Kian-Ping Lim Labuan School of International Business and Finance, University Malaysia Sabah   Universiti Malaysia Sabah Labuan International Campus P.O. Box 80594 F.T. Labuan, F.T. Labuan 87015 Malaysia   kianping@ums.edu.my   http://www.geocities.com/kianpinglim   Biographical Sketch: Kian-Ping Lim is currently a lecturer in the Labuan School of International Business and Finance, Universiti Malaysia Sabah, Malaysia. His current research interests include the applications of non-linear techniques, price behavior, market efficiency and market integration, with a focus on Asian stock markets.   Primary Research Focus: Financial Economics   JEL Areas: G1 : General Financial Markets: General (includes Measurement and Data) C4 : Econometric and Statistical Methods: Special Topics