| The evolution of stock market efficiency over time: A survey of the empirical literature KP Lim, R Brooks Journal of economic surveys 25 (1), 69-108, 2011 | 552 | 2011 |
| Stock return predictability and the adaptive markets hypothesis: Evidence from century-long US data JH Kim, A Shamsuddin, KP Lim Journal of Empirical Finance 18 (5), 868-879, 2011 | 483 | 2011 |
| Financial crisis and stock market efficiency: Empirical evidence from Asian countries KP Lim, RD Brooks, JH Kim International review of financial analysis 17 (3), 571-591, 2008 | 342 | 2008 |
| Ranking market efficiency for stock markets: A nonlinear perspective KP Lim Physica A: Statistical Mechanics and its Applications 376, 445-454, 2007 | 176 | 2007 |
| Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests KP Lim, W Luo, JH Kim Applied Economics 45 (8), 953-962, 2013 | 159 | 2013 |
| Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets KP Lim, RD Brooks, MJ Hinich Journal of International Financial Markets, Institutions and Money 18 (5 …, 2008 | 123 | 2008 |
| The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies VKS Liew, TTL Chong, KP Lim Applied Economics 35 (12), 1387-1392, 2003 | 93 | 2003 |
| Time series test of nonlinear convergence and transitional dynamics TTL Chong, MJ Hinich, VKS Liew, KP Lim Economics Letters 100 (3), 337-339, 2008 | 88 | 2008 |
| Trade openness and the informational efficiency of emerging stock markets KP Lim, JH Kim Economic Modelling 28 (5), 2228-2238, 2011 | 76 | 2011 |
| Foreign direct investment, financial development, and economic growth: the case of Malaysia CK Choong, KP Lim Macroeconomics and Finance in Emerging Market Economies 2 (1), 13-30, 2009 | 76 | 2009 |
| Why do emerging stock markets experience more persistent price deviations from a random walk over time? A country-level analysis KP Lim, RD Brooks Macroeconomic Dynamics 14 (S1), 3-41, 2010 | 63 | 2010 |
| The weak-form efficiency of Chinese stock markets: thin trading, nonlinearity and episodic serial dependencies KP Lim, MS Habibullah, MJ Hinich Journal of Emerging Market Finance 8 (2), 133-163, 2009 | 59 | 2009 |
| Ping and Melvin J. Hinich,(2005)" Cross− temporal universality of non− linear dependencies in Asian stock markets." K Lim Economics Bulletin 7 (1), 1-6, 2005 | 54 | 2005 |
| The evolving and relative efficiencies of stock markets: Empirical evidence from rolling bicorrelation test statistics KP Lim, RD Brooks Available at SSRN 931071, 2006 | 52 | 2006 |
| NON‐LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS* KP LIM, CW HOOY The Manchester School, 2012 | 48 | 2012 |
| Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity KP Lim, CW Hooy, KB Chang, R Brooks The North American journal of economics and finance 36, 1-28, 2016 | 47 | 2016 |
| Is market integration associated with informational efficiency of stock markets? CW Hooy, KP Lim Journal of Policy Modeling 35 (1), 29-44, 2013 | 45 | 2013 |
| Sectoral efficiency of the Malaysian stock market and the impact of the Asian financial crisis KP Lim Studies in Economics and Finance 25 (3), 196-208, 2008 | 44 | 2008 |
| Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests KP Lim, R Brooks Applied Financial Economics 19 (2), 147-155, 2009 | 43 | 2009 |
| Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices KP Lim Applied Economics Letters 16 (5), 519-522, 2009 | 41 | 2009 |
Venus Khim-Sen LiewUniversiti Malaysia SarawakVerified email at unimas.my
