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 7 8 39
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 1 1 1 4 4 6 8 51
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 1 3 3 385
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 6 19 22 227
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 0 8 13 60
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 0 3 6 910
How to Choose the Level of Significance: A Pedagogical Note 0 1 5 75 1 5 16 198
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 2 7 16 113
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 1 3 3 118
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 1 9 12 61
International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market 0 0 1 200 2 12 17 745
International linkage of real interest rates: the case of East Asian countries 0 0 0 191 3 9 16 609
Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence 0 0 0 25 0 6 10 103
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 0 1 326 8 24 30 1,095
Precious metals shine? A market efficiency perspective 0 0 1 17 2 9 20 84
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 2 292 2 6 13 1,066
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 3 5 86
Real Interest Rate Linkages in the Pacific Basin Region 0 0 0 114 0 0 1 452
Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects 0 0 0 235 1 5 7 784
Short-Horizon Return Predictability in International Equity Markets 0 0 0 28 0 8 11 107
Short-Horizon Return Predictability in International Equity Markets 0 0 0 10 3 11 14 86
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 0 1 8 120
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 9 30 36 108
Stock Exchange Mergers and Market 0 0 0 37 0 7 10 95
Stock Exchange Mergers and Market Efficiency 0 1 1 65 0 4 12 184
Stock Return Predictability: Evaluation based on Prediction Intervals 1 1 1 55 11 14 17 96
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 1 4 5 54
Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation? 0 0 0 64 1 6 14 108
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test 0 0 0 240 2 5 6 757
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 1 111 1 12 18 130
Will precious metals shine ? A market efficiency perspective 0 0 0 13 2 8 12 72
Total Working Papers 2 4 14 2,653 64 258 398 9,451

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 5 8 66
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests 0 0 0 6 0 8 10 33
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 0 0 0 230 0 4 8 599
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia 0 1 3 128 2 9 15 417
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 1 1 2 6 3 10 15 76
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 1 1 4 420 1 7 20 1,080
Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests 0 0 2 22 0 2 10 114
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests 0 0 3 100 7 20 28 287
Asymptotic and bootstrap prediction regions for vector autoregression 0 0 0 76 1 6 8 191
Automatic variance ratio test under conditional heteroskedasticity 0 3 8 212 0 7 25 566
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 3 8 11 222
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 1 9 0 3 5 86
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors 0 0 2 100 0 5 11 314
Bias-corrected bootstrap prediction regions for vector autoregression 0 0 1 125 2 4 6 489
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order 0 0 0 0 0 3 5 346
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 4 7 216
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models 0 0 0 0 0 4 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 2 3 5 19 3 13 19 80
Common stocks as a hedge against inflation: Evidence from century-long US data 1 1 3 49 5 9 20 167
Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig 0 0 0 8 2 6 7 37
Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom 0 0 0 87 0 6 6 351
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies 0 0 0 107 0 2 7 377
Estimation and inference in sur models when the number of equations is large 0 0 0 62 5 8 8 234
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 82 4 15 30 327
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 0 0 8 654 0 5 24 1,962
Forecasting Monthly Tourist Departures from Australia 0 0 0 2 1 6 7 20
Forecasting autoregressive time series with bias-corrected parameter estimators 0 1 1 84 0 5 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 0 5 7 229
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 0 7 12 137
Integration and interdependence of stock and foreign exchange markets: an Australian perspective 0 0 0 103 0 2 4 297
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns 0 0 0 27 0 4 7 107
International stock return predictability: Evidence from new statistical tests 0 0 0 14 3 6 7 69
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance 0 0 0 5 1 5 12 52
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach 0 0 1 261 0 5 6 1,069
Market sentiment and the Fama–French factor premia 0 0 0 17 0 4 6 101
Mean-reversion in international real interest rates 0 0 1 30 2 4 9 146
Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities 0 0 0 3 0 5 6 12
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 4 13 16 359
Real interest rate linkages in the Pacific-Basin region 0 0 0 29 0 3 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 0 2 3 32
Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models 0 1 1 2 0 4 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 1 4 13 3 12 20 77
Significance testing in empirical finance: A critical review and assessment 0 0 0 22 0 10 16 142
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 6 11 17 190
Stock exchange mergers and market efficiency 0 0 1 15 2 7 12 96
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 0 0 5 104 4 18 35 397
Stock returns and investors' mood: Good day sunshine or spurious correlation? 0 0 0 11 3 12 16 70
TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS 0 0 1 2 0 3 5 25
Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative 0 0 0 30 0 4 10 96
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors 0 0 0 75 0 6 10 349
Towards a New Paradigm for Statistical Evidence in the Use of p -Value 0 0 0 7 1 12 15 44
Trade openness and the informational efficiency of emerging stock markets 1 1 3 45 1 2 12 221
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 2 5 7 55
Wild bootstrapping variance ratio tests 0 0 1 186 2 12 17 452
Will precious metals shine? A market efficiency perspective 0 0 0 6 2 4 15 72
Total Journal Articles 6 14 65 4,015 77 383 673 15,010

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Statistics updated 2026-03-04