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 2 3 11 42
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 1 1 4 1 7 11 54
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 0 0 6 295
Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market 0 0 0 63 1 2 4 386
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 3 11 27 232
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 0 1 14 61
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 0 0 6 910
How to Choose the Level of Significance: A Pedagogical Note 0 0 5 75 2 4 17 201
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 7 9 11 126
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 2 5 13 116
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 1 2 12 62
International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market 0 0 0 200 1 3 17 746
International linkage of real interest rates: the case of East Asian countries 0 0 0 191 2 6 19 612
Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence 0 0 0 25 1 2 12 105
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 0 1 326 2 16 37 1,103
Precious metals shine? A market efficiency perspective 0 0 1 17 1 4 22 86
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 1 2 293 2 6 16 1,070
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 2 3 8 89
Real Interest Rate Linkages in the Pacific Basin Region 0 0 0 114 1 2 3 454
Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects 0 0 0 235 0 2 8 785
Short-Horizon Return Predictability in International Equity Markets 0 0 0 28 0 0 11 107
Short-Horizon Return Predictability in International Equity Markets 0 0 0 10 4 8 19 91
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 3 4 12 124
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 0 13 40 112
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 0 3 53
Stock Exchange Mergers and Market 0 0 0 37 1 1 11 96
Stock Exchange Mergers and Market Efficiency 0 0 1 65 2 3 12 187
Stock Return Predictability: Evaluation based on Prediction Intervals 0 1 1 55 0 13 19 98
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 3 5 9 58
Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation? 0 0 0 64 2 5 18 112
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test 0 0 0 240 1 4 8 759
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 1 111 1 3 20 132
Will precious metals shine ? A market efficiency perspective 1 1 1 14 3 6 15 76
Total Working Papers 1 4 14 2,655 51 153 471 9,540

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 3 10 68
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests 0 0 0 6 2 3 13 36
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 0 0 0 230 4 5 13 604
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia 0 0 3 128 4 7 20 422
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 1 2 6 0 4 16 77
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 1 2 5 421 2 4 22 1,083
Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests 0 0 2 22 5 7 16 121
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests 0 0 1 100 2 9 28 289
Asymptotic and bootstrap prediction regions for vector autoregression 0 0 0 76 2 4 11 194
Automatic variance ratio test under conditional heteroskedasticity 0 0 7 212 0 3 26 569
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 9 3 4 8 90
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 3 7 15 226
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors 0 0 2 100 1 7 17 321
Bias-corrected bootstrap prediction regions for vector autoregression 0 2 3 127 0 5 9 492
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order 0 0 0 0 1 2 6 348
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators 0 0 0 29 2 2 8 132
Bootstrap prediction intervals for autoregressive time series 0 0 0 92 4 6 12 221
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models 0 0 0 0 0 0 7 660
Can energy prices predict stock returns? An extreme bounds analysis 0 0 0 7 1 1 7 45
Choosing the Level of Significance: A Decision‐theoretic Approach 0 2 5 19 3 6 21 83
Common stocks as a hedge against inflation: Evidence from century-long US data 0 1 3 49 1 7 21 169
Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig 0 0 0 8 0 2 7 37
Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom 0 0 0 87 1 3 9 354
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies 0 0 0 107 2 2 9 379
Estimation and inference in sur models when the number of equations is large 0 0 0 62 6 11 14 240
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 82 0 7 32 330
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 1 2 7 656 3 7 25 1,969
Forecasting Monthly Tourist Departures from Australia 0 0 0 2 2 5 11 24
Forecasting autoregressive time series with bias-corrected parameter estimators 0 0 1 84 2 2 10 229
Forecasting the Velocity of Circulation in the Japanese Economy 0 0 0 10 2 2 4 38
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 4 6 13 235
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 2 3 15 140
Integration and interdependence of stock and foreign exchange markets: an Australian perspective 0 0 0 103 0 0 3 297
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns 0 0 0 27 3 3 10 110
International stock return predictability: Evidence from new statistical tests 0 0 0 14 4 7 11 73
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance 0 1 1 6 2 5 16 56
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach 0 0 1 261 1 1 7 1,070
Market sentiment and the Fama–French factor premia 0 0 0 17 2 2 8 103
Mean-reversion in international real interest rates 0 1 1 31 5 9 13 153
Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities 0 0 0 3 0 0 6 12
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 2 8 20 363
Real interest rate linkages in the Pacific-Basin region 0 0 0 29 1 1 7 143
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 3 6 35
Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models 0 0 1 2 1 1 7 13
Short‐Horizon Return Predictability in International Equity Markets 0 0 0 29 1 1 5 149
Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence 0 0 4 13 6 11 27 85
Significance testing in empirical finance: A critical review and assessment 0 1 1 23 5 7 23 149
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 2 10 21 194
Stock exchange mergers and market efficiency 0 0 1 15 3 5 14 99
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 0 1 6 105 1 9 38 402
Stock returns and investors' mood: Good day sunshine or spurious correlation? 0 0 0 11 0 7 19 74
TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS 0 0 0 2 0 1 5 26
Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative 0 0 0 30 1 2 10 98
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors 0 0 0 75 4 4 14 353
Towards a New Paradigm for Statistical Evidence in the Use of p -Value 0 0 0 7 2 3 17 46
Trade openness and the informational efficiency of emerging stock markets 0 1 3 45 2 5 15 225
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 1 1 5 59
Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies 0 0 0 8 7 10 15 63
Wild bootstrapping variance ratio tests 0 1 2 187 2 5 19 455
Will precious metals shine? A market efficiency perspective 0 0 0 6 2 4 16 74
Total Journal Articles 2 16 65 4,025 127 271 832 15,204

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Statistics updated 2026-05-06