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 1 11 43
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 4 0 0 11 54
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 0 0 8 297
Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market 0 0 0 63 2 2 6 388
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 0 1 28 233
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 0 1 15 63
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 1 2 9 913
How to Choose the Level of Significance: A Pedagogical Note 0 1 4 76 0 2 15 204
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 0 11 126
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 1 14 117
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 1 2 13 64
International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market 0 0 0 200 1 2 18 749
International linkage of real interest rates: the case of East Asian countries 0 0 0 191 0 1 20 614
Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence 0 0 0 25 0 0 10 106
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 0 1 326 0 1 39 1,106
Precious metals shine? A market efficiency perspective 0 0 0 17 1 1 20 88
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 1 293 0 2 17 1,072
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 0 8 89
Real Interest Rate Linkages in the Pacific Basin Region 0 0 0 114 0 0 3 454
Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects 0 0 0 235 0 0 6 785
Short-Horizon Return Predictability in International Equity Markets 0 0 0 28 0 0 12 108
Short-Horizon Return Predictability in International Equity Markets 0 0 0 10 0 0 19 92
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 1 2 42 115
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 1 1 13 125
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 1 1 3 54
Stock Exchange Mergers and Market 0 0 0 37 0 0 10 96
Stock Exchange Mergers and Market Efficiency 0 0 1 65 0 1 10 188
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 1 55 0 0 19 98
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 0 9 58
Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation? 0 0 0 64 0 0 19 114
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test 0 0 0 240 0 0 9 760
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 1 111 0 0 21 133
Will precious metals shine ? A market efficiency perspective 0 0 1 14 0 0 14 76
Total Working Papers 0 1 11 2,656 10 24 482 9,582

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 27 1 2 12 71
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests 0 0 0 6 2 3 16 39
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 1 1 1 231 1 2 14 606
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia 0 0 2 128 1 3 23 427
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 6 2 2 16 79
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 0 2 8 424 0 3 23 1,087
Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests 0 0 2 22 1 1 17 122
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests 0 0 0 100 1 3 28 293
Asymptotic and bootstrap prediction regions for vector autoregression 0 0 0 76 0 0 11 194
Automatic variance ratio test under conditional heteroskedasticity 0 1 5 213 3 6 25 576
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 0 2 19 231
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 9 3 3 13 95
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors 0 0 2 100 0 1 17 322
Bias-corrected bootstrap prediction regions for vector autoregression 0 0 3 127 0 0 9 492
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order 0 0 0 0 1 3 8 351
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators 0 0 0 29 0 1 9 133
Bootstrap prediction intervals for autoregressive time series 0 0 0 92 0 1 12 222
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models 0 0 0 0 0 0 8 661
Can energy prices predict stock returns? An extreme bounds analysis 0 0 0 7 0 1 6 46
Choosing the Level of Significance: A Decision‐theoretic Approach 1 1 6 20 4 5 28 91
Common stocks as a hedge against inflation: Evidence from century-long US data 0 0 1 49 0 1 19 170
Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig 0 0 0 8 1 2 9 39
Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom 0 0 0 87 0 1 10 355
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies 0 0 0 107 0 0 8 379
Estimation and inference in sur models when the number of equations is large 0 0 0 62 0 1 15 241
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 1 2 83 2 7 39 341
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 0 0 3 656 1 4 30 1,984
Forecasting Monthly Tourist Departures from Australia 0 0 0 2 0 0 11 24
Forecasting autoregressive time series with bias-corrected parameter estimators 0 0 1 84 0 0 9 230
Forecasting the Velocity of Circulation in the Japanese Economy 0 0 0 10 0 0 4 38
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 1 1 14 237
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 0 0 15 140
Integration and interdependence of stock and foreign exchange markets: an Australian perspective 0 0 0 103 0 1 5 299
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns 0 0 0 27 1 3 12 113
International stock return predictability: Evidence from new statistical tests 1 1 1 15 4 4 16 78
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance 0 0 2 7 0 0 17 57
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach 0 0 0 261 1 1 7 1,071
Market sentiment and the Fama–French factor premia 0 0 0 17 0 0 8 103
Mean-reversion in international real interest rates 0 0 1 31 1 2 13 155
Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities 0 0 0 3 1 1 6 13
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 1 3 23 367
Real interest rate linkages in the Pacific-Basin region 0 0 0 29 0 1 7 145
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 5 35
Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models 0 0 1 2 0 1 9 15
Short‐Horizon Return Predictability in International Equity Markets 0 1 1 30 0 1 7 151
Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence 0 0 3 13 1 3 27 88
Significance testing in empirical finance: A critical review and assessment 0 0 1 23 0 0 22 150
Small sample properties of alternative tests for martingale difference hypothesis 0 0 0 43 3 5 24 200
Stock exchange mergers and market efficiency 0 0 1 15 1 1 13 101
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 0 0 5 107 4 13 46 419
Stock returns and investors' mood: Good day sunshine or spurious correlation? 0 0 0 11 2 5 25 81
TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS 0 0 0 2 0 0 5 26
Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative 0 0 0 30 0 1 8 99
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors 0 0 0 75 0 0 13 353
Towards a New Paradigm for Statistical Evidence in the Use of p -Value 0 0 0 7 0 0 17 46
Trade openness and the informational efficiency of emerging stock markets 0 0 1 45 0 1 21 235
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 1 1 6 62
Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies 0 0 0 8 0 0 18 66
Wild bootstrapping variance ratio tests 0 1 2 188 0 2 21 459
Will precious metals shine? A market efficiency perspective 0 0 0 6 2 3 18 77
Total Journal Articles 3 9 57 4,039 48 112 916 15,380

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Statistics updated 2026-09-10