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 1 0 1 6 18
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 2 2 3 10 29
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 74 0 3 9 265
Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market 0 0 0 62 1 3 16 322
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 1 55 0 1 11 189
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 1 0 2 5 35
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 187 0 1 11 892
How to Choose the Level of Significance: A Pedagogical Note 0 2 5 68 1 10 29 109
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 0 6 86
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 0 8 110
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 2 2 7 37
International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market 0 0 1 198 2 3 9 717
International linkage of real interest rates: the case of East Asian countries 0 0 0 191 0 0 2 589
Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence 0 0 1 25 2 3 8 82
Nonlinear Modelling of Purchasing Power Parity in Indonesia 1 1 4 322 2 3 10 1,048
Precious metals shine? A market efficiency perspective 0 0 0 16 0 0 4 57
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 288 1 3 10 970
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 1 1 0 1 9 19
Real Interest Rate Linkages in the Pacific Basin Region 0 0 0 114 0 0 11 444
Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects 0 0 1 234 0 0 5 770
Short-Horizon Return Predictability in International Equity Markets 0 0 0 27 1 1 4 88
Short-Horizon Return Predictability in International Equity Markets 0 0 0 9 1 1 4 66
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 1 1 59 0 1 3 106
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 1 2 7 0 1 7 40
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 9 1 1 1 67
Stock Exchange Mergers and Market 0 1 1 36 0 1 8 74
Stock Exchange Mergers and Market Efficiency 0 0 2 62 1 2 9 152
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 1 54 1 3 7 64
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 38 1 2 5 35
Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation? 0 0 0 61 1 2 8 75
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test 0 0 0 238 0 0 1 738
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 0 110 1 4 11 98
Will precious metals shine ? A market efficiency perspective 0 0 0 12 2 4 9 46
Total Working Papers 1 6 21 2,601 23 62 263 8,437


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 5 5 2 7 17 17
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests 0 0 0 4 0 0 1 19
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 1 1 7 206 1 3 22 533
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia 0 0 0 118 0 3 10 378
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 2 3 7 16 33
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 1 3 21 393 2 11 44 995
Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests 0 0 0 18 0 0 3 88
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests 0 1 4 83 0 3 10 230
Asymptotic and bootstrap prediction regions for vector autoregression 0 0 0 75 0 0 2 178
Automatic variance ratio test under conditional heteroskedasticity 2 6 18 159 3 10 35 436
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 41 0 1 7 186
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 6 0 1 6 58
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors 1 1 2 89 1 1 3 266
Bias-corrected bootstrap prediction regions for vector autoregression 0 1 2 122 0 2 6 471
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order 0 0 0 0 0 0 2 337
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators 0 0 0 28 0 0 0 120
Bootstrap prediction intervals for autoregressive time series 0 0 0 90 0 0 0 200
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models 0 0 0 0 0 1 6 640
Can energy prices predict stock returns? An extreme bounds analysis 0 0 0 3 2 4 10 16
Common stocks as a hedge against inflation: Evidence from century-long US data 0 1 2 20 0 3 11 90
Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom 0 0 0 83 0 0 2 339
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies 0 0 1 106 0 0 3 363
Estimation and inference in sur models when the number of equations is large 0 0 0 60 0 0 0 210
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 2 70 0 2 9 266
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 2 3 17 615 8 10 61 1,822
Forecasting Monthly Tourist Departures from Australia 1 1 1 1 1 3 4 4
Forecasting autoregressive time series with bias-corrected parameter estimators 0 2 6 73 0 2 13 189
Forecasting the Velocity of Circulation in the Japanese Economy 0 0 0 10 0 0 3 33
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 3 40 0 0 9 213
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 10 0 0 3 118
Integration and interdependence of stock and foreign exchange markets: an Australian perspective 0 1 3 98 1 3 10 279
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns 0 0 1 27 0 3 9 95
International stock return predictability: Evidence from new statistical tests 0 0 0 7 1 4 5 38
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance 0 0 0 2 0 2 9 17
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach 0 0 0 258 0 1 6 1,044
Market sentiment and the Fama–French factor premia 0 0 1 12 1 5 17 55
Mean-reversion in international real interest rates 0 1 3 29 0 1 13 131
Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities 0 0 1 1 0 0 2 2
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 2 72 0 2 13 240
Real interest rate linkages in the Pacific-Basin region 0 0 1 29 0 1 11 122
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 2 25
Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models 0 0 1 1 1 2 4 4
Short‐Horizon Return Predictability in International Equity Markets 0 0 0 28 0 0 0 135
Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence 1 1 3 3 2 5 19 29
Significance testing in empirical finance: A critical review and assessment 0 1 3 12 0 4 12 93
Small sample properties of alternative tests for martingale difference hypothesis 0 0 0 38 0 1 2 145
Stock exchange mergers and market efficiency 0 0 0 14 0 1 8 76
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 0 2 13 57 2 13 45 222
Stock returns and investors' mood: Good day sunshine or spurious correlation? 1 2 3 8 1 2 8 34
TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS 0 0 0 0 0 3 6 12
Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative 0 0 1 29 2 3 12 77
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors 0 0 3 73 0 0 3 328
Trade openness and the informational efficiency of emerging stock markets 0 0 2 37 0 1 11 177
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 1 1 5 18 35
Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies 0 0 1 4 2 9 11 27
Wild bootstrapping variance ratio tests 1 4 14 164 3 8 22 375
Will precious metals shine? A market efficiency perspective 0 0 1 3 0 1 2 37
Total Journal Articles 11 33 149 3,538 40 154 598 12,702


Statistics updated 2021-01-03