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 1 0 0 4 26
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 3 0 0 6 40
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 75 0 1 8 281
Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market 0 0 0 62 0 0 5 379
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 1 57 0 0 4 200
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 2 0 0 3 40
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 187 0 0 7 901
How to Choose the Level of Significance: A Pedagogical Note 0 0 0 68 0 5 20 137
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 0 2 112
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 0 3 90
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 2 2 6 45
International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market 0 0 1 199 1 1 5 724
International linkage of real interest rates: the case of East Asian countries 0 0 0 191 0 0 2 591
Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence 0 0 0 25 0 1 4 88
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 0 0 322 0 0 2 1,053
Precious metals shine? A market efficiency perspective 0 0 0 16 0 1 3 62
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 1 2 3 6 21 47
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 1 1 289 0 3 30 1,015
Real Interest Rate Linkages in the Pacific Basin Region 0 0 0 114 0 0 3 449
Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects 0 0 0 234 0 0 2 772
Short-Horizon Return Predictability in International Equity Markets 0 0 1 28 0 0 5 94
Short-Horizon Return Predictability in International Equity Markets 0 0 0 9 0 0 1 69
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 1 1 10 0 1 1 70
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 1 60 0 0 2 109
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 7 1 1 5 47
Stock Exchange Mergers and Market 0 0 0 37 0 0 2 83
Stock Exchange Mergers and Market Efficiency 0 0 0 63 0 0 4 161
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 0 0 4 72
Stock Return Predictability: Evaluation based on prediction intervals 0 0 2 40 0 0 3 41
Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation? 0 0 0 62 0 0 8 87
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test 0 0 0 238 0 1 7 746
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 0 110 0 0 7 105
Will precious metals shine ? A market efficiency perspective 0 0 1 13 0 1 6 57
Total Working Papers 0 2 12 2,618 7 24 195 8,793


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 1 3 12 18 1 4 24 46
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests 0 0 1 5 0 0 1 20
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 1 2 7 218 1 3 21 567
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia 1 2 3 121 1 2 8 390
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 4 1 1 11 53
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 0 0 4 404 1 3 17 1,028
Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests 0 0 0 18 0 0 5 95
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests 0 1 7 92 0 1 9 243
Asymptotic and bootstrap prediction regions for vector autoregression 0 0 1 76 0 0 1 181
Automatic variance ratio test under conditional heteroskedasticity 4 5 20 185 4 8 34 491
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 42 0 0 8 203
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 7 0 1 9 75
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors 0 1 1 90 2 3 9 280
Bias-corrected bootstrap prediction regions for vector autoregression 0 0 0 122 0 1 6 479
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order 0 0 0 0 0 0 2 339
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators 0 0 0 28 0 0 0 122
Bootstrap prediction intervals for autoregressive time series 0 0 0 90 0 0 3 206
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models 0 0 0 0 0 0 0 643
Can energy prices predict stock returns? An extreme bounds analysis 0 0 1 4 0 2 7 29
Choosing the Level of Significance: A Decision‐theoretic Approach 0 2 6 9 0 3 23 43
Common stocks as a hedge against inflation: Evidence from century-long US data 0 1 9 35 0 3 17 119
Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig 0 0 1 3 0 0 4 17
Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom 0 0 0 85 0 0 0 341
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies 0 0 0 106 0 0 2 368
Estimation and inference in sur models when the number of equations is large 0 0 0 61 0 0 1 215
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 5 78 0 2 11 284
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 2 2 9 629 2 5 25 1,869
Forecasting Monthly Tourist Departures from Australia 0 0 1 2 4 5 6 11
Forecasting autoregressive time series with bias-corrected parameter estimators 0 0 1 75 0 2 5 199
Forecasting the Velocity of Circulation in the Japanese Economy 0 0 0 10 0 0 0 33
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 40 0 0 1 216
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 10 0 0 3 122
Integration and interdependence of stock and foreign exchange markets: an Australian perspective 0 0 0 98 0 0 1 283
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns 0 0 0 27 0 0 2 97
International stock return predictability: Evidence from new statistical tests 1 2 3 12 1 4 11 52
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance 0 0 0 2 0 1 6 30
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach 0 0 0 258 0 0 2 1,049
Market sentiment and the Fama–French factor premia 0 0 1 14 0 2 17 88
Mean-reversion in international real interest rates 0 0 0 29 0 0 1 132
Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities 0 0 0 1 0 0 1 3
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 2 75 5 11 39 285
Real interest rate linkages in the Pacific-Basin region 0 0 0 29 1 1 8 132
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 1 27
Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models 0 0 0 1 1 1 2 6
Short‐Horizon Return Predictability in International Equity Markets 0 0 0 28 0 0 2 138
Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence 0 0 3 6 0 1 11 48
Significance testing in empirical finance: A critical review and assessment 0 0 4 18 2 3 13 115
Small sample properties of alternative tests for martingale difference hypothesis 0 0 2 41 0 0 8 160
Stock exchange mergers and market efficiency 0 0 0 14 0 0 1 79
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 0 1 13 80 1 4 45 296
Stock returns and investors' mood: Good day sunshine or spurious correlation? 0 0 2 10 0 0 8 48
TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS 0 0 0 0 0 0 2 14
Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative 0 0 0 29 0 2 5 84
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors 0 0 0 74 1 1 5 334
Towards a New Paradigm for Statistical Evidence in the Use of p -Value 0 0 0 4 1 1 6 23
Trade openness and the informational efficiency of emerging stock markets 0 1 2 39 0 3 10 188
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 1 3 5 46
Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies 0 1 1 7 1 5 9 44
Wild bootstrapping variance ratio tests 2 3 10 175 2 8 19 404
Will precious metals shine? A market efficiency perspective 0 1 1 5 0 4 11 51
Total Journal Articles 12 28 134 3,746 34 104 524 13,583


Statistics updated 2022-08-04