Jae Hoon Kim : Citation Profile


Are you Jae Hoon Kim?

La Trobe University

16

H index

21

i10 index

862

Citations

RESEARCH PRODUCTION:

53

Articles

33

Papers

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 43
   Journals where Jae Hoon Kim has often published
   Relations with other researchers
   Recent citing documents: 142.    Total self citations: 40 (4.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pki102
   Updated: 2020-05-16    RAS profile: 2019-10-17    
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Relations with other researchers


Works with:

Darné, Olivier (13)

Choi, In (2)

CHARLES, Amelie (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jae Hoon Kim.

Is cited by:

Staszewska-Bystrova, Anna (28)

Darné, Olivier (25)

Winker, Peter (19)

CHARLES, Amelie (19)

Todea, Alexandru (15)

Lütkepohl, Helmut (14)

Ruiz, Esther (14)

GUPTA, RANGAN (11)

Tabak, Benjamin (8)

Sensoy, Ahmet (8)

Hyndman, Rob (8)

Cites to:

Kilian, Lutz (49)

Lo, Andrew (26)

Lim, Kian-Ping (21)

Lobato, Ignacio (20)

Darné, Olivier (19)

Diebold, Francis (19)

Campbell, John (19)

Andrews, Donald (18)

Fama, Eugene (16)

Choi, In (16)

MacKinnon, James (15)

Main data


Where Jae Hoon Kim has published?


Journals with more than one article published# docs
International Journal of Forecasting5
Applied Economics5
International Review of Financial Analysis4
Economics Letters4
Economic Modelling4
Journal of Empirical Finance4
Computational Statistics & Data Analysis3
Journal of Forecasting2
International Review of Economics & Finance2
Econometrics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL7
MPRA Paper / University Library of Munich, Germany4
Working Papers / HAL4
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics4
Econometric Society 2004 Australasian Meetings / Econometric Society3
Working Papers / School of Economics, La Trobe University3
Working Papers / School of Economics, La Trobe University3

Recent works citing Jae Hoon Kim (2019 and 2018)


YearTitle of citing document
2018Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Grabowski, Daniel. In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2018.

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2018Stock Market Efficiency and Price Limits: Evidence from Korea’s Recent Expansion of Price Limits. (2018). Seddighi, H R ; Yoon, Il-Hyun. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:191-200.

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2017Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). Baruník, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622.

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2018An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers. (2018). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Zunino, Luciano . In: Papers. RePEc:arx:papers:1808.01926.

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2019Selection mechanisms affect volatility in evolving markets. (2019). Dewhurst, David Rushing ; Arnold, Michael Vincent ; van Oort, Colin Michael. In: Papers. RePEc:arx:papers:1812.05657.

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2019Semi-parametric Realized Nonlinear Conditional Autoregressive Expectile and Expected Shortfall. (2019). Gerlach, Richard ; Wang, Chao. In: Papers. RePEc:arx:papers:1906.09961.

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2020Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2020Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning. (2020). Ibikunle, Gbenga ; Moews, Ben. In: Papers. RePEc:arx:papers:2002.10385.

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2018SUCCESSFUL IN THE LONG RUN: A META†REGRESSION ANALYSIS OF PERSISTENT FIRM PROFITS. (2018). Hirsch, Stefan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:1:p:23-49.

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2018UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES. (2018). Veiga, Helena ; Ruiz, Esther ; Gonalves, Joo Henrique . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:388-419.

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2017High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models - 2nd ed. (2017). Lilla, F. In: Working Papers. RePEc:bol:bodewp:wp1099.

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2019Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests. (2019). Nartea, Gilbert ; Luisa, Maria ; Glenn, Harold. In: Working Papers in Economics. RePEc:cbt:econwp:19/16.

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2017Automated Earnings Forecasts:- Beat Analysts or Combine and Conquer?. (2017). Ball, Ryan ; Ghysels, Eric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12179.

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2018Risk Everywhere: Modeling and Managing Volatility. (2018). Bollerslev, Tim ; Pedersen, Lasse Heje ; Huss, John ; Hood, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12687.

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2019The combination of interval forecasts in tourism. (2019). Liu, Anyu ; Zhou, Menglin ; Wu, Doris Chenguang. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:363-378.

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2019Density tourism demand forecasting revisited. (2019). Liu, Chang ; Wen, Long ; Song, Haiyan. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:379-392.

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2018Bias-corrected estimation for speculative bubbles in stock prices. (2018). Kruse, Robinson ; Wegener, Christoph ; Kaufmann, Hendrik. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:354-364.

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2018Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth. (2018). Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia ; Zhuo, Xingxuan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:221-236.

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2019Testing the white noise hypothesis of stock returns. (2019). Hill, Jonathan B ; Motegi, Kaiji. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:231-242.

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2019Who poisons the pool? Time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets. (2019). Wang, Jinghua ; Kim, Yea Lee ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:136-147.

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2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181.

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2019An information theory perspective on the informational efficiency of gold price. (2019). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Sorrosal-Forradellas, Teresa M ; Font-Ferrer, Alejandro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304534.

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2018Price discovery of cryptocurrencies: Bitcoin and beyond. (2018). Mestel, Roland ; Brauneis, Alexander. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:58-61.

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2018Adaptive market hypothesis and evolving predictability of bitcoin. (2018). Khuntia, Sashikanta ; Pattanayak, J K. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:26-28.

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2018Liquidity and market efficiency in cryptocurrencies. (2018). Wei, Wang Chun. In: Economics Letters. RePEc:eee:ecolet:v:168:y:2018:i:c:p:21-24.

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2019Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data. (2019). Mikutowski, Mateusz ; Umar, Zaghum ; Zaremba, Adam. In: Economics Letters. RePEc:eee:ecolet:v:181:y:2019:i:c:p:90-94.

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2019A parsimonious parametric model for generating margin requirements for futures. (2019). Alexander, Carol ; Sumawong, Anannit ; Kaeck, Andreas. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:1:p:31-43.

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2019To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market. (2019). , Johnnie ; Ma, Tiejun ; Sung, Ming-Chien ; Green, Lawrence . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:226-239.

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2018Volatility and shock interactions and risk management implications: Evidence from the U.S. and frontier markets. (2018). Ngene, Geoffrey ; Mungai, Ann N ; Post, Jordin A. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:181-198.

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2020Predicting exchange rate returns. (2020). Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila ; Narayan, Paresh Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119303504.

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2019The role of technical indicators in exchange rate forecasting. (2019). Panopoulou, Ekaterini ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:197-221.

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2017Forecasting quantiles of day-ahead electricity load. (2017). Clements, Adam ; Li, Z ; Hurn, A S. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:60-71.

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2018A novel prediction intervals method integrating an error & self-feedback extreme learning machine with particle swarm optimization for energy consumption robust prediction. (2018). Xu, Yuan ; Han, Yongming ; He, Yan-Lin ; Geng, Zhiqiang ; Zhu, Qunxiong ; Ye, Liangliang ; Zhang, Mingqing. In: Energy. RePEc:eee:energy:v:164:y:2018:i:c:p:137-146.

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2019Long-term forecast of energy commodities price using machine learning. (2019). Constantino, Michel ; Herrera, Gabriel Paes ; Naranpanawa, Athula ; Su, Jen-Je ; Pistori, Hemerson ; Tabak, Benjamin Miranda. In: Energy. RePEc:eee:energy:v:179:y:2019:i:c:p:214-221.

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2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

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2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

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2018The January sentiment effect in the U.S. stock market. (2018). Chen, Zhongdong ; Daves, Phillip R. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:94-104.

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2019What drives financial hedging? A meta-regression analysis of corporate hedging determinants. (2019). Rathgeber, Andreas W ; Hang, Markus ; Geyer-Klingeberg, Jerome. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:203-221.

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2019Economic constraints and stock return predictability: A new approach. (2019). Wei, YU ; Zhang, Yaojie ; Yi, Yongsheng ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:1-9.

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2019The adaptive market hypothesis in the high frequency cryptocurrency market. (2019). Zhang, Yuanyuan ; Chu, Jeffrey ; Chan, Stephen. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:221-231.

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2019Out-of-sample equity premium prediction in the presence of structural breaks. (2019). Yin, Anwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521918304745.

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2019Analysis of financial distress cross countries: Using macroeconomic, industrial indicators and accounting data. (2019). Jayasekera, Ranadeva ; Chipulu, Maxwell ; Khoja, Layla. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919300869.

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2019A simple but powerful measure of market efficiency. (2019). Leirvik, Thomas ; le Tran, VU. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:141-151.

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2019Does the introduction of futures improve the efficiency of Bitcoin?. (2019). Posch, Peter N ; Muller, Janis ; Kochling, Gerrit. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:367-370.

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2019Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices. (2019). Ebrahimi, Seyed Babak ; Ghazani, Majid Mirzaee. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:60-68.

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2019An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China. (2019). Shen, Dehua ; Li, Xiao ; Meng, Yongqiang ; Xiong, Xiong. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307785.

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2018Multiple days ahead realized volatility forecasting: Single, combined and average forecasts. (2018). Degiannakis, Stavros. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:41-61.

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2018Is stock return predictability time-varying?. (2018). Devpura, Neluka ; Sharma, Susan Sunila ; Narayan, Paresh Kumar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:152-172.

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2018Economies of scale and scope in financial market infrastructures. (2018). Li, Shaofang ; Marin, Matej . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:17-49.

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2019Predicting private company failure: A multi-class analysis. (2019). Wang, Tim ; Jones, Stewart. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:161-188.

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2019Risk perceptions and international stock market liquidity. (2019). Marshall, Ben R ; Anderson, Hamish D. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:94-116.

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2019Structural instability and predictability. (2019). Sharma, Susan Sunila ; Narayan, Paresh Kumar ; Devpura, Neluka. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300150.

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2018Are gold and silver cointegrated? New evidence from quantile cointegrating regressions. (2018). Schweikert, Karsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:44-51.

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2019Economic policy uncertainty and dollar-pound exchange rate return volatility. (2019). Bartsch, Zachary. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:1.

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2019Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect. (2019). Gong, XU ; Yang, Cai ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:548-563.

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2019Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377.

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2019An analysis of the intellectual structure of research on the financial economics of precious metals. (2019). Corbet, Shaen ; Vigne, Samuel A ; Lucey, Brian ; Huang, Shupei ; Gao, Xiangyun ; Dowling, Michael. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:42.

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2019Assessing the inflation hedging potential of coal and iron ore in Australia. (2019). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:53.

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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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2018Can technical analysis generate superior returns in securitized property markets? Evidence from East Asia markets. (2018). Alhashel, Bader S ; Hansz, Andrew J ; Almudhaf, Fahad W. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:92-108.

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2019Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:132-146.

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2018Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data. (2018). GUPTA, RANGAN ; Charfeddine, Lanouar ; Aye, Goodness C ; ben Khediri, Karim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:632-647.

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2018The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:658-670.

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2018Asymmetric market efficiency using the index-based asymmetric-MFDFA. (2018). Lee, Minhyuk ; Chang, Woojin ; Kim, Sondo ; Song, Jae Wook. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1278-1294.

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2019Does the monetary policy influenced cross-correlations on the main world stocks markets? Power Law Classification Scheme analysis. (2019). Trela, Zenon ; Tadla, Adrian ; Mikiewicz, Janusz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:519:y:2019:i:c:p:72-81.

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2019Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes. (2019). Stanley, Eugene H ; Shao, Hao-Lin ; Yang, Yan-Hong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:734-746.

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2020Testing the efficient market hypothesis in Latin American stock markets. (2020). Trinidad-Segovia, J E ; Ramos-Requena, J P ; Balladares, K A ; Sanchez-Granero, M A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s037843711931739x.

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2019Intra-day dynamics of exchange rates: New evidence from quantile regression. (2019). Kuck, Konstantin ; Maderitsch, Robert. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:247-257.

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2019The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets. (2019). Al-Shboul, Mohammad ; Alsharari, Nizar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:119-135.

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2019The role of the volatility index in asset pricing: The case of the Indian stock market. (2019). Barai, Parama ; Rajib, Prabina ; Pati, Pratap Chandra. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:336-346.

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2018Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2018). Weron, Rafał ; Nowotarski, Jakub. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p1:p:1548-1568.

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2017Time-varying return predictability in South Asian equity markets. (2017). Lee, Doo Won ; Lutfur, MD ; Shamsuddin, Abul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:179-200.

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2019Black swan events in Chinas stock markets: Intraday price behaviors on days of volatility. (2019). Lin, Wen-Yuan ; Tsai, I-Chun ; I-Chun Tsai, . In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:395-411.

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2018Modelling long memory in volatility in sub-Saharan African equity markets. (2018). Kuttu, Saint. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:176-185.

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2018Do trade and financial openness matter for financial development? Bank-level evidence from emerging market economies. (2018). Ashraf, Badar Nadeem. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:434-458.

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2019From efficient markets to adaptive markets: Evidence from the French stock exchange. (2019). Boya, Christophe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:156-165.

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2019News and subjective beliefs: A Bayesian approach to Bitcoin investments. (2019). Flori, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:336-356.

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2019Adaptive Market Hypothesis. (2019). Ergun, Zeliha Can ; Taskin, Dilvin F ; Mandaci, Pinar Evrim . In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:vii:y:2019:i:4:p:84-101.

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2020Technical Efficiency of Dairy Farms: An Empirical Study of Producers in Poland. (2020). Switlyk, Michal ; Koloszycz, Ewa ; Wilczynski, Artur. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:1:p:117-127.

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2019Not p -Values, Said a Little Bit Differently. (2019). Startz, Richard. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:11-:d:213502.

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2019Important Issues in Statistical Testing and Recommended Improvements in Accounting Research. (2019). Zeff, Stephen A ; Dyckman, Thomas R. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:2:p:18-:d:229157.

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2019A Frequentist Alternative to Significance Testing, p -Values, and Confidence Intervals. (2019). Trafimow, David. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:2:p:26-:d:237276.

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2020An Interval Forecasting Model Based on Phase Space Reconstruction and Weighted Least Squares Support Vector Machine for Time Series of Dissolved Gas Content in Transformer Oil. (2020). Huang, Sixu ; Zhu, Wenqiang ; Zeng, Bing ; Xiao, Zhihuai ; Guo, Jiang ; Yuan, Fang. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1687-:d:340835.

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2019Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:105-:d:242195.

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2019A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155.

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2019Adaptive Market Hypothesis: Evidence from the Vietnamese Stock Market. (2019). Quang, Hung Pham ; Tran, Dzung Phan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:81-:d:229435.

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2020On the Market Efficiency and Liquidity of High-Frequency Cryptocurrencies in a Bull and Bear Market. (2020). Sulieman, Hana ; Chu, Jeffrey ; Chan, Stephen ; Zhang, Yuanyuan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:1:p:8-:d:304875.

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2018Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction. (2018). Chung, Hyejung ; Shin, Kyung-Shik. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3765-:d:176654.

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2019The Link between Economic Complexity and Carbon Emissions in the European Union Countries: A Model Based on the Environmental Kuznets Curve (EKC) Approach. (2019). Neagu, Olimpia. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:17:p:4753-:d:262613.

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2017The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Sevi, Benoit ; Chorro, Christophe. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01442618.

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2017The contribution of jumps to forecasting the density of returns. (2017). Sevi, Benoit ; Ielpo, Florian ; Chorro, Christophe. In: Post-Print. RePEc:hal:journl:halshs-01442618.

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2020Mining for Mood Effect in the Field. (2020). Samahita, Margaret ; Holm, Hakan. In: Working Papers. RePEc:hhs:lunewp:2020_002.

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2018An Improved Test Selection Optimization Model Based on Fault Ambiguity Group Isolation and Chaotic Discrete PSO. (2018). Ma, Ling ; Tang, Yongchuan ; Zhou, Deyun ; Lv, Xiaofeng ; Xiaofeng Lv, . In: Complexity. RePEc:hin:complx:3942723.

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2019A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA. (2019). Iyke, Bernard Njindan. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp1:p:1-26.

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2019UNDERSTANDING ASIAN EMERGING STOCK MARKETS. (2019). Aun, Syed ; Haroon, Omair ; Arshad, Shaista. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp4:p:1-16.

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2019Interdependence of Securitized Real Estate in Frontier Markets. (2019). Al-Abduljader, Sulaiman T. In: International Real Estate Review. RePEc:ire:issued:v:22:n:01:2019:p:83-108.

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2019Interdependence of Securitized Real Estate in Frontier Markets. (2019). Al-Abduljader, Sulaiman T. In: International Real Estate Review. RePEc:ire:issued:v:22:n:01:2019:p:85-110.

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2019Türkiye Konut Piyasasında Etkinlik Analizi. (2019). Seven, Ünal ; alp, esra. In: Istanbul Business Research. RePEc:ist:ibsibr:v:48:y:2019:i:1:p:84-112.

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2019Paranın Dolaşım Hızının ve Para Talebi Fonksiyonunun Ekonometrik Analizi: Türkiye Örneği. (2019). Dermen, Suleyman ; Can, Zeynep Gizem. In: Istanbul Business Research. RePEc:ist:ibsibr:v:48:y:2019:i:2:p:218-247.

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2019Stock market behavior of pharmaceutical industry in Iran and macroeconomic factors. (2019). Mohammadzadeh, Yousef ; Kahriz, Arash Refah ; Heidari, Hassan. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:3:d:10.1007_s10644-018-9228-7.

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2019Stock returns and inflation: a tale of two periods in India. (2019). Dar, Arif ; Bhanja, Niyati. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:4:d:10.1007_s10644-018-9231-z.

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More than 100 citations found, this list is not complete...

Works by Jae Hoon Kim:


YearTitleTypeCited
2007International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market In: 106th Seminar, October 25-27, 2007, Montpellier, France.
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paper3
2006Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility In: Economic Research Papers.
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paper65
2008Quantile forecasts of daily exchange rate returns from forecasts of realized volatility.(2008) In: Journal of Empirical Finance.
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article
2006Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 65
paper
2001Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models. In: Journal of Business & Economic Statistics.
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article19
2018Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence In: Abacus.
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article2
2010Short‐Horizon Return Predictability in International Equity Markets In: The Financial Review.
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article4
2009Short-Horizon Return Predictability in International Equity Markets.(2009) In: Working Papers.
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2009Short-Horizon Return Predictability in International Equity Markets.(2009) In: Working Papers.
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paper
2019TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS In: Journal of Economic Surveys.
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article0
2014Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence In: Working Papers.
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paper3
2005Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors In: Economics Bulletin.
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article0
2004International linkage of real interest rates: the case of East Asian countries In: Econometric Society 2004 Australasian Meetings.
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2004Nonlinear Modelling of Purchasing Power Parity in Indonesia In: Econometric Society 2004 Australasian Meetings.
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paper1
2004Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test In: Econometric Society 2004 Australasian Meetings.
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paper1
2007Half-life estimation based on the bias-corrected bootstrap: A highest density region approach In: Computational Statistics & Data Analysis.
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article7
2006Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach.(2006) In: Monash Econometrics and Business Statistics Working Papers.
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paper
2007Bootstrap prediction intervals for autoregressive time series In: Computational Statistics & Data Analysis.
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article15
2011Improved interval estimation of long run response from a dynamic linear model: A highest density region approach In: Computational Statistics & Data Analysis.
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article4
2010Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach.(2010) In: Working Papers.
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paper
2010Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach.(2010) In: Working Papers.
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paper
2011Mean-reversion in international real interest rates In: Economic Modelling.
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article4
2011Trade openness and the informational efficiency of emerging stock markets In: Economic Modelling.
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article19
2012ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia In: Economic Modelling.
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article13
2014Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative In: Economic Modelling.
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article2
2011Small sample properties of alternative tests for martingale difference hypothesis In: Economics Letters.
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article16
2011Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2011) In: Post-Print.
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This paper has another version. Agregated cites: 16
paper
2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
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paper
2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 16
paper
2011Common stocks as a hedge against inflation: Evidence from century-long US data In: Economics Letters.
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article14
2015Market sentiment and the Fama–French factor premia In: Economics Letters.
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article2
2006Wild bootstrapping variance ratio tests In: Economics Letters.
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article65
2008Are Asian stock markets efficient? Evidence from new multiple variance ratio tests In: Journal of Empirical Finance.
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article73
2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article79
2015Significance testing in empirical finance: A critical review and assessment In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article4
2019Can energy prices predict stock returns? An extreme bounds analysis In: Energy Economics.
[Full Text][Citation analysis]
article0
2008Financial crisis and stock market efficiency: Empirical evidence from Asian countries In: International Review of Financial Analysis.
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article83
2015Will precious metals shine? A market efficiency perspective In: International Review of Financial Analysis.
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article14
2015Will precious metals shine ? A market efficiency perspective.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2017Stock returns and investors mood: Good day sunshine or spurious correlation? In: International Review of Financial Analysis.
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article1
2016Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
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paper
2017International stock return predictability: Evidence from new statistical tests In: International Review of Financial Analysis.
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article2
2017International Stock Return Predictability: Evidence from New Statistical Tests.(2017) In: Post-Print.
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paper
2009Automatic variance ratio test under conditional heteroskedasticity In: Finance Research Letters.
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article44
2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices In: International Economics.
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article3
2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2003Integration and interdependence of stock and foreign exchange markets: an Australian perspective In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article8
1999Asymptotic and bootstrap prediction regions for vector autoregression In: International Journal of Forecasting.
[Full Text][Citation analysis]
article28
2003Forecasting autoregressive time series with bias-corrected parameter estimators In: International Journal of Forecasting.
[Full Text][Citation analysis]
article21
2004Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators In: International Journal of Forecasting.
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article9
2011Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals In: International Journal of Forecasting.
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article9
2011Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals.(2011) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 9
article
2009Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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paper
2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates In: Journal of International Money and Finance.
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article32
2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 32
paper
2010Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates.(2010) In: Working Papers.
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2012Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval In: Mathematics and Computers in Simulation (MATCOM).
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article0
2006International cross-listings by Australian firms: A stochastic dominance analysis of equity returns In: Journal of Multinational Financial Management.
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article2
2007A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets In: International Review of Economics & Finance.
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article77
2009Real interest rate linkages in the Pacific-Basin region In: International Review of Economics & Finance.
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article4
2005Real Interest Rate Linkages in the Pacific Basin Region.(2005) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 4
paper
2017Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels In: Econometrics.
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article2
2019Interval-Based Hypothesis Testing and Its Applications to Economics and Finance In: Econometrics.
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article0
2016Stock Exchange Mergers and Market In: Post-Print.
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paper1
2017Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices In: Post-Print.
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paper3
2014Stock Exchange Mergers and Market Efficiency In: Working Papers.
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paper2
2014Precious metals shine? A market efficiency perspective In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Stock Return Predictability: Evaluation based on prediction intervals In: Working Papers.
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paper0
2016Stock Return Predictability: Evaluation based on Prediction Intervals.(2016) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2004Forecasting the Velocity of Circulation in the Japanese Economy In: Hitotsubashi Journal of Economics.
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article0
2002Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order. In: Journal of Forecasting.
[Citation analysis]
article5
2004Bias-corrected bootstrap prediction regions for vector autoregression In: Journal of Forecasting.
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article21
2005The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors In: Computational Economics.
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article0
2005Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects In: Monash Econometrics and Business Statistics Working Papers.
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paper7
2015How to Choose the Level of Significance: A Pedagogical Note In: MPRA Paper.
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2015Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement In: MPRA Paper.
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article1
2012Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests In: Applied Economics.
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article13
2013Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests In: Applied Economics.
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article26
2005Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach In: Applied Economics.
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article1
2006Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies In: Applied Economics.
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article18
2016Stock exchange mergers and market efficiency In: Applied Economics.
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article1
2000Estimation and inference in sur models when the number of equations is large In: Econometric Reviews.
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article7
2004Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom In: International Economic Journal.
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article0
2015A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests In: Quantitative Finance.
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article2
2003Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market In: Economics Discussion / Working Papers.
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