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 2 2 31
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 1 1 382
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 1 1 4 205
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 3 0 1 4 47
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 1 188 0 2 3 904
How to Choose the Level of Significance: A Pedagogical Note 0 0 1 70 1 4 18 182
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 1 3 97
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 2 3 115
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 1 2 2 49
International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market 0 0 0 199 0 1 1 728
International linkage of real interest rates: the case of East Asian countries 0 0 0 191 1 1 1 593
Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence 0 0 0 25 0 1 3 93
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 0 1 325 1 3 8 1,065
Precious metals shine? A market efficiency perspective 0 0 0 16 0 1 1 64
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 290 0 1 2 1,053
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 1 1 81
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 1 2 777
Short-Horizon Return Predictability in International Equity Markets 0 0 0 10 0 2 2 72
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 10 0 1 1 72
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 1 61 0 0 1 112
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 0 0 50
Stock Exchange Mergers and Market 0 0 0 37 0 0 1 85
Stock Exchange Mergers and Market Efficiency 0 0 0 64 0 0 2 172
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 1 2 5 79
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 1 1 5 49
Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation? 0 0 1 64 3 4 6 94
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test 0 0 0 240 0 0 2 751
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 0 110 1 1 3 112
Will precious metals shine ? A market efficiency perspective 0 0 0 13 0 0 2 60
Total Working Papers 0 0 6 2,639 11 37 90 9,053

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 5 25 1 3 8 58
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests 0 0 0 6 0 1 2 23
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 1 1 5 230 2 2 8 591
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia 0 0 2 125 1 1 6 402
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 4 0 3 7 61
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 0 0 1 416 1 2 9 1,060
Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests 0 1 1 20 1 3 4 104
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests 0 0 1 97 1 2 8 259
Asymptotic and bootstrap prediction regions for vector autoregression 0 0 0 76 0 1 2 183
Automatic variance ratio test under conditional heteroskedasticity 1 1 7 204 1 1 14 541
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 8 0 1 3 81
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 0 0 0 211
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors 0 1 2 98 0 2 10 303
Bias-corrected bootstrap prediction regions for vector autoregression 0 0 1 124 0 1 3 483
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order 0 0 0 0 0 1 1 341
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators 1 1 1 29 1 1 2 124
Bootstrap prediction intervals for autoregressive time series 0 0 1 92 1 1 2 209
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models 0 0 0 0 3 4 7 653
Can energy prices predict stock returns? An extreme bounds analysis 0 0 0 6 0 0 1 37
Choosing the Level of Significance: A Decision‐theoretic Approach 0 0 0 14 1 1 5 61
Common stocks as a hedge against inflation: Evidence from century-long US data 0 0 2 46 0 1 4 147
Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig 0 0 1 8 1 2 4 30
Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom 0 1 1 87 0 2 3 345
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies 0 0 0 107 0 1 1 370
Estimation and inference in sur models when the number of equations is large 0 0 0 62 1 2 5 226
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 81 0 1 6 297
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 0 1 4 646 0 1 21 1,938
Forecasting Monthly Tourist Departures from Australia 0 0 0 2 0 0 1 13
Forecasting autoregressive time series with bias-corrected parameter estimators 0 3 3 83 0 6 9 219
Forecasting the Velocity of Circulation in the Japanese Economy 0 0 0 10 0 1 1 34
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 0 2 5 222
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 1 2 2 125
Integration and interdependence of stock and foreign exchange markets: an Australian perspective 0 0 3 103 0 1 5 293
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns 0 0 0 27 0 1 2 100
International stock return predictability: Evidence from new statistical tests 0 0 0 14 0 1 3 62
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance 0 0 1 5 0 0 4 40
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach 0 1 2 260 1 5 10 1,063
Market sentiment and the Fama–French factor premia 0 0 1 17 1 3 4 95
Mean-reversion in international real interest rates 0 0 0 29 1 2 3 137
Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities 0 0 0 3 0 0 0 6
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 1 78 0 1 5 343
Real interest rate linkages in the Pacific-Basin region 0 0 0 29 0 0 2 136
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 2 2 29
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 0 0 9 0 2 4 57
Significance testing in empirical finance: A critical review and assessment 0 0 3 22 0 2 6 126
Small sample properties of alternative tests for martingale difference hypothesis 0 0 0 42 0 0 4 173
Stock exchange mergers and market efficiency 0 0 0 14 2 3 4 84
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 0 0 5 99 1 3 23 362
Stock returns and investors' mood: Good day sunshine or spurious correlation? 0 0 1 11 0 0 3 54
TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS 0 0 0 1 0 1 1 20
Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative 0 0 1 30 0 0 1 86
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors 0 0 0 75 0 1 1 339
Towards a New Paradigm for Statistical Evidence in the Use of p -Value 0 0 0 7 0 2 2 29
Trade openness and the informational efficiency of emerging stock markets 0 1 2 42 1 2 9 209
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 0 0 2 53
Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies 0 0 0 8 0 3 3 48
Wild bootstrapping variance ratio tests 0 0 2 185 1 2 8 435
Will precious metals shine? A market efficiency perspective 0 0 1 6 0 0 1 57
Total Journal Articles 3 12 62 3,950 25 89 276 14,337

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Statistics updated 2025-03-03