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 5 7 8 39
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 3 1 3 4 47
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 3 5 6 295
Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market 0 0 0 63 2 2 2 384
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 13 16 17 221
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 6 12 13 60
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 2 6 6 910
How to Choose the Level of Significance: A Pedagogical Note 1 1 5 75 2 5 16 197
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 2 2 2 117
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 3 5 14 111
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 5 9 12 60
International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market 0 0 1 200 4 11 15 743
International linkage of real interest rates: the case of East Asian countries 0 0 0 191 4 9 14 606
Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence 0 0 0 25 6 7 10 103
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 1 1 326 13 20 23 1,087
Precious metals shine? A market efficiency perspective 0 0 1 17 4 8 18 82
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 2 4 5 86
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 2 292 4 8 11 1,064
Real Interest Rate Linkages in the Pacific Basin Region 0 0 0 114 0 1 1 452
Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects 0 0 0 235 4 4 6 783
Short-Horizon Return Predictability in International Equity Markets 0 0 0 28 7 9 11 107
Short-Horizon Return Predictability in International Equity Markets 0 0 0 10 6 10 11 83
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 1 6 8 120
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 1 2 3 53
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 18 23 27 99
Stock Exchange Mergers and Market 0 0 0 37 6 9 10 95
Stock Exchange Mergers and Market Efficiency 0 1 1 65 3 5 12 184
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 1 4 7 85
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 3 3 5 53
Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation? 0 0 0 64 3 9 16 107
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test 0 0 0 240 3 4 4 755
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 1 111 2 14 18 129
Will precious metals shine ? A market efficiency perspective 0 0 0 13 3 6 10 70
Total Working Papers 1 3 12 2,651 142 248 345 9,387

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 2 5 8 65
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests 0 0 0 6 4 9 10 33
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 0 0 1 230 2 5 10 599
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia 0 2 3 128 4 9 14 415
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 5 4 7 12 73
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 0 0 3 419 4 8 20 1,079
Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests 0 0 2 22 2 5 11 114
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests 0 0 3 100 8 13 22 280
Asymptotic and bootstrap prediction regions for vector autoregression 0 0 0 76 3 6 7 190
Automatic variance ratio test under conditional heteroskedasticity 3 3 9 212 6 9 26 566
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 5 6 8 219
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 1 9 2 3 5 86
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors 0 2 2 100 4 7 11 314
Bias-corrected bootstrap prediction regions for vector autoregression 0 1 1 125 1 4 4 487
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order 0 0 0 0 2 3 5 346
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators 0 0 1 29 3 4 7 130
Bootstrap prediction intervals for autoregressive time series 0 0 0 92 3 4 7 215
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models 0 0 0 0 3 4 10 660
Can energy prices predict stock returns? An extreme bounds analysis 0 0 1 7 4 4 7 44
Choosing the Level of Significance: A Decision‐theoretic Approach 1 2 3 17 8 13 17 77
Common stocks as a hedge against inflation: Evidence from century-long US data 0 0 2 48 2 6 15 162
Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig 0 0 0 8 3 5 6 35
Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom 0 0 0 87 4 6 6 351
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies 0 0 0 107 1 4 7 377
Estimation and inference in sur models when the number of equations is large 0 0 0 62 1 3 4 229
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 82 8 15 26 323
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 0 0 8 654 3 7 24 1,962
Forecasting Monthly Tourist Departures from Australia 0 0 0 2 4 6 6 19
Forecasting autoregressive time series with bias-corrected parameter estimators 0 1 1 84 4 6 8 227
Forecasting the Velocity of Circulation in the Japanese Economy 0 0 0 10 2 2 2 36
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 2 5 7 229
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 5 9 13 137
Integration and interdependence of stock and foreign exchange markets: an Australian perspective 0 0 0 103 1 2 4 297
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns 0 0 0 27 3 4 7 107
International stock return predictability: Evidence from new statistical tests 0 0 0 14 2 4 4 66
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance 0 0 0 5 2 8 11 51
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach 0 0 1 261 4 5 7 1,069
Market sentiment and the Fama–French factor premia 0 0 0 17 3 5 7 101
Mean-reversion in international real interest rates 0 0 1 30 2 2 8 144
Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities 0 0 0 3 4 5 6 12
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 8 11 12 355
Real interest rate linkages in the Pacific-Basin region 0 0 0 29 2 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 1 2 3 32
Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models 1 1 1 2 3 5 6 12
Short‐Horizon Return Predictability in International Equity Markets 0 0 0 29 3 4 4 148
Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence 0 2 4 13 4 11 17 74
Significance testing in empirical finance: A critical review and assessment 0 0 0 22 3 14 16 142
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 2 6 11 184
Stock exchange mergers and market efficiency 0 1 1 15 4 6 12 94
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 0 0 5 104 5 14 32 393
Stock returns and investors' mood: Good day sunshine or spurious correlation? 0 0 0 11 5 10 13 67
TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS 0 0 1 2 2 4 5 25
Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative 0 0 0 30 2 5 10 96
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors 0 0 0 75 4 7 10 349
Towards a New Paradigm for Statistical Evidence in the Use of p -Value 0 0 0 7 10 11 14 43
Trade openness and the informational efficiency of emerging stock markets 0 0 2 44 0 2 12 220
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 0 1 5 58
Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies 0 0 0 8 2 3 5 53
Wild bootstrapping variance ratio tests 0 0 1 186 5 12 16 450
Will precious metals shine? A market efficiency perspective 0 0 0 6 2 4 13 70
Total Journal Articles 5 15 62 4,009 201 372 621 14,933

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 2026-02-12