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 0 10 42
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 4 0 0 11 54
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 0 2 8 297
Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market 0 0 0 63 0 0 4 386
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 1 1 28 233
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 0 2 15 63
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 0 2 8 912
How to Choose the Level of Significance: A Pedagogical Note 0 1 5 76 1 3 16 204
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 0 11 126
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 1 14 117
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 0 1 12 63
International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market 0 0 0 200 0 2 18 748
International linkage of real interest rates: the case of East Asian countries 0 0 0 191 0 2 20 614
Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence 0 0 0 25 0 1 11 106
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 0 1 326 0 3 40 1,106
Precious metals shine? A market efficiency perspective 0 0 1 17 0 1 21 87
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 0 8 89
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 1 293 1 2 17 1,072
Real Interest Rate Linkages in the Pacific Basin Region 0 0 0 114 0 0 3 454
Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects 0 0 0 235 0 0 6 785
Short-Horizon Return Predictability in International Equity Markets 0 0 0 10 0 1 20 92
Short-Horizon Return Predictability in International Equity Markets 0 0 0 28 0 1 12 108
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 0 2 42 114
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 0 0 12 124
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 0 2 53
Stock Exchange Mergers and Market 0 0 0 37 0 0 10 96
Stock Exchange Mergers and Market Efficiency 0 0 1 65 1 1 11 188
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 1 55 0 0 19 98
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 0 9 58
Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation? 0 0 0 64 0 2 19 114
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test 0 0 0 240 0 1 9 760
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 1 111 0 1 21 133
Will precious metals shine ? A market efficiency perspective 0 0 1 14 0 0 15 76
Total Working Papers 0 1 13 2,656 4 32 482 9,572

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 1 1 27 1 2 11 70
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests 0 0 0 6 1 1 14 37
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 0 0 0 230 0 1 13 605
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia 0 0 2 128 1 4 22 426
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 6 0 0 14 77
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 1 3 8 424 2 4 23 1,087
Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests 0 0 2 22 0 0 16 121
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests 0 0 1 100 1 3 30 292
Asymptotic and bootstrap prediction regions for vector autoregression 0 0 0 76 0 0 11 194
Automatic variance ratio test under conditional heteroskedasticity 1 1 6 213 2 4 25 573
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 0 5 19 231
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 9 0 2 10 92
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors 0 0 2 100 1 1 18 322
Bias-corrected bootstrap prediction regions for vector autoregression 0 0 3 127 0 0 9 492
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order 0 0 0 0 2 2 7 350
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators 0 0 0 29 1 1 9 133
Bootstrap prediction intervals for autoregressive time series 0 0 0 92 1 1 13 222
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models 0 0 0 0 0 1 8 661
Can energy prices predict stock returns? An extreme bounds analysis 0 0 0 7 1 1 6 46
Choosing the Level of Significance: A Decision‐theoretic Approach 0 0 5 19 1 4 25 87
Common stocks as a hedge against inflation: Evidence from century-long US data 0 0 1 49 1 1 20 170
Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig 0 0 0 8 1 1 8 38
Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom 0 0 0 87 1 1 10 355
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies 0 0 0 107 0 0 8 379
Estimation and inference in sur models when the number of equations is large 0 0 0 62 1 1 15 241
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 1 2 83 3 9 40 339
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 0 0 4 656 3 14 32 1,983
Forecasting Monthly Tourist Departures from Australia 0 0 0 2 0 0 11 24
Forecasting autoregressive time series with bias-corrected parameter estimators 0 0 1 84 0 1 10 230
Forecasting the Velocity of Circulation in the Japanese Economy 0 0 0 10 0 0 4 38
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 0 1 13 236
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 0 0 15 140
Integration and interdependence of stock and foreign exchange markets: an Australian perspective 0 0 0 103 1 2 5 299
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns 0 0 0 27 0 2 11 112
International stock return predictability: Evidence from new statistical tests 0 0 0 14 0 1 12 74
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance 0 1 2 7 0 1 17 57
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach 0 0 0 261 0 0 6 1,070
Market sentiment and the Fama–French factor premia 0 0 0 17 0 0 8 103
Mean-reversion in international real interest rates 0 0 1 31 0 1 12 154
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 3 23 366
Real interest rate linkages in the Pacific-Basin region 0 0 0 29 1 2 9 145
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 0 6 35
Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models 0 0 1 2 1 2 9 15
Short‐Horizon Return Predictability in International Equity Markets 1 1 1 30 1 2 7 151
Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence 0 0 3 13 1 2 27 87
Significance testing in empirical finance: A critical review and assessment 0 0 1 23 0 1 24 150
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 1 3 22 197
Stock exchange mergers and market efficiency 0 0 1 15 0 1 14 100
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 0 2 6 107 4 13 46 415
Stock returns and investors' mood: Good day sunshine or spurious correlation? 0 0 0 11 2 5 23 79
TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS 0 0 0 2 0 0 5 26
Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative 0 0 0 30 1 1 9 99
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors 0 0 0 75 0 0 14 353
Towards a New Paradigm for Statistical Evidence in the Use of p -Value 0 0 0 7 0 0 17 46
Trade openness and the informational efficiency of emerging stock markets 0 0 2 45 0 10 22 235
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 0 2 6 61
Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies 0 0 0 8 0 3 18 66
Wild bootstrapping variance ratio tests 0 1 2 188 1 4 21 459
Will precious metals shine? A market efficiency perspective 0 0 0 6 0 1 17 75
Total Journal Articles 3 11 60 4,036 40 128 905 15,332

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Statistics updated 2026-08-07