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 3 11 42
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 4 0 3 11 54
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 2 2 8 297
Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market 0 0 0 63 0 1 4 386
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 0 5 27 232
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 1 2 14 62
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 1 1 7 911
How to Choose the Level of Significance: A Pedagogical Note 0 0 5 75 1 4 17 202
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 8 11 126
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 3 13 116
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 0 1 12 62
International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market 0 0 0 200 1 2 18 747
International linkage of real interest rates: the case of East Asian countries 0 0 0 191 1 4 20 613
Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence 0 0 0 25 1 3 13 106
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 0 1 326 2 10 39 1,105
Precious metals shine? A market efficiency perspective 0 0 1 17 1 3 23 87
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 1 2 293 0 4 16 1,070
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 3 8 89
Real Interest Rate Linkages in the Pacific Basin Region 0 0 0 114 0 2 3 454
Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects 0 0 0 235 0 1 6 785
Short-Horizon Return Predictability in International Equity Markets 0 0 0 10 1 6 20 92
Short-Horizon Return Predictability in International Equity Markets 0 0 0 28 1 1 12 108
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 1 5 41 113
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 0 3 53
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 0 4 12 124
Stock Exchange Mergers and Market 0 0 0 37 0 1 11 96
Stock Exchange Mergers and Market Efficiency 0 0 1 65 0 3 10 187
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 1 55 0 2 19 98
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 4 9 58
Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation? 0 0 0 64 2 6 20 114
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test 0 0 0 240 1 3 9 760
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 1 111 1 3 21 133
Will precious metals shine ? A market efficiency perspective 0 1 1 14 0 4 15 76
Total Working Papers 0 2 14 2,655 18 107 483 9,558

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 1 1 1 27 1 3 10 69
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests 0 0 0 6 0 3 13 36
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 0 0 0 230 0 5 12 604
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia 0 0 2 128 2 7 21 424
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 6 0 1 15 77
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 1 2 6 422 1 4 23 1,084
Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests 0 0 2 22 0 7 16 121
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests 0 0 1 100 1 3 29 290
Asymptotic and bootstrap prediction regions for vector autoregression 0 0 0 76 0 3 11 194
Automatic variance ratio test under conditional heteroskedasticity 0 0 5 212 1 4 24 570
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 9 2 6 10 92
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 3 7 18 229
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors 0 0 2 100 0 7 17 321
Bias-corrected bootstrap prediction regions for vector autoregression 0 2 3 127 0 3 9 492
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order 0 0 0 0 0 2 6 348
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators 0 0 0 29 0 2 8 132
Bootstrap prediction intervals for autoregressive time series 0 0 0 92 0 5 12 221
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models 0 0 0 0 1 1 8 661
Can energy prices predict stock returns? An extreme bounds analysis 0 0 0 7 0 1 7 45
Choosing the Level of Significance: A Decision‐theoretic Approach 0 0 5 19 3 6 24 86
Common stocks as a hedge against inflation: Evidence from century-long US data 0 0 2 49 0 2 20 169
Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig 0 0 0 8 0 0 7 37
Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom 0 0 0 87 0 3 9 354
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies 0 0 0 107 0 2 9 379
Estimation and inference in sur models when the number of equations is large 0 0 0 62 0 6 14 240
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 82 4 7 36 334
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 0 2 5 656 11 18 32 1,980
Forecasting Monthly Tourist Departures from Australia 0 0 0 2 0 4 11 24
Forecasting autoregressive time series with bias-corrected parameter estimators 0 0 1 84 1 3 11 230
Forecasting the Velocity of Circulation in the Japanese Economy 0 0 0 10 0 2 4 38
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 1 7 13 236
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 0 3 15 140
Integration and interdependence of stock and foreign exchange markets: an Australian perspective 0 0 0 103 1 1 4 298
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns 0 0 0 27 0 3 9 110
International stock return predictability: Evidence from new statistical tests 0 0 0 14 1 5 12 74
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance 1 2 2 7 1 5 17 57
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach 0 0 0 261 0 1 6 1,070
Market sentiment and the Fama–French factor premia 0 0 0 17 0 2 8 103
Mean-reversion in international real interest rates 0 1 1 31 0 7 12 153
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 1 5 21 364
Real interest rate linkages in the Pacific-Basin region 0 0 0 29 1 2 8 144
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 3 6 35
Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models 0 0 1 2 1 2 8 14
Short‐Horizon Return Predictability in International Equity Markets 0 0 0 29 1 2 6 150
Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence 0 0 4 13 0 8 27 85
Significance testing in empirical finance: A critical review and assessment 0 1 1 23 1 8 24 150
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 1 5 22 195
Stock exchange mergers and market efficiency 0 0 1 15 1 4 15 100
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 2 3 6 107 4 9 39 406
Stock returns and investors' mood: Good day sunshine or spurious correlation? 0 0 0 11 2 6 21 76
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 0 2 10 98
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors 0 0 0 75 0 4 14 353
Towards a New Paradigm for Statistical Evidence in the Use of p -Value 0 0 0 7 0 2 17 46
Trade openness and the informational efficiency of emerging stock markets 0 0 2 45 9 13 22 234
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 2 3 7 61
Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies 0 0 0 8 3 11 18 66
Wild bootstrapping variance ratio tests 0 1 1 187 2 5 20 457
Will precious metals shine? A market efficiency perspective 0 0 0 6 0 2 16 74
Total Journal Articles 5 15 57 4,030 64 258 874 15,268

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Statistics updated 2026-06-04