Nonlinearity in ASEAN-5 export-led growth model : empirical evidence from nonparametric approach

von Lim, Shiok Ye
Veröffentlicht in Economic modelling (2013)

A re-examination on the calendar anomalies during Asian financial crisis : some empirical evidence from closure test principle and EGARCH-mean model

von Chia, Ricky Chee-Jiun
Veröffentlicht in Information efficiency and anomalies in Asian equity markets (2017)

An empirical analysis of calendar anomalies in the Malaysian stock market

von Lim, Shiok Ye
Veröffentlicht in Applied financial economics (2010)

Co-movement between Malaysian stock index and bond index : empirical evidence from rank tests for cointegration

von Lim, Shiok Ye
Veröffentlicht in Icfai University Press (Hyderabad) The IUP journal of applied finance (2012)

Pre and post Chinese new year holiday effects : evidence from Hong Kong stock market

Veröffentlicht in The Singapore economic review (2015)