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 1 6 9 40
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 1 1 4 2 7 10 53
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 0 3 6 295
Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market 0 0 0 63 0 3 3 385
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 2 21 24 229
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 1 7 14 61
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 0 2 6 910
How to Choose the Level of Significance: A Pedagogical Note 0 1 5 75 1 4 16 199
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 1 4 4 119
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 1 6 11 114
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 0 6 11 61
International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market 0 0 0 200 0 6 16 745
International linkage of real interest rates: the case of East Asian countries 0 0 0 191 1 8 17 610
Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence 0 0 0 25 1 7 11 104
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 0 1 326 6 27 36 1,101
Precious metals shine? A market efficiency perspective 0 0 1 17 1 7 21 85
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 1 3 6 87
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 1 1 2 293 2 8 14 1,068
Real Interest Rate Linkages in the Pacific Basin Region 0 0 0 114 1 1 2 453
Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects 0 0 0 235 1 6 8 785
Short-Horizon Return Predictability in International Equity Markets 0 0 0 10 1 10 15 87
Short-Horizon Return Predictability in International Equity Markets 0 0 0 28 0 7 11 107
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 1 2 9 121
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 1 3 53
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 4 31 40 112
Stock Exchange Mergers and Market 0 0 0 37 0 6 10 95
Stock Exchange Mergers and Market Efficiency 0 0 1 65 1 4 13 185
Stock Return Predictability: Evaluation based on Prediction Intervals 0 1 1 55 2 14 19 98
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 1 5 6 55
Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation? 0 0 0 64 2 6 16 110
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test 0 0 0 240 1 6 7 758
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 1 111 1 4 19 131
Will precious metals shine ? A market efficiency perspective 0 0 0 13 1 6 13 73
Total Working Papers 1 4 13 2,654 38 244 426 9,489

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 0 3 8 66
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests 0 0 0 6 1 5 11 34
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 0 0 0 230 1 3 9 600
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia 0 0 3 128 1 7 16 418
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 1 2 6 1 8 16 77
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 0 1 4 420 1 6 21 1,081
Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests 0 0 2 22 2 4 11 116
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests 0 0 2 100 0 15 27 287
Asymptotic and bootstrap prediction regions for vector autoregression 0 0 0 76 1 5 9 192
Automatic variance ratio test under conditional heteroskedasticity 0 3 7 212 3 9 27 569
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 1 9 1 3 6 87
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 1 9 12 223
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors 0 0 2 100 6 10 17 320
Bias-corrected bootstrap prediction regions for vector autoregression 2 2 3 127 3 6 9 492
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order 0 0 0 0 1 3 5 347
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators 0 0 0 29 0 3 6 130
Bootstrap prediction intervals for autoregressive time series 0 0 0 92 1 5 8 217
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models 0 0 0 0 0 3 7 660
Can energy prices predict stock returns? An extreme bounds analysis 0 0 1 7 0 4 7 44
Choosing the Level of Significance: A Decision‐theoretic Approach 0 3 5 19 0 11 18 80
Common stocks as a hedge against inflation: Evidence from century-long US data 0 1 3 49 1 8 21 168
Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig 0 0 0 8 0 5 7 37
Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom 0 0 0 87 2 6 8 353
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies 0 0 0 107 0 1 7 377
Estimation and inference in sur models when the number of equations is large 0 0 0 62 0 6 8 234
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 82 3 15 33 330
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 1 1 9 655 4 7 27 1,966
Forecasting Monthly Tourist Departures from Australia 0 0 0 2 2 7 9 22
Forecasting autoregressive time series with bias-corrected parameter estimators 0 0 1 84 0 4 8 227
Forecasting the Velocity of Circulation in the Japanese Economy 0 0 0 10 0 2 2 36
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 2 4 9 231
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 1 6 13 138
Integration and interdependence of stock and foreign exchange markets: an Australian perspective 0 0 0 103 0 1 4 297
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns 0 0 0 27 0 3 7 107
International stock return predictability: Evidence from new statistical tests 0 0 0 14 0 5 7 69
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance 1 1 1 6 2 5 14 54
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach 0 0 1 261 0 4 6 1,069
Market sentiment and the Fama–French factor premia 0 0 0 17 0 3 6 101
Mean-reversion in international real interest rates 1 1 1 31 2 6 9 148
Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities 0 0 0 3 0 4 6 12
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 2 14 18 361
Real interest rate linkages in the Pacific-Basin region 0 0 0 29 0 2 6 142
Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval 0 0 0 1 2 3 5 34
Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models 0 1 1 2 0 3 6 12
Short‐Horizon Return Predictability in International Equity Markets 0 0 0 29 0 3 4 148
Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence 0 0 4 13 2 9 22 79
Significance testing in empirical finance: A critical review and assessment 1 1 1 23 2 5 18 144
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 2 10 19 192
Stock exchange mergers and market efficiency 0 0 1 15 0 6 12 96
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 1 1 6 105 4 13 39 401
Stock returns and investors' mood: Good day sunshine or spurious correlation? 0 0 0 11 4 12 19 74
TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS 0 0 0 2 1 3 5 26
Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative 0 0 0 30 1 3 10 97
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors 0 0 0 75 0 4 10 349
Towards a New Paradigm for Statistical Evidence in the Use of p -Value 0 0 0 7 0 11 15 44
Trade openness and the informational efficiency of emerging stock markets 0 1 3 45 2 3 14 223
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 0 0 5 58
Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies 0 0 0 8 1 5 8 56
Wild bootstrapping variance ratio tests 1 1 2 187 1 8 18 453
Will precious metals shine? A market efficiency perspective 0 0 0 6 0 4 15 72
Total Journal Articles 8 19 69 4,023 67 345 729 15,077

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Statistics updated 2026-04-09