency over time: a survey of the empirical literature, Journal of Economic Surveys, Wiley-Blackwell, 25(1), 69-108 [2010 Impact Factor = 1.581].

  • Kian-Ping Lim and Chee-Wooi Hooy (2010)  The delay of stock price adjustment to information: a country-level analysis, Economics Bulletin, 30(2), 1609-1616.

  • Kian-Ping Lim and Robert D. Brooks (2010) Why do emerging stock markets experience more persistent price deviations from a random walk over time? A country-level analysis, Macroeconomic Dynamics, Cambridge University Press, 14(S1), 3-41 [2010 Impact Factor = 0.763].

  • Kian-Ping Lim, Muzafar Shah Habibullah and Melvin J. Hinich (2009) The weak-form efficiency of Chinese stock markets: thin trading, nonlinearity and episodic serial dependencies, Journal of Emerging Market Finance, Sage, 8(2), 133-163.

  • Kian-Ping Lim and Robert D. Brooks (2009) Price limits and stock market efficiency: evidence from rolling bicorrelation test statistic, Chaos, Solitons & Fractals, Elsevier, 40(3), 1271-1276 [2009 Impact Factor = 3.315].

  • Kian-Ping Lim (2009) Efficiency tests of the UK financial futures markets and the impact of electronic trading systems: a note on relative market efficiency, Applied Economics Letters, Taylor and Francis, 16(11), 1129-1132 [2009 Impact Factor = 0.241].

  • Kian-Ping Lim and Robert D. Brooks (2009) Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests, Applied Financial Economics, Taylor and Francis, 19(2), 147-155.

  • Kian-Ping Lim and Robert D. Brooks (2009) On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note, Applied Economics Letters, Taylor and Francis, 16(6), 649-652 [2009 Impact Factor = 0.241].

  • Kian-Ping Lim (2009) Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices, Applied Economics Letters, Taylor and Francis, 16(5), 519-522 [2009 Impact Factor = 0.241].

  • Venus Khim-Sen Liew, Hock-Ann Lee and Kian-Ping Lim (2009) Purchasing power parity in Asian economies: further evidence from rank tests for cointegration, Applied Economics Letters, Taylor and Francis, 16(1), 51-54 [2009 Impact Factor = 0.241].

  • Hock-Ann Lee, Kian-Ping Lim and Venus Khim-Sen Liew (2009) Is there any international diversification benefits in ASEAN stock markets? Economics Bulletin, 29(1), 393-407.

  • Kian-Ping Lim, Robert D. Brooks and Melvin J. Hinich (2008) Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets, Journal of International Financial Markets, Institutions and Money, Elsevier, 18(5), 527-544.

  • Kian-Ping Lim (2008) Sectoral efficiency of the Malaysian stock market and the impact of the Asian financial crisis, Studies in Economics and Finance, Emerald Group Publishing, 25(3), 196-208.

  • Terence Tai-Leung Chong, Melvin J. Hinich, Venus Khim-Sen Liew and Kian-Ping Lim (2008) Time series test of nonlinear convergence and transitional dynamics, Economics Letters, Elsevier, 100(3), 337-339 [2008 Impact Factor = 0.483].

  • Kian-Ping Lim, Robert D. Brooks and Jae H. Kim (2008) Financial crisis and stock market efficiency: empirical evidence from Asian countries, International Review of Financial Analysis, Elsevier, 17(3), 571-591 [Top 25 Hottest Articles for 27 consecutive quarters since April-June 2007].

  • Kian-Ping Lim (2008) Sectoral impact of shocks: empirical evidence from the Malaysian stock market, Applied Financial Economics Letters, Taylor and Francis, 4(1), 35-39 [From 2009 onwards, AFEL has been incorporated into Applied Economics Letters].

  • Kian-Ping Lim (2007) Ranking of efficiency for stock markets: a nonlinear perspective, Physica A: Statistical Mechanics and Its Applications, Elsevier, 376, 445-454 [2007 Impact Factor = 1.430].

  • Kian-Ping Lim and Venus Khim-Sen Liew (2007) Nonlinear mean reversion in stock prices: evidence from Asian markets, Applied Financial Economics Letters, Taylor and Francis, 3(1), 25-29 [From 2009 onwards, AFEL has been incorporated into Applied Economics Letters].

  • Kian-Ping Lim, Melvin J. Hinich and Venus Khim-Sen Liew (2005) Statistical inadequacy of GARCH models for Asian stock markets: evidence and implications, Journal of Emerging Market Finance, Sage, 4(3), 263-279.

  • Hock-Ann Lee, Kian-Ping Lim and M. Azali (2005) Income disparity between Japan and ASEAN-5 economies: converge, catching up or diverge? Economics Bulletin, 6(13), 1-8.

  • Kian-Ping Lim and Melvin J. Hinich (2005) Non-linear market behavior: events detection in the Malaysian stock market, Economics Bulletin, 7(6), 1-5.

  • Kian-Ping Lim and Melvin J. Hinich (2005) Cross-temporal universality of non-linear dependencies in Asian stock markets, Economics Bulletin, 7(1), 1-6.

  • Venus Khim-Sen Liew, Kian-Ping Lim, Evan Lau and Chee-Keong Choong (2005) Exchange rate-relative price nonlinear cointegration relationship in Malaysia, Economics Bulletin, 6(11), 1-11.

  • Venus Khim-Sen Liew and Kian-Ping Lim (2005) Income divergence? Evidence of non-linearity in the East Asian economies, Economics Bulletin, 15(1), 1-7.

  • Venus Khim-Sen Liew, Ahmad Zubaidi Baharumshah and Kian-Ping Lim (2004) On Singapore dollar-U.S. dollar and the purchasing power parity, Singapore Economic Review, World Scientific Publishing, 49(1), 71-84.

  • Venus Khim-Sen Liew, Terence Tai-Leung Chong and Kian-Ping Lim (2003) The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies, Applied Economics, Taylor and Francis, 35(12), 1387-1392 [2003 Impact Factor = 0.200].

 

Last Updated (Thursday, 07 August 2014 06:44)