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 2 4 34
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 3 1 3 3 46
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 0 3 3 292
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 3 4 208
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 2 6 8 54
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 1 4 5 908
How to Choose the Level of Significance: A Pedagogical Note 0 0 4 74 2 3 15 195
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 2 4 11 108
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 0 0 115
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 3 4 8 55
International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market 0 0 1 200 6 7 12 739
International linkage of real interest rates: the case of East Asian countries 0 0 0 191 2 7 10 602
Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence 0 0 0 25 0 1 5 97
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 1 1 326 3 7 12 1,074
Precious metals shine? A market efficiency perspective 0 0 1 17 3 9 14 78
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 2 292 0 5 7 1,060
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 1 3 4 84
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 0 0 2 779
Short-Horizon Return Predictability in International Equity Markets 0 0 0 28 1 2 4 100
Short-Horizon Return Predictability in International Equity Markets 0 0 0 10 2 4 7 77
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 3 8 10 81
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 1 2 52
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 0 6 7 119
Stock Exchange Mergers and Market 0 0 0 37 1 3 4 89
Stock Exchange Mergers and Market Efficiency 1 1 1 65 1 3 9 181
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 2 4 7 84
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 0 2 50
Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation? 0 0 0 64 2 8 14 104
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test 0 0 0 240 0 1 1 752
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 1 111 9 13 16 127
Will precious metals shine ? A market efficiency perspective 0 0 0 13 3 5 7 67
Total Working Papers 1 2 11 2,650 52 130 219 9,245

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 4 7 63
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests 0 0 0 6 4 5 7 29
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 0 0 1 230 2 4 8 597
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia 1 2 3 128 3 6 10 411
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 5 3 5 10 69
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 0 1 3 419 2 9 16 1,075
Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests 0 1 3 22 0 6 11 112
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests 0 0 3 100 5 7 15 272
Asymptotic and bootstrap prediction regions for vector autoregression 0 0 0 76 2 4 5 187
Automatic variance ratio test under conditional heteroskedasticity 0 0 6 209 1 6 20 560
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 1 9 1 2 4 84
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 0 2 3 214
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors 0 2 3 100 1 4 8 310
Bias-corrected bootstrap prediction regions for vector autoregression 0 1 1 125 1 3 4 486
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order 0 0 0 0 1 1 4 344
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators 0 0 1 29 0 2 4 127
Bootstrap prediction intervals for autoregressive time series 0 0 0 92 0 2 4 212
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models 0 0 0 0 1 4 7 657
Can energy prices predict stock returns? An extreme bounds analysis 0 0 1 7 0 0 3 40
Choosing the Level of Significance: A Decision‐theoretic Approach 0 1 2 16 2 5 9 69
Common stocks as a hedge against inflation: Evidence from century-long US data 0 0 2 48 2 6 14 160
Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig 0 0 0 8 1 2 4 32
Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom 0 0 0 87 2 2 3 347
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies 0 0 0 107 1 5 7 376
Estimation and inference in sur models when the number of equations is large 0 0 0 62 2 2 4 228
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 82 3 11 19 315
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 0 0 8 654 2 4 21 1,959
Forecasting Monthly Tourist Departures from Australia 0 0 0 2 1 2 2 15
Forecasting autoregressive time series with bias-corrected parameter estimators 1 1 2 84 1 2 7 223
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 3 4 6 227
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 2 7 8 132
Integration and interdependence of stock and foreign exchange markets: an Australian perspective 0 0 0 103 1 1 4 296
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns 0 0 0 27 1 2 5 104
International stock return predictability: Evidence from new statistical tests 0 0 0 14 1 2 3 64
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance 0 0 0 5 2 9 9 49
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach 0 0 1 261 1 1 5 1,065
Market sentiment and the Fama–French factor premia 0 0 0 17 1 2 5 98
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 1 1 2 8
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 1 3 5 347
Real interest rate linkages in the Pacific-Basin region 0 0 0 29 1 2 4 140
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 1 4 31
Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models 0 0 0 1 1 3 3 9
Short‐Horizon Return Predictability in International Equity Markets 0 0 0 29 0 1 1 145
Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence 1 3 4 13 5 9 14 70
Significance testing in empirical finance: A critical review and assessment 0 0 0 22 7 11 13 139
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 3 5 9 182
Stock exchange mergers and market efficiency 0 1 1 15 1 2 9 90
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 0 0 5 104 9 12 28 388
Stock returns and investors' mood: Good day sunshine or spurious correlation? 0 0 0 11 4 6 8 62
TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS 0 0 1 2 1 2 4 23
Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative 0 0 0 30 2 3 8 94
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors 0 0 0 75 2 4 7 345
Towards a New Paradigm for Statistical Evidence in the Use of p -Value 0 0 0 7 1 4 5 33
Trade openness and the informational efficiency of emerging stock markets 0 0 2 44 1 4 12 220
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 0 2 5 58
Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies 0 0 0 8 1 3 6 51
Wild bootstrapping variance ratio tests 0 0 1 186 5 7 12 445
Will precious metals shine? A market efficiency perspective 0 0 0 6 0 9 11 68
Total Journal Articles 3 13 60 4,004 105 239 463 14,732

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Statistics updated 2026-01-09