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 1 3 32
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 3 0 0 1 43
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 0 0 0 289
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 0 1 205
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 0 0 3 48
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 0 0 2 904
How to Choose the Level of Significance: A Pedagogical Note 1 2 2 72 1 4 12 189
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 0 8 103
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 0 2 115
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 0 1 4 51
International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market 0 0 1 200 1 2 4 731
International linkage of real interest rates: the case of East Asian countries 0 0 0 191 0 1 2 594
Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence 0 0 0 25 1 3 6 96
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 0 0 325 1 1 5 1,067
Precious metals shine? A market efficiency perspective 1 1 1 17 2 4 5 68
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 0 1 81
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 1 2 292 0 1 4 1,055
Real Interest Rate Linkages in the Pacific Basin Region 0 0 0 114 0 0 0 451
Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects 0 0 0 235 0 0 3 779
Short-Horizon Return Predictability in International Equity Markets 0 0 0 10 1 1 3 73
Short-Horizon Return Predictability in International Equity Markets 0 0 0 28 0 0 0 96
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 1 1 51
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 0 0 0 112
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 1 1 2 73
Stock Exchange Mergers and Market 0 0 0 37 0 1 1 86
Stock Exchange Mergers and Market Efficiency 0 0 0 64 1 1 6 178
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 0 0 5 79
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 0 2 49
Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation? 0 0 0 64 0 1 5 95
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test 0 0 0 240 0 0 1 751
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 0 110 0 0 3 112
Will precious metals shine ? A market efficiency perspective 0 0 0 13 1 1 2 62
Total Working Papers 2 4 6 2,645 10 25 98 9,100

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 0 0 4 59
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests 0 0 0 6 0 0 1 23
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 0 0 1 230 0 0 3 592
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia 0 0 1 126 0 1 4 404
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 5 0 1 6 63
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 0 0 1 416 0 3 8 1,064
Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests 0 0 1 20 0 0 4 105
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests 1 1 3 100 3 4 11 265
Asymptotic and bootstrap prediction regions for vector autoregression 0 0 0 76 0 0 2 183
Automatic variance ratio test under conditional heteroskedasticity 1 1 6 208 3 5 17 551
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 0 1 1 212
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 1 9 0 0 2 82
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors 0 0 1 98 1 1 5 305
Bias-corrected bootstrap prediction regions for vector autoregression 0 0 1 124 0 0 3 483
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order 0 0 0 0 0 1 3 343
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators 0 0 1 29 0 0 2 124
Bootstrap prediction intervals for autoregressive time series 0 0 0 92 1 1 2 210
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models 0 0 0 0 0 0 4 653
Can energy prices predict stock returns? An extreme bounds analysis 0 0 1 7 0 2 3 40
Choosing the Level of Significance: A Decision‐theoretic Approach 0 0 0 14 1 1 4 63
Common stocks as a hedge against inflation: Evidence from century-long US data 0 1 2 48 1 2 5 151
Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig 0 0 0 8 0 0 2 30
Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom 0 0 1 87 0 0 2 345
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies 0 0 0 107 0 1 2 371
Estimation and inference in sur models when the number of equations is large 0 0 0 62 0 0 3 226
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 81 3 4 8 302
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 1 2 9 653 3 6 22 1,954
Forecasting Monthly Tourist Departures from Australia 0 0 0 2 0 0 0 13
Forecasting autoregressive time series with bias-corrected parameter estimators 0 0 3 83 1 2 9 221
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 0 0 3 223
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 0 0 2 125
Integration and interdependence of stock and foreign exchange markets: an Australian perspective 0 0 0 103 0 0 2 294
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns 0 0 0 27 0 0 2 101
International stock return predictability: Evidence from new statistical tests 0 0 0 14 0 0 2 62
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance 0 0 0 5 0 0 2 40
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach 0 0 3 261 0 0 8 1,064
Market sentiment and the Fama–French factor premia 0 0 1 17 0 0 4 95
Mean-reversion in international real interest rates 0 0 1 30 0 1 7 142
Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities 0 0 0 3 1 1 1 7
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 1 1 3 344
Real interest rate linkages in the Pacific-Basin region 0 0 0 29 2 2 4 138
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 3 30
Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models 0 0 0 1 0 0 0 6
Short‐Horizon Return Predictability in International Equity Markets 0 0 0 29 0 0 0 144
Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence 0 1 1 10 1 3 6 61
Significance testing in empirical finance: A critical review and assessment 0 0 0 22 2 2 4 128
Small sample properties of alternative tests for martingale difference hypothesis 1 1 1 43 1 3 3 176
Stock exchange mergers and market efficiency 0 0 0 14 2 3 8 88
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 1 1 4 102 4 6 22 373
Stock returns and investors' mood: Good day sunshine or spurious correlation? 0 0 0 11 0 1 3 56
TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS 0 0 1 2 0 0 2 21
Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative 0 0 0 30 1 3 5 91
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors 0 0 0 75 1 1 2 340
Towards a New Paradigm for Statistical Evidence in the Use of p -Value 0 0 0 7 0 0 2 29
Trade openness and the informational efficiency of emerging stock markets 1 1 3 44 1 2 13 214
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 1 2 3 56
Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies 0 0 0 8 0 0 3 48
Wild bootstrapping variance ratio tests 0 0 2 186 0 1 7 438
Will precious metals shine? A market efficiency perspective 0 0 0 6 1 1 2 59
Total Journal Articles 6 9 52 3,982 37 70 271 14,464

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05