Access Statistics for Jae Hoon Kim

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices 0 0 0 2 0 0 3 32
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 3 1 2 2 45
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 2 3 3 292
Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market 0 0 0 63 0 0 1 382
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 3 3 4 208
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 4 4 6 52
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 3 3 5 907
How to Choose the Level of Significance: A Pedagogical Note 0 2 4 74 1 4 15 193
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 3 10 106
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 0 2 115
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 1 1 5 52
International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market 0 0 1 200 1 2 6 733
International linkage of real interest rates: the case of East Asian countries 0 0 0 191 3 6 8 600
Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence 0 0 0 25 1 1 5 97
Nonlinear Modelling of Purchasing Power Parity in Indonesia 1 1 1 326 4 4 9 1,071
Precious metals shine? A market efficiency perspective 0 0 1 17 1 7 12 75
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 1 2 3 83
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 2 292 4 5 8 1,060
Real Interest Rate Linkages in the Pacific Basin Region 0 0 0 114 1 1 1 452
Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects 0 0 0 235 0 0 3 779
Short-Horizon Return Predictability in International Equity Markets 0 0 0 10 2 2 5 75
Short-Horizon Return Predictability in International Equity Markets 0 0 0 28 1 3 3 99
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 5 7 7 119
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 2 5 7 78
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 1 1 2 52
Stock Exchange Mergers and Market 0 0 0 37 2 2 3 88
Stock Exchange Mergers and Market Efficiency 0 0 0 64 1 2 8 180
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 1 3 5 82
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 1 2 50
Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation? 0 0 0 64 4 7 12 102
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test 0 0 0 240 1 1 1 752
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 1 1 111 3 6 7 118
Will precious metals shine ? A market efficiency perspective 0 0 0 13 0 2 4 64
Total Working Papers 1 4 10 2,649 54 93 177 9,193

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A bootstrap test for predictability of asset returns 0 0 1 26 1 2 6 61
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests 0 0 0 6 1 2 3 25
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 0 0 1 230 1 3 6 595
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia 1 1 2 127 2 4 7 408
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 5 0 3 8 66
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 0 3 3 419 2 9 15 1,073
Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests 0 2 3 22 3 7 11 112
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests 0 0 3 100 0 2 10 267
Asymptotic and bootstrap prediction regions for vector autoregression 0 0 0 76 1 2 3 185
Automatic variance ratio test under conditional heteroskedasticity 0 1 6 209 2 8 19 559
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 1 2 3 214
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 1 9 0 1 3 83
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors 2 2 3 100 2 4 8 309
Bias-corrected bootstrap prediction regions for vector autoregression 1 1 1 125 2 2 3 485
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order 0 0 0 0 0 0 3 343
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators 0 0 1 29 1 3 4 127
Bootstrap prediction intervals for autoregressive time series 0 0 0 92 1 2 4 212
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models 0 0 0 0 0 3 7 656
Can energy prices predict stock returns? An extreme bounds analysis 0 0 1 7 0 0 3 40
Choosing the Level of Significance: A Decision‐theoretic Approach 1 2 2 16 3 4 7 67
Common stocks as a hedge against inflation: Evidence from century-long US data 0 0 2 48 2 7 12 158
Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig 0 0 0 8 1 1 3 31
Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom 0 0 1 87 0 0 2 345
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies 0 0 0 107 2 4 6 375
Estimation and inference in sur models when the number of equations is large 0 0 0 62 0 0 2 226
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 1 1 82 4 10 16 312
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 0 1 9 654 2 3 20 1,957
Forecasting Monthly Tourist Departures from Australia 0 0 0 2 1 1 1 14
Forecasting autoregressive time series with bias-corrected parameter estimators 0 0 3 83 1 1 9 222
Forecasting the Velocity of Circulation in the Japanese Economy 0 0 0 10 0 0 1 34
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 0 1 4 224
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 2 5 7 130
Integration and interdependence of stock and foreign exchange markets: an Australian perspective 0 0 0 103 0 1 3 295
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns 0 0 0 27 0 2 4 103
International stock return predictability: Evidence from new statistical tests 0 0 0 14 1 1 2 63
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance 0 0 0 5 4 7 7 47
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach 0 0 2 261 0 0 6 1,064
Market sentiment and the Fama–French factor premia 0 0 0 17 1 2 5 97
Mean-reversion in international real interest rates 0 0 1 30 0 0 7 142
Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities 0 0 0 3 0 0 1 7
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 2 2 4 346
Real interest rate linkages in the Pacific-Basin region 0 0 0 29 0 1 3 139
Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval 0 0 0 1 0 0 3 30
Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models 0 0 0 1 1 2 2 8
Short‐Horizon Return Predictability in International Equity Markets 0 0 0 29 1 1 1 145
Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence 1 2 3 12 2 4 10 65
Significance testing in empirical finance: A critical review and assessment 0 0 0 22 4 4 8 132
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 1 3 6 179
Stock exchange mergers and market efficiency 1 1 1 15 1 1 8 89
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 0 2 5 104 0 6 20 379
Stock returns and investors' mood: Good day sunshine or spurious correlation? 0 0 0 11 1 2 4 58
TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS 0 0 1 2 1 1 3 22
Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative 0 0 0 30 1 1 6 92
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors 0 0 0 75 1 3 5 343
Towards a New Paradigm for Statistical Evidence in the Use of p -Value 0 0 0 7 0 3 5 32
Trade openness and the informational efficiency of emerging stock markets 0 0 3 44 1 5 12 219
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 1 2 5 58
Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies 0 0 0 8 0 2 5 50
Wild bootstrapping variance ratio tests 0 0 1 186 2 2 7 440
Will precious metals shine? A market efficiency perspective 0 0 0 6 2 9 11 68
Total Journal Articles 7 19 63 4,001 66 163 379 14,627

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Statistics updated 2025-12-06