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Lee Kian Lim

Lee Kian Lim

Dr Lee Kian Lim

Senior Lecturer

Telephone: (61 8)  6304 5599  
Facsimile: (61 8)  9400 5271  
Email: l.lim@ecu.edu.au   
Campus: Joondalup  
Room: JO2.332  

 

Availability:

  • By appointment.

Current teaching:

  • ECF3327 Investment Finance III;
  • ECF5220 Principles of Finance; and
  • ECF5321 Investment Theory and Practice.

Responsibilities:

Staff qualifications:

  • BEcHons UKMalaysia;
  • MEc PhD WAust.

Research

Research interest:

  • Applied Time Series Analysis;
  • Financial Econometrics and Modelling;
  • Financial Markets Volatilities and Linkages; and
  • International Finance and Money.

Recent publications

Book chapters:

  • Allen, D., L.K. Lim and T. Windus (2007). AUSFTA and its Implications for the Australian Stock Market, in “Regionalism, Trade and Economic Development in the Asia-Pacific Region”, edited by M.A.B. Siddique, Edward Elgar Publishing Co, pp.128-139.

Refereed journal articles:

  • Lim, L.K. (2009). Convergence and interdependence between ASEAN-5 stock markets, Mathematics and Computers in Simulation, 79, 2957-2966.
  • Lim, L.K. (2008). A Cointegration Analysis of Price Transmission Between ADRs and Dually Listed South Korean Stocks, Mathematics and Computers in Simulation, 78 (2-3), 200-208.
  • Lim, L.K. (2005), A Dollar or Yen Currency Union in East Asia, Mathematics and Computers in Simulation, 68 (5-6), 509-518.
  • Lim, L.K. and M. McAleer (2004), Convergence and Catching Up in South-East Asia: A Comparative Analysis, Applied Economics, 36(2), 137-153.
  • Lin, C.-T. and L.K. Lim (2004), Another Look at the Tuesday Effect in Australia, Review of Pacific Basin Financial Markets and Policies, 7(1), 77-90.

Conference papers:

  • Lim, L.K. (2010). Evaluating currency convergence in East Asia. International Conference on Globalization, Monetary Integration and Exchange Rate Regimes in East Asia. Perth: Edith Cowan University.
  • Yong, J., D.E. Allen and L.K. Lim, (2009). AREIT returns from 1990-2008: A multi-factor approach, In Anderssen, R.S., R.D. Braddock and L.T.H. Newham (eds) 18th World IMACS Congress and MODSIM09 International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand and International Association for Mathematics and Computers in Simulation, July 2009, pp. 1522-1529. ISBN: 978-0-9758400-7-8. http://www.mssanz.org.au/modsim09/D10/yong.pdf.
  • Lim, L.K. (2007). Linkages between ASEAN stock markets: a cointegration approach. In Oxley, L. and Kulasiri, D. (eds) MODSIM 2007 International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand, December 2007, pp. 1818-1824. ISBN: 978-0-9758400-4-7. http://mssanz.org.au/MODSIM07/papers/29_s1/LinkagesBetween_s1_Lim_.pdf.
  • Lim, L.K. (2005). Linkages between the US and South Korean markets: evidence from the dually listed stocks. In Zerger, A. and Argent, R.M. (eds) MODSIM 2005 International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand, December 2005, pp. 879-885. ISBN: 0-9758400-2-9.
  • Lim, L.K. (2005), Linkages between the US and Australian markets: time series evidence, in Proceedings of the International Conference on Simulation and Modelling, edited by V. Kachitvichayanukul, U. Purintrapiban and P. Utayopas, Bangkok, Thailand.
  • Lim, L.K. and C.-T. Lin (2005), Asymmetric Foreign Exchange Exposure: A Cross Country Sector Analysis in the Asia Pacific, in Proceedings of the International Conference on Simulation and Modelling, edited by V. Kachitvichayanukul, U. Purintrapiban and P. Utayopas, Bangkok, Thailand.