K. Lim
Finance · 2007–2013
A researcher in the Science corpus: 5 papers; trusts 54 researchers and is trusted by 11 researchers here, as inferred from the citation graph.
Subfields
- Finance — 109 citations into it; #5,227 of 10,518 by trust here, #3,760 by citations
- Economics and Econometrics — 107 citations into it; #6,879 of 23,481 by trust here, #7,755 by citations
- Management Science and Operations Research — 23 citations into it
- Accounting — 16 citations into it
- Statistics and Probability — 9 citations into it
- Economics & Operations Research — 5 citations into it
Whom K. Lim trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jae Hyun Kim
- Daniel Oliveira Cajueiro
- Andrew W. Lo
- Eugene F. Fama
- T. Di Matteo
- Benjamin Miranda Tabak
- Robert F. Engle
- Rohit S. Deo
- Allan G. Timmermann
- Jonathan H. Wright
Who trusts K. Lim overall
- Andrew Urquhart
- R. Brooks
- Jae Hyun Kim
- Ladislav Kristoufek
- Sun-Yong Choi
- Frank McGroarty
- Abdulnasser Hatemi-J
- Wei Luo
- Jingjing Wang
- Guangxi Cao
Papers from K. Lim's perspective
Ordered by how strongly the researchers K. Lim trusts endorse each paper. Same corpus, a different order for every researcher.
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- The Behavior of Stock-Market Prices
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
- Generalized autoregressive conditional heteroskedasticity
- A test for independence based on the correlation dimension
- On a measure of lack of fit in time series models
- A Reality Check for Data Snooping
- Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness
- Alternative Variance-Ratio Tests Using Ranks and Signs
Their papers
- Financial crisis and stock market efficiency: Empirical evidence from Asian countries (2008) — 264 citations
- Ranking market efficiency for stock markets: A nonlinear perspective (2007) — 134 citations
- The Evolution of Stock Market Efficiency Over Time: A Survey of the Empirical Literature (2011) — 419 citations
- Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data (2011) — 346 citations
- Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests (2013) — 118 citations