ARTICLES IN PROCEEDINGS

 

YEAR 2005

  1. Chee-Keong Choong and Kian-Ping Lim (2005) Foreign direct investment in Malaysia: an economic analysis. Proceedings of the International Conference in Economics and Finance (ICEF) 2005, 26-27 May 2005, F.T. Labuan, Malaysia, pp.431-439 [ISBN: 983-41460-2-7].

  2. Kian-Ping Lim and Venus Khim-Sen Liew (2005) Random walk or mean reversion in stock prices? A non-linear perspective. Proceedings of the Malaysian Finance Association (MFA’s) 7th Annual Conference, 9-10 May 2005, Kuala Terengganu, Malaysia, pp.695-703 [ISBN: 983-42477-0-2].

  3. Kian-Ping Lim, Mathew Kien-Chung Vun and Hock-Ann Lee (2005) The random walk behaviour of Malaysian stocks: revisiting from the BDS test. Proceedings of the Malaysian Finance Association (MFA’s) 7th Annual Conference, 9-10 May 2005, Kuala Terengganu, Malaysia, pp.670-685 [ISBN: 983-42477-0-2].

 

YEAR 2004

  1. Kian-Ping Lim, Venus Khim-Sen Liew and Muzafar Shah Habibullah (2004) Is ‘East Asian Community’ an ephemeral dream or realistic possibility? An empirical investigation of income convergence among candidates’ economies. Proceedings of the International Borneo Business Conference (IBBC) 2004, 9-11 December 2004, Kota Kinabalu, Malaysia, pp.929-938 [ISBN: 983-9257-39-0].

  2. Kian-Ping Lim, Hock-Ann Lee, M. Azali and Evan Lau (2004) Cointegration tests of Purchasing Power Parity in ASEAN economies. Proceedings of the International Borneo Business Conference (IBBC) 2004, 9-11 December 2004, Kota Kinabalu, Malaysia, pp.907-916 [ISBN: 983-9257-39-0].

  3. Kian-Ping Lim and Venus Khim-Sen Liew (2004) Malaysian Second Board stocks do not follow random walk: evidence from the BDS test. Proceedings of the International Borneo Business Conference (IBBC) 2004, 9-11 December 2004, Kota Kinabalu, Malaysia, pp.670-682 [ISBN: 983-9257-39-0].

  4. Venus Khim-Sen Liew, Kian-Ping Lim and Chin-Hong Puah (2004) Testing output inflation trade-off: a note. Proceedings of the International Borneo Business Conference (IBBC) 2004, 9-11 December 2004, Kota Kinabalu, Malaysia, pp.390-395 [ISBN: 983-9257-39-0].

  5. Kian-Ping Lim, Melvin J. Hinich and Hock-Ann Lee (2004) Episodic transient behaviour of dependencies: evidence from Kuala Lumpur Composite Index. Proceedings of the International Borneo Business Conference (IBBC) 2004, 9-11 December 2004, Kota Kinabalu, Malaysia, pp.51-58 [ISBN: 983-9257-39-0].

  6. Chee-Keong Choong, Kian-Ping Lim and Hock-Tsen Wong (2004) Foreign direct investment and financial development interactions in an endogenous growth model: the case of Malaysia. Proceedings of the Malaysian Finance Association (MFA’s) 6th Annual Symposium, 5-6 May 2004, Langkawi, Kedah, Malaysia, pp.835-846 [ISBN: 983-2870-67-4].

  7. Venus Khim-Sen Liew, Kian-Ping Lim, Evan Lau and Chee-Keong Choong (2004) Deviation from Purchasing Power Parity: further evidence from Malaysia. Proceedings of the Malaysian Finance Association (MFA’s) 6th Annual Symposium, 5-6 May 2004, Langkawi, Kedah, Malaysia, pp.822-834 [ISBN: 983-2870-67-4].

  8. Kian-Ping Lim, Venus Khim-Sen Liew and Hock-Tsen Wong (2004) Weak-form efficient market hypothesis, behavioural finance and episodic transient dependencies: the case of the Kuala Lumpur Stock Exchange. Proceedings of the Malaysian Finance Association (MFA’s) 6th Annual Symposium, 5-6 May 2004, Langkawi, Kedah, Malaysia, pp.469-485 [ISBN: 983-2870-67-4].

  9. Hock-Tsen Wong, Kian-Ping Lim and Chee-Keong Choong (2004) Some empirical evidence of the budget deficit, government revenue and expenditure in Malaysia. Proceedings of the Malaysian Finance Association (MFA’s) 6th Annual Symposium, 5-6 May 2004, Langkawi, Kedah, Malaysia, pp.440-450 [ISBN: 983-2870-67-4].

  10. Hock-Ann Lee, Kian-Ping Lim and Venus Khim-Sen Liew (2004) ASEAN-5 stock markets integration: the methodological concern. Proceedings of the Malaysian Finance Association (MFA’s) 6th Annual Symposium, 5-6 May 2004, Langkawi, Kedah, Malaysia, pp.88-100 [ISBN: 983-2870-67-4].

 

YEAR 2003

  1. Kian-Ping Lim, Venus Khim-Sen Liew and Chong-Mun Ho (2003) Statistical and econometric advances in finance: the detection of non-linearity in ASEAN-5 stock markets. Proceedings of Simposium Kebangsaan Sains Matematik Ke-XI, 22-24 December 2003, Kota Kinabalu, Sabah, Malaysia, pp.696-711 [ISBN: 983-2868-00-9].

  2. Hui-Boon Tan, Chee-Wooi Hooy and Kian-Ping Lim (2003) The effect of Index Futures on the volatility of Kuala Lumpur Composite Index. Proceedings of the 1st International Conference of the Asian Academy of Applied Business 2003, 10-12 July 2003, Kota Kinabalu, Sabah, Malaysia, pp.386-392 [ISBN: 983-2868-00-9].

  3. Venus Khim-Sen Liew, Kian-Ping Lim and Ahmad Zubaidi Baharumshah (2003) Testing the adequacy of linear model for MYR/USD real exchange rates. Proceedings of the 1st International Conference of the Asian Academy of Applied Business 2003, 10-12 July 2003, Kota Kinabalu, Sabah, Malaysia, pp.379-385 [ISBN: 983-2868-00-9].

  4. Kian-Ping Lim, Melvin J. Hinich and Venus Khim-Sen Liew (2003) GARCH diagnosis with portmanteau bicorrelation test: an application on the Malaysia’s stock market. Proceedings of the 1st International Conference of the Asian Academy of Applied Business 2003, 10-12 July 2003, Kota Kinabalu, Sabah, Malaysia, pp.344-351 [ISBN: 983-2868-00-9].

  5. Wei-Chong Choo, Chee-Wooi Hooy and Kian-Ping Lim (2003) Forecasting ability of various GARCH models: evidence from foreign exchange rate. Proceedings of the 1st International Conference of the Asian Academy of Applied Business 2003, 10-12 July 2003, Kota Kinabalu, Sabah, Malaysia, pp.324-331 [ISBN: 983-2868-00-9].

  6. Kian-Ping Lim and Hui-Boon Tan (2003) Episodic non-linearity in Malaysia’s stock market. Proceedings of the 1st International Conference of the Asian Academy of Applied Business 2003, 10-12 July 2003, Kota Kinabalu, Sabah, Malaysia, pp.314-323 [ISBN: 983-2868-00-9].

  7. Kian-Ping Lim, M. Azali, Muzafar Shah Habibullah and Venus Khim-Sen Liew (2003) Are non-linear dynamics a universal occurrence? Further evidence from Asian stock markets. Proceedings of the 1st International Conference of the Asian Academy of Applied Business 2003, 10-12 July 2003, Kota Kinabalu, Sabah, Malaysia, pp.287-295 [ISBN: 983-2868-00-9].

  8. Chin-Hong Puah, Muzafar Shah Habibullah and Kian-Ping Lim (2003) Testing long-run neutrality of money- evidence from Malaysian stock market. Proceedings of the 1st International Conference of the Asian Academy of Applied Business 2003, 10-12 July 2003, Kota Kinabalu, Sabah, Malaysia, pp.217-237 [ISBN: 983-2868-00-9].

  9. Hock-Ann Lee, Kian-Ping Lim and M. Azali (2003) A non-parametric cointegration test of Purchasing Power Parity hypothesis: the case of Malaysia. Proceedings of the 1st International Conference of the Asian Academy of Applied Business 2003, 10-12 July 2003, Kota Kinabalu, Sabah, Malaysia, pp.157-165 [ISBN: 983-2868-00-9].

  10. Kian-Ping Lim, Melvin J. Hinich and Hock-Ann Lee (2003) Episodic and transient dependencies in Malaysia’s stock market. Proceedings of the National Conference on Management Science and Operations Research 2003, 24-25 June 2003, Melaka, Malaysia, pp.185-195.

  11. Kian-Ping Lim, Muzafar Shah Habibullah and Hock-Ann Lee (2003) Non-linear dependence in Malaysia’s stock market. Proceedings of the National Conference on Management Science and Operations Research 2003, 24-25 June 2003, Melaka, Malaysia, pp.169-183.

  12. Hock-Ann Lee, Kian-Ping Lim and M. Azali (2003) Testing PPP for major ASEAN economies: does data generating process matter? Proceedings of the Malaysian Finance Association (MFA’s) 5th Annual Symposium, 23-24 April 2003, Selangor, Malaysia, pp.703-714.

  13. Venus Khim-Sen Liew, Wye-Leong Khong, Kian-Ping Lim and Evan Lau (2003) Performance of time series forecasting models in predicting the price movement of KLSE Composite Index. Proceedings of the Malaysian Finance Association (MFA’s) 5th Annual Symposium, 23-24 April 2003, Selangor, Malaysia, pp.569-576.

  14. Kian-Ping Lim, Melvin J. Hinich and Chee-Wooi Hooy (2003) Episodic non-linearity in ASEAN foreign exchange markets. Proceedings of the Malaysian Finance Association (MFA’s) 5th Annual Symposium, 23-24 April 2003, Selangor, Malaysia, pp.361-373.
     
YEAR 2002
  1. Kian-Ping Lim, M. Azali, Muzafar Shah Habibullah and Mariam Abdul Aziz (2002) Non-linear dependence in ASEAN-5 foreign exchange markets. Proceedings of the Asia Pacific Economics and Business Conference 2002, 2-4 October 2002, Sarawak, Malaysia, volume 2, pp.893-901 [ISBN: 983-2373- 74-3].

  2. Kian-Ping Lim, M. Azali and Hock-Ann Lee (2002) A BDS test of GARCH adequacy in ASEAN-5 foreign exchange markets. Proceedings of the Asia Pacific Economics and Business Conference 2002, 2-4 October 2002, Sarawak, Malaysia, volume 1, pp.390-395 [ISBN: 983-2373-65-4].