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 2 31
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 3 0 0 1 43
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 0 0 0 289
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 0 1 3 205
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 0 0 3 47
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 0 0 2 904
How to Choose the Level of Significance: A Pedagogical Note 0 0 1 70 1 3 18 184
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 6 8 103
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 0 2 3 50
International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market 0 1 1 200 0 1 2 729
International linkage of real interest rates: the case of East Asian countries 0 0 0 191 0 1 1 593
Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence 0 0 0 25 0 0 3 93
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 0 1 325 1 2 9 1,066
Precious metals shine? A market efficiency perspective 0 0 0 16 0 0 1 64
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 1 1 291 0 1 3 1,054
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 0 1 81
Real Interest Rate Linkages in the Pacific Basin Region 0 0 0 114 0 0 0 451
Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects 0 0 0 235 0 0 2 777
Short-Horizon Return Predictability in International Equity Markets 0 0 0 10 0 0 2 72
Short-Horizon Return Predictability in International Equity Markets 0 0 0 28 0 0 0 96
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 0 0 1 72
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 0 0 50
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 1 61 0 0 1 112
Stock Exchange Mergers and Market 0 0 0 37 0 0 1 85
Stock Exchange Mergers and Market Efficiency 0 0 0 64 3 3 3 175
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 0 1 5 79
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 1 4 49
Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation? 0 0 1 64 0 3 6 94
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test 0 0 0 240 0 0 2 751
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 0 110 0 1 3 112
Will precious metals shine ? A market efficiency perspective 0 0 0 13 1 1 3 61
Total Working Papers 0 2 6 2,641 6 27 96 9,069

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 5 25 0 1 8 58
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests 0 0 0 6 0 0 1 23
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 0 1 4 230 0 2 7 591
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia 0 0 2 125 0 1 6 402
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 4 0 0 6 61
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 0 0 1 416 1 2 8 1,061
Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests 0 0 1 20 0 2 5 105
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests 1 2 3 99 1 3 9 261
Asymptotic and bootstrap prediction regions for vector autoregression 0 0 0 76 0 0 2 183
Automatic variance ratio test under conditional heteroskedasticity 0 2 7 205 1 3 13 543
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 0 0 0 211
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 1 1 1 9 1 1 4 82
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors 0 0 2 98 1 1 8 304
Bias-corrected bootstrap prediction regions for vector autoregression 0 0 1 124 0 0 3 483
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order 0 0 0 0 0 1 2 342
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators 0 1 1 29 0 1 2 124
Bootstrap prediction intervals for autoregressive time series 0 0 1 92 0 1 2 209
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models 0 0 0 0 0 3 6 653
Can energy prices predict stock returns? An extreme bounds analysis 1 1 1 7 1 1 1 38
Choosing the Level of Significance: A Decision‐theoretic Approach 0 0 0 14 0 2 4 62
Common stocks as a hedge against inflation: Evidence from century-long US data 0 0 1 46 1 1 4 148
Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig 0 0 1 8 0 1 4 30
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 0 0 1 370
Estimation and inference in sur models when the number of equations is large 0 0 0 62 0 1 3 226
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 81 1 1 6 298
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 3 3 7 649 5 6 23 1,944
Forecasting Monthly Tourist Departures from Australia 0 0 0 2 0 0 1 13
Forecasting autoregressive time series with bias-corrected parameter estimators 0 0 3 83 0 0 9 219
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 0 4 222
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 0 1 2 125
Integration and interdependence of stock and foreign exchange markets: an Australian perspective 0 0 1 103 1 1 4 294
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns 0 0 0 27 0 0 2 100
International stock return predictability: Evidence from new statistical tests 0 0 0 14 0 0 3 62
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance 0 0 0 5 0 0 3 40
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach 0 0 2 260 0 1 9 1,063
Market sentiment and the Fama–French factor premia 0 0 1 17 0 1 4 95
Mean-reversion in international real interest rates 0 1 1 30 1 4 6 140
Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities 0 0 0 3 0 0 0 6
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 1 78 0 0 4 343
Real interest rate linkages in the Pacific-Basin region 0 0 0 29 0 0 2 136
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 2 29
Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models 0 0 0 1 0 0 0 6
Short‐Horizon Return Predictability in International Equity Markets 0 0 0 29 0 0 0 144
Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence 0 0 0 9 1 1 5 58
Significance testing in empirical finance: A critical review and assessment 0 0 2 22 0 0 5 126
Small sample properties of alternative tests for martingale difference hypothesis 0 0 0 42 0 0 2 173
Stock exchange mergers and market efficiency 0 0 0 14 1 3 5 85
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 0 0 4 99 2 3 19 364
Stock returns and investors' mood: Good day sunshine or spurious correlation? 0 0 1 11 0 1 4 55
TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS 0 1 1 2 0 1 2 21
Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative 0 0 0 30 1 2 2 88
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors 0 0 0 75 0 0 1 339
Towards a New Paradigm for Statistical Evidence in the Use of p -Value 0 0 0 7 0 0 2 29
Trade openness and the informational efficiency of emerging stock markets 0 0 2 42 1 2 10 210
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 1 1 3 54
Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies 0 0 0 8 0 0 3 48
Wild bootstrapping variance ratio tests 0 0 1 185 1 2 6 436
Will precious metals shine? A market efficiency perspective 0 0 1 6 1 1 2 58
Total Journal Articles 6 13 62 3,960 24 60 267 14,372

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12