Jae Hoon Kim : Citation Profile

Are you Jae Hoon Kim?

21

H index

31

i10 index

1421

Citations

RESEARCH PRODUCTION:

59

Articles

33

Papers

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 67
   Journals where Jae Hoon Kim has often published
   Relations with other researchers
   Recent citing documents: 81.    Total self citations: 45 (3.07 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pki102
   Updated: 2024-12-03    RAS profile: 2021-12-07    
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Relations with other researchers

Works with:

Shamsuddin, Abul (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 (34)

Darné, Olivier (31)

Winker, Peter (23)

CHARLES, Amelie (20)

Lütkepohl, Helmut (19)

Todea, Alexandru (16)

Noda, Akihiko (15)

Ruiz, Esther (14)

Uddin, Gazi (13)

Shamsuddin, Abul (13)

Sensoy, Ahmet (12)

Cites to:

Kilian, Lutz (54)

Lo, Andrew (30)

Darné, Olivier (27)

MacKinnon, James (26)

Lobato, Ignacio (22)

Campbell, John (22)

Choi, In (20)

Diebold, Francis (20)

Lim, Kian-Ping (19)

Andrews, Donald (19)

Fama, Eugene (19)

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
Journal of Empirical Finance4
Economics Letters4
Economic Modelling4
Computational Statistics & Data Analysis3
Tourism Economics3
Econometrics3
International Review of Economics & Finance2
Finance Research Letters2
Journal of Forecasting2

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 (2024 and 2023)

YearTitle of citing document
2024Measuring 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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2024Statistical significance revisited. (2021). Grabinski, Michael ; Klinkova, Galiya ; Tormahlen, Maike. In: Papers. RePEc:arx:papers:2104.00262.

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2023Will Chinese Twenty-four Solar Terms Affect Stock Return: Evidence from Shanghai Index of China. (2022). Junguang, Zhao ; Xinghao, LI ; Tianbao, Zhou. In: Papers. RePEc:arx:papers:2203.12603.

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2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2023Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2023Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach. (2023). Kulikov, Gennady ; Kulikova, Maria. In: Papers. RePEc:arx:papers:2310.04125.

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2023.

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2023Speculative trading preferences of retail investor birth cohorts. (2023). Wright, Danika ; Westerholm, Joakim ; Lepone, Grace. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:555-574.

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2023Measuring technical efficiency of Spanish pig farming: Quantile stochastic frontier approach. (2023). Guesmi, Bouali ; Monje, Juan Cabas ; Gil, Jose Maria ; Sidhoum, Amer Ait. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:4:p:688-703.

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2024Are democratic regime and the magnitude of the informal economy robust determinants of human impacts on the environment? An extreme bounds analysis. (2024). Kampas, Athanasios ; Vourvoulia, Michaela. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:1:p:611-629.

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2023Trade secrets protection and stock price crash risk. (2023). Li, Bingxin ; Lee, Eunju ; Hu, Dan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:395-421.

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2023A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523.

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2023Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framewo. (2023). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010633.

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2023Institutional determinants of households’ financial investment behaviour across European countries. (2023). Andrieș, Alin Marius ; Sprincean, Nicu ; Plopeanu, Aurelian-Petru. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:300-325.

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2024The role of the net purchase of stocks by foreign investors in boosting stock returns: Evidence from the Indonesian stock market. (2024). Sergi, Bruno S ; Sulistiawan, Dedhy ; Rudiawarni, Felizia Arni. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000865.

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2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Xu, Yang ; Zhang, Qichao ; Huang, Jiefei ; Song, Yuping. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

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2024Evolving efficiency of the BRICS markets. (2024). Yu, Gennady ; Taylor, David R ; Kulikova, Maria V. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x.

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2023Investor climate sentiment and financial markets. (2023). Santi, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000066.

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2023Stock market anomalies: An extreme bounds analysis. (2023). Shamsuddin, Abul ; Kim, Jae H. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003575.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2023Non-fungible token artworks: More crypto than art?. (2023). Petrella, Giovanni ; Anselmi, Giulio. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006493.

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2023Predict or to be predicted? A transfer entropy view between adaptive green markets, structural shocks and sentiment index. (2023). Morais, Flavio ; Ferreira, Joaquim. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004725.

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2023Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures. (2023). Haugom, Erik ; Hadina, Jelena ; Ewald, Christian ; Yahya, Muhammad ; Stordal, Stle ; Lien, Gudbrand. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300288x.

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2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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2024Fan charts in era of big data and learning. (2024). Hanus, Lubo ; Barunik, Jozef. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000333.

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2024Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency. (2024). Geissel, S ; Bock, J. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001594.

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2023Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85.

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2023Does strategic deviation influence firms’ use of supplier finance?. (2023). Alam, Nurul ; Zhao, Ruoyun ; Hasan, Mostafa Monzur ; Jones, Stewart ; Chen, Xiaomeng Charlene. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000550.

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2023Fan tokens: Sports and speculation on the blockchain. (2023). Zimmermann, Lukas ; Scharnowski, Stefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001488.

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2023Dynamics in environmental legislation. (2023). Ashta, Arvind ; Stef, Nicolae. In: International Review of Law and Economics. RePEc:eee:irlaec:v:76:y:2023:i:c:s0144818823000480.

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2023Dark premonitions: Pre-bankruptcy investor attention and behavior. (2023). Mollenhoff, Steffen ; Lohmann, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s037842662300078x.

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2023Commodity futures hedge ratios: A meta-analysis. (2023). Perera, Devmali ; Bohl, Martin T ; Biakowski, Jdrzej. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000332.

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2023How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?. (2023). Alhomaidi, Asem ; Hassan, Kabir M ; Hasan, Md Bokhtiar. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000452.

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2023Don’t sweat it: Ambient temperature does not affect social behavior and perception. (2023). Schunk, Daniel ; Brandt, Gerrit ; Krause, Jan S ; Schmidt, Ulrich. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:99:y:2023:i:c:s0167487023000582.

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2023The inflation-hedging performance of industrial metals in the worlds most industrialized countries. (2023). Olubiyi, Ebenezer ; Adedeji, Adedayo O ; Oliyide, Johnson A ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000727.

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2023On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. (2023). Bhatia, Madhur. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002854.

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2023Vulnerability of sustainable markets to fossil energy shocks. (2023). Ren, Xiaohang ; Taghizadeh-Hesary, Farhad ; Li, Yiying. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005901.

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2023Financial openness and financial market development. (2023). Vithessonthi, Chaiporn ; Tongurai, Jittima. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:67:y:2023:i:c:s1042444x23000014.

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2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

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2023Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices. (2023). Selmi, Refk ; kasmaoui, kamal ; Deisting, Florent ; Wohar, Mark. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:56-67.

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2024NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict. (2024). Okorie, David ; Mazur, Mieszko ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:126-151.

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2023Market efficiency of Asian stock markets during the financial crisis and non-financial crisis periods. (2023). Wang, Ming-Hui ; Ke, Mei-Chu ; Chiang, Yi-Chein ; Chang, Hao-Wen ; Nguyen, Tien-Trung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:312-329.

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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2024Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Ullah, Ihsan ; Akbar, Muhammad ; Rehman, Naser. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477.

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2023Machine learning for US cross-industry return predictability under information uncertainty. (2023). Khlifi, Foued ; ben Lahouel, Bechir ; ben Zaied, Younes ; Awijen, Haithem. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000193.

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2023Disentangling the impact of economic and health crises on financial markets. (2023). Fernandez Bariviera, Aurelio ; Sorrosal-Forradellas, Maria-Teresa ; Fabregat-Aibar, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000545.

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2023Eco-Efficiency and Its Determinants: The Case of the Italian Beef Cattle Sector. (2023). Torquati, Biancamaria ; Chiorri, Massimo ; Romagnoli, Francesco ; Cecchini, Lucio. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:5:p:1107-:d:1153070.

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2023.

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2023Impacts of U.S. Stock Market Crash on South African Top Sector Indices, Volatility, and Market Linkages: Evidence of Copula-Based BEKK-GARCH Models. (2023). Muteba, John Weirstrass ; Mudiangombe, Benjamin Mudiangombe. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:2:p:77-:d:1168410.

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2023Time-Varying Relation between Oil Shocks and European Stock Market Returns. (2023). Kizys, Renatas ; Jimenez-Rodriguez, Rebeca ; Castro, Cesar. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:174-:d:1088260.

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2023.

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2024Barriers to Entrepreneurial Refugees’ Integration into Host Countries: A Case of Afghan Refugees. (2024). Csiszarik-Kocsir, Agnes ; Garai-Fodor, Monika ; Sabir, Muhammad ; Ali, Yousaf ; Tariq, Habib. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:6:p:2281-:d:1354005.

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2023The Impact of Religious Announcements on Stock Prices and Investment Decisions on the Saudi Stock Exchange. (2023). Ory, Jean-Noel ; Alshammari, Turki Rashed. In: Post-Print. RePEc:hal:journl:hal-04105704.

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2023Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx.

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2023Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective. (2023). Schneider, Jesper W ; Engsted, Tom. In: SocArXiv. RePEc:osf:socarx:nztk8.

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2023The determinants of the dynamic correlation between foreign exchange and equity markets: Cross-Country comparisons. (2023). Bonga-Bonga, Lumengo ; Tshikalange, Mulanga. In: MPRA Paper. RePEc:pra:mprapa:118401.

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2023Fintech: A content analysis of the finance and information systems literature. (2023). Tran, Arthur M ; Valentine, Randall ; Corley, Ken J ; Jourdan, Zack. In: Electronic Markets. RePEc:spr:elmark:v:33:y:2023:i:1:d:10.1007_s12525-023-00624-9.

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2023Real interest rate parity in the Pacific Rim countries: new empirical evidence. (2023). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02282-w.

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2023The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis. (2023). Gungor, Selim ; Erer, Elif. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00484-4.

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2023Prediction of stock price growth for novel greedy heuristic optimized multi-instances quantitative (NGHOMQ). (2023). Mohan, Krishna A ; Srinnivas, K ; Polamuri, Subba Rao. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:14:y:2023:i:1:d:10.1007_s13198-022-01801-3.

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2024Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

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2023Demand for Kerala’s International Tourism by the Top Three Source Markets: A Comparative Analysis. (2023). Shiby, Thomas ; Salim, Anappattath Muhammed. In: Acta Universitatis Sapientiae, Economics and Business. RePEc:vrs:auseab:v:11:y:2023:i:1:p:208-226:n:1.

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2023The adaptive market hypothesis and the return predictability in the cryptocurrency markets. (2023). Jacek, Karasiski. In: Economics and Business Review. RePEc:vrs:ecobur:v:9:y:2023:i:1:p:94-118:n:2.

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2023A hybrid forecasting model based on deep learning feature extraction and statistical arbitrage methods for stock trading strategies. (2023). Li, Songsong ; Zhang, Weiqian ; Yang, Yizhe ; Guo, Zhichang. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1729-1749.

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2023Apply big data analytics for forecasting the prices of precious metals futures to construct a hedging strategy for industrial material procurement. (2023). Wu, Chienchang ; Chiu, Kueichen ; Li, Shengtun. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:2:p:942-959.

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2023Non-fungible tokens (NFTs): A review of pricing determinants, applications and opportunities. (2023). Kräussl, Roman ; Tugnetti, Alessandro ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:693.

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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.
[Full Text][Citation analysis]		paper4
2006Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility In: Economic Research Papers.
[Full Text][Citation analysis]		paper85
2008Quantile forecasts of daily exchange rate returns from forecasts of realized volatility.(2008) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		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 nother version. Agregated cites: 85		paper
2001Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article21
2018Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence In: Abacus.
[Full Text][Citation analysis]		article12
2010Short-Horizon Return Predictability in International Equity Markets In: The Financial Review.
[Full Text][Citation analysis]		article8
2009Short-Horizon Return Predictability in International Equity Markets.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2009Short-Horizon Return Predictability in International Equity Markets.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2019TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article5
2014Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence In: Working Papers.
[Citation analysis]		paper8
2005Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2004International linkage of real interest rates: the case of East Asian countries In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper0
2004Nonlinear Modelling of Purchasing Power Parity in Indonesia In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper1
2004Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper3
2007Half-life estimation based on the bias-corrected bootstrap: A highest density region approach In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article8
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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This paper has nother version. Agregated cites: 8		paper
2007Bootstrap prediction intervals for autoregressive time series In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article20
2011Improved interval estimation of long run response from a dynamic linear model: A highest density region approach In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article5
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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This paper has nother version. Agregated cites: 5		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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This paper has nother version. Agregated cites: 5		paper
2011Mean-reversion in international real interest rates In: Economic Modelling.
[Full Text][Citation analysis]		article4
2011Trade openness and the informational efficiency of emerging stock markets In: Economic Modelling.
[Full Text][Citation analysis]		article29
2012ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia In: Economic Modelling.
[Full Text][Citation analysis]		article23
2014Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative In: Economic Modelling.
[Full Text][Citation analysis]		article2
2011Small sample properties of alternative tests for martingale difference hypothesis In: Economics Letters.
[Full Text][Citation analysis]		article36
2011Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2011) In: Post-Print.
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This paper has nother version. Agregated cites: 36		paper
2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 36		paper
2011Common stocks as a hedge against inflation: Evidence from century-long US data In: Economics Letters.
[Full Text][Citation analysis]		article23
2015Market sentiment and the Fama–French factor premia In: Economics Letters.
[Full Text][Citation analysis]		article2
2006Wild bootstrapping variance ratio tests In: Economics Letters.
[Full Text][Citation analysis]		article90
2008Are Asian stock markets efficient? Evidence from new multiple variance ratio tests In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article122
2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article136
2015Significance testing in empirical finance: A critical review and assessment In: Journal of Empirical Finance.
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2019Can energy prices predict stock returns? An extreme bounds analysis In: Energy Economics.
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2008Financial crisis and stock market efficiency: Empirical evidence from Asian countries In: International Review of Financial Analysis.
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2015Will precious metals shine? A market efficiency perspective In: International Review of Financial Analysis.
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2015Will precious metals shine ? A market efficiency perspective.(2015) In: Post-Print.
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2017Stock returns and investors mood: Good day sunshine or spurious correlation? In: International Review of Financial Analysis.
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2016Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?.(2016) In: MPRA Paper.
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2017International stock return predictability: Evidence from new statistical tests In: International Review of Financial Analysis.
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2017International Stock Return Predictability: Evidence from New Statistical Tests.(2017) In: Post-Print.
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2020A bootstrap test for predictability of asset returns In: Finance Research Letters.
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2009Automatic variance ratio test under conditional heteroskedasticity In: Finance Research Letters.
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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices In: International Economics.
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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices.(2017) In: Post-Print.
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2003Integration and interdependence of stock and foreign exchange markets: an Australian perspective In: Journal of International Financial Markets, Institutions and Money.
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1999Asymptotic and bootstrap prediction regions for vector autoregression In: International Journal of Forecasting.
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2003Forecasting autoregressive time series with bias-corrected parameter estimators In: International Journal of Forecasting.
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2004Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators In: International Journal of Forecasting.
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2011Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals In: International Journal of Forecasting.
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2011Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals.(2011) In: International Journal of Forecasting.
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2009Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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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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2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates.(2012) In: Post-Print.
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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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2006International cross-listings by Australian firms: A stochastic dominance analysis of equity returns In: Journal of Multinational Financial Management.
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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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2009Real interest rate linkages in the Pacific-Basin region In: International Review of Economics & Finance.
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2005Real Interest Rate Linkages in the Pacific Basin Region.(2005) In: Monash Econometrics and Business Statistics Working Papers.
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2017Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels In: Econometrics.
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2019Interval-Based Hypothesis Testing and Its Applications to Economics and Finance In: Econometrics.
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2020Towards a New Paradigm for Statistical Evidence in the Use of p -Value In: Econometrics.
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2016Stock Exchange Mergers and Market In: Post-Print.
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2017Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices In: Post-Print.
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2014Stock Exchange Mergers and Market Efficiency In: Working Papers.
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2016Stock exchange mergers and market efficiency.(2016) In: Applied Economics.
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2014Precious metals shine? A market efficiency perspective In: Working Papers.
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2016Stock Return Predictability: Evaluation based on prediction intervals In: Working Papers.
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2016Stock Return Predictability: Evaluation based on Prediction Intervals.(2016) In: MPRA Paper.
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2004Forecasting the Velocity of Circulation in the Japanese Economy In: Hitotsubashi Journal of Economics.
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2002Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order. In: Journal of Forecasting.
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2004Bias-corrected bootstrap prediction regions for vector autoregression In: Journal of Forecasting.
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2005The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors In: Computational Economics.
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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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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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2008Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies In: Journal of Emerging Market Finance.
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1999Forecasting Monthly Tourist Departures from Australia In: Tourism Economics.
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2001Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models In: Tourism Economics.
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2001Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities In: Tourism Economics.
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2020Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig In: The American Statistician.
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2012Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests In: Applied Economics.
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2013Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests In: Applied Economics.
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2005Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach In: Applied Economics.
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2006Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies In: Applied Economics.
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2000Estimation and inference in sur models when the number of equations is large In: Econometric Reviews.
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2004Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom In: International Economic Journal.
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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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2003Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market In: Economics Discussion / Working Papers.
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