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 1 3 32
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 3 0 0 0 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 0 1 205
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 0 0 3 48
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 2 3 4 74 3 4 15 192
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 1 1 8 104
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 0 4 51
International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market 0 0 1 200 1 3 5 732
International linkage of real interest rates: the case of East Asian countries 0 0 0 191 1 1 3 595
Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence 0 0 0 25 0 1 6 96
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 0 0 325 0 1 5 1,067
Precious metals shine? A market efficiency perspective 0 1 1 17 1 3 6 69
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 2 292 0 0 4 1,055
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 3 779
Short-Horizon Return Predictability in International Equity Markets 0 0 0 10 0 1 3 73
Short-Horizon Return Predictability in International Equity Markets 0 0 0 28 2 2 2 98
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 0 1 51
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 1 1 1 113
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 0 1 2 73
Stock Exchange Mergers and Market 0 0 0 37 0 0 1 86
Stock Exchange Mergers and Market Efficiency 0 0 0 64 0 1 6 178
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 1 1 6 80
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 1 1 3 50
Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation? 0 0 0 64 1 2 6 96
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test 0 0 0 240 0 0 1 751
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 1 1 1 111 2 2 4 114
Will precious metals shine ? A market efficiency perspective 0 0 0 13 0 1 2 62
Total Working Papers 3 5 9 2,648 15 28 110 9,115

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 0 4 59
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests 0 0 0 6 1 1 2 24
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 0 0 1 230 1 1 4 593
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia 0 0 1 126 1 1 5 405
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 5 1 1 7 64
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 2 2 3 418 2 2 10 1,066
Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests 1 1 2 21 1 1 5 106
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests 0 1 3 100 0 4 11 265
Asymptotic and bootstrap prediction regions for vector autoregression 0 0 0 76 0 0 2 183
Automatic variance ratio test under conditional heteroskedasticity 1 2 6 209 3 7 18 554
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 1 9 0 0 2 82
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 0 1 1 212
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors 0 0 1 98 1 2 6 306
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 0 3 343
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators 0 0 1 29 1 1 3 125
Bootstrap prediction intervals for autoregressive time series 0 0 0 92 0 1 2 210
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models 0 0 0 0 0 0 4 653
Can energy prices predict stock returns? An extreme bounds analysis 0 0 1 7 0 2 3 40
Choosing the Level of Significance: A Decision‐theoretic Approach 1 1 1 15 1 2 5 64
Common stocks as a hedge against inflation: Evidence from century-long US data 0 0 2 48 3 4 8 154
Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig 0 0 0 8 0 0 2 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 1 2 371
Estimation and inference in sur models when the number of equations is large 0 0 0 62 0 0 3 226
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 1 1 1 82 2 5 10 304
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 1 2 9 654 1 4 19 1,955
Forecasting Monthly Tourist Departures from Australia 0 0 0 2 0 0 0 13
Forecasting autoregressive time series with bias-corrected parameter estimators 0 0 3 83 0 1 9 221
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 3 223
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 0 0 2 125
Integration and interdependence of stock and foreign exchange markets: an Australian perspective 0 0 0 103 1 1 3 295
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns 0 0 0 27 1 1 3 102
International stock return predictability: Evidence from new statistical tests 0 0 0 14 0 0 2 62
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance 0 0 0 5 0 0 1 40
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach 0 0 2 261 0 0 7 1,064
Market sentiment and the Fama–French factor premia 0 0 0 17 1 1 4 96
Mean-reversion in international real interest rates 0 0 1 30 0 0 7 142
Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities 0 0 0 3 0 1 1 7
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 0 1 2 344
Real interest rate linkages in the Pacific-Basin region 0 0 0 29 0 2 2 138
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 1 3 30
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 1 10 0 1 6 61
Significance testing in empirical finance: A critical review and assessment 0 0 0 22 0 2 4 128
Small sample properties of alternative tests for martingale difference hypothesis 0 1 1 43 1 4 4 177
Stock exchange mergers and market efficiency 0 0 0 14 0 3 8 88
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 2 3 6 104 3 7 23 376
Stock returns and investors' mood: Good day sunshine or spurious correlation? 0 0 0 11 0 1 2 56
TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS 0 0 1 2 0 0 2 21
Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative 0 0 0 30 0 3 5 91
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors 0 0 0 75 1 2 3 341
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 1 3 44 2 4 14 216
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 0 2 3 56
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 1 186 0 0 5 438
Will precious metals shine? A market efficiency perspective 0 0 0 6 0 1 2 59
Total Journal Articles 9 15 56 3,991 29 80 282 14,493

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Statistics updated 2025-10-06