Jae Hoon Kim : Citation Profile

Are you Jae Hoon Kim?

20

H index

29

i10 index

1354

Citations

RESEARCH PRODUCTION:

60

Articles

33

Papers

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 61
   Journals where Jae Hoon Kim has often published
   Relations with other researchers
   Recent citing documents: 110.    Total self citations: 44 (3.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pki102
   Updated: 2023-11-04    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:

Darné, Olivier (31)

Staszewska-Bystrova, Anna (31)

CHARLES, Amelie (20)

Winker, Peter (20)

Todea, Alexandru (16)

Lütkepohl, Helmut (16)

Noda, Akihiko (15)

Ruiz, Esther (14)

Uddin, Gazi (13)

Shamsuddin, Abul (13)

Salisu, Afees (12)

Cites to:

Kilian, Lutz (54)

Lo, Andrew (27)

MacKinnon, James (26)

Darné, Olivier (25)

Campbell, John (21)

Diebold, Francis (20)

Lobato, Ignacio (20)

Andrews, Donald (19)

Fama, Eugene (18)

Choi, In (18)

Lim, Kian-Ping (17)

Main data

Where Jae Hoon Kim has published?

Journals with more than one article published# docs
Applied Economics5
International Journal of Forecasting5
International Review of Financial Analysis4
Journal of Empirical Finance4
Economics Letters4
Economic Modelling4
Tourism Economics3
Computational Statistics & Data Analysis3
Econometrics3
Abacus2
Finance Research Letters2
Journal of Forecasting2
International Review of Economics & Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL7
MPRA Paper / University Library of Munich, Germany4
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics4
Working Papers / HAL4
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 (2023 and 2022)

YearTitle of citing document
2022Impact of Audit Quality on Stock Price Crash Risk: Evidence from Pakistan Stock Exchange. (2022). Iqbal, Amjad ; Sarwar, Ammara ; Aslam, Muhammad ; Sultana, Fatima. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:3:p:161-169.

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2022Stock market linkages in Asia. Revisiting Granger causality evidences. (2022). Saji, T G. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:151-168.

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2022Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors. (2022). Raju, Raghavender G ; Guptha, Siva Kiran ; Poojari, Akash P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:61-80.

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2022.

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2022Random Walk Hypothesis: An Empirical Comparison of Shari’ah and Non-Shari’ah Capital Markets of Pakistan and China. (2022). Ahmad, Rashid ; Raza, Kashif ; Bashir, Furrukh ; Shehryar, Muhammad. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:3:p:439-447.

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2022Measuring 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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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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2022Learning Probability Distributions in Macroeconomics and Finance. (2022). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2204.06848.

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2022Efficiency of the Moscow Stock Exchange before 2022. (2022). Marmi, Stefano ; Mazzarisi, Piero ; Shternshis, Andrey. In: Papers. RePEc:arx:papers:2207.10476.

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2023On 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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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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2022Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385.

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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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2022Do stock markets play a role in determining COVID?19 economic stimulus? A cross?country analysis. (2022). Chaudhry, Sajid M ; Khalid, Usman ; Shafiullah, Muhammad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:2:p:386-408.

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2022Commodity Futures Hedge Ratios: A Meta-Analysis. (2022). Bohl, Martin T ; Biakowski, Jdrzej ; Perera, Devmali. In: Working Papers in Economics. RePEc:cbt:econwp:22/12.

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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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2022The International Gas and Crude Oil Price Variability Effect on Indonesian Coal Mining Companies Listed at IDX. (2022). Adi, Tri Wahyu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-1.

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2022An interval decomposition-ensemble approach with data-characteristic-driven reconstruction for short-term load forecasting. (2022). Wang, Shouyang ; Han, Jing ; Sun, Shaolong ; Guo, Ju-e, ; Yang, Dongchuan. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012952.

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2022Accounting research and the significance test crisis. (2022). Johnstone, David. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:89:y:2022:i:c:s1045235421000150.

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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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2022Forecasting risk measures using intraday and overnight information. (2022). Candido, Osvaldo ; Tofoli, Paula V ; Santos, Douglas G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000250.

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2022Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x.

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2022Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate. (2022). Johnson, J. E. V., ; Kansara, A P ; Sung, M ; Fraser-Mackenzie, P. A. F., . In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:1:p:330-345.

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2022Evidence of arbitrage trading activity: The case of Chinese metal futures contracts. (2022). Brooks, Robert ; Li, Yang. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000024.

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2022Oil price volatility predictability: New evidence from a scaled PCA approach. (2022). Ma, Feng ; Liang, Chao ; He, Feng ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005648.

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2022The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204.

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2022Efficient markets are more connected: An entropy-based analysis of the energy, industrial metal and financial markets. (2022). Wang, Xiaoyang. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200233x.

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2022Which cryptocurrency data sources should scholars use?. (2022). Vidal-Tomas, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000369.

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2022Exchange rate return predictability in times of geopolitical risk. (2022). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Iyke, Bernard Njindan. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000692.

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2022Can energy predict the regional prices of carbon emission allowances in China?. (2022). Guo, Li-Yang ; Feng, Chao ; Yang, Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001715.

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2022Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence. (2022). Gronwald, Marc ; Sattarhoff, Cristina. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003532.

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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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2022Fertile LAND: Pricing non-fungible tokens. (2022). Dowling, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s154461232100177x.

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2022Time varying market efficiency in the Brent and WTI crude market. (2022). Leirvik, Thomas ; Okoroafor, Ugochi Chibuzor. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002634.

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2022Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine. (2022). Pandey, Dharen ; Boubaker, Sabri ; Goodell, John W ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001969.

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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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2022Predictability of stock market returns: New evidence from developed and developing countries. (2022). Li, Bin ; Chen, Xiaoyue ; Shi, Kan ; Singh, Tarlok. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000223.

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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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2022Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000233.

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2022The cash conversion cycle spread: International evidence. (2022). Tan, Yongxian ; Choy, Siu Kai ; Chen, Catherine Huirong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s037842662200111x.

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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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2022Inflation expectations: Australian consumer survey data versus the bond market. (2022). Wegener, Christoph ; Basse, Tobias. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:203:y:2022:i:c:p:416-430.

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2022How much should we trust staggered difference-in-differences estimates?. (2022). , Charles ; Charles, ; Larcker, David F ; Baker, Andrew C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:2:p:370-395.

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2022Modelling volatility transmission in regional Asian stock markets. (2022). Azimova, Tarana. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000342.

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2022Precious metals as hedge and safe haven for African stock markets. (2022). Hussain, Syed Jawad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr ; Agyemang, Abraham. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s030142072200229x.

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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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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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2022Predicting the Australian equity risk premium. (2022). Jurdi, Doureige J. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21001906.

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2022A model study for calculation of the temperatures of major stock markets in the world with the quantum simulation and determination of the crisis periods. (2022). TANRIOVEN, Cihan ; Susay, Aynur ; Kuzu, Erkan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:585:y:2022:i:c:s0378437121006907.

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2022Multivariate rescaled range analysis. (2022). Rodriguez, E ; Alvarez-Ramirez, J ; Meraz, M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008815.

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2022Testing Long memory in exchange rates and its implications for the adaptive market hypothesis. (2022). Frommel, Michael ; Asif, Raheel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000140.

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2022The resilience of cryptocurrency market efficiency to COVID-19 shock. (2022). , Fernando ; Bejan, Lucian ; Bouri, Elie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:607:y:2022:i:c:s0378437122007762.

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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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2022Good oil volatility, bad oil volatility, and stock return predictability. (2022). Wang, Yudong ; Xiao, Jihong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:953-966.

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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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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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2022.

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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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2022Spatio-Temporal Distribution of Tourism Flows and Network Analysis of Traditional Villages in Western Hunan. (2022). Wang, Yufei ; Qin, Yingjie ; Liu, Chunla ; Yu, Yue. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:13:p:7943-:d:851856.

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2022The Trilogy of the Chinese Apple Futures Market: Price Discovery, Risk-Hedging and Cointegration. (2022). Hou, Xiaokang ; Fahad, Shah ; Zhao, Peipei ; Yan, Beibei ; Liu, Tianjun. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12864-:d:936935.

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2022Knowledge Economy and the Economic Performance of African Countries: A Seemingly Unrelated and Recursive Approach. (2022). ANDRES, ANTONIO ; Amavilah, Voxi Heinrich. In: Working Papers. RePEc:guc:wpaper:57.

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2022Stock Return Predictability: Evaluation based on interval forecasts. (2022). Darne, Olivier ; Kim, Jae ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03656310.

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2022How price informativeness affects the sensitivity of investment-to-stock price in Vietnamese listed firms. (2022). Rangkakulnuwat, Poomthan ; Phan, Quynh Trang. In: Afro-Asian Journal of Finance and Accounting. RePEc:ids:afasfa:v:12:y:2022:i:1:p:28-61.

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2022A Scalable Forecasting Framework to Predict COVID-19 Hospital Bed Occupancy. (2022). Brunner, Jens O ; Heller, Axel R ; Heider, Steffen ; Schoenfelder, Jan ; Heins, Jakob. In: Interfaces. RePEc:inm:orinte:v:52:y:2022:i:6:p:508-523.

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2022Analyzing the Efficient Market Hypothesis with the Structural Break and Nonlinear Unit Root Tests: An Application on Borsa Istanbul. (2022). Ozdemir, Muge. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2022:i:37:p:257-282.

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2022Changing efficiency of BRICS currency markets during the COVID-19 pandemic. (2022). Phiri, Andrew. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:3:d:10.1007_s10644-021-09363-3.

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2022Predictable asset price dynamics, risk-return tradeoff, and investor behavior. (2022). Kilic, Osman ; Marks, Joseph M ; Nam, Kiseok. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01057-9.

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2022Should Stock Returns Predictability be hooked on Long Horizon Regressions?. (2021). Dergiades, Theologos ; Pouliasis, Panos K. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_03.

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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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2022Methodological Variation in Empirical Corporate Finance. (2022). Mitton, Todd. In: Review of Financial Studies. RePEc:oup:rfinst:v:35:y:2022:i:2:p:527-575..

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2022COVID-19 and adaptive behavior of returns: evidence from commodity markets. (2022). Shahid, Muhammad Naeem. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01332-z.

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2022Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets. (2022). Gherghina, Tefan Cristian ; Gatsi, John Gartchie ; Asafo-Adjei, Emmanuel ; Boateng, Ebenezer ; Simionescu, Liliana Nicoleta. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:13:y:2022:i:3:p:699-743.

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2022Metanomics: Adaptive market and volatility behaviour in Metaverse. (2022). Bahri, Anu ; Shah, Anand. In: MPRA Paper. RePEc:pra:mprapa:114442.

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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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2023Investigating the Factors Influencing Students’ Acceptance of Esports as a Career Choice. (2023). Sabri, Shahnaz Shafiza ; Azli, Ammar Azfar ; Said, Mahiah. In: Information Management and Business Review. RePEc:rnd:arimbr:v:15:y:2023:i:2:p:109-115.

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2022Adaptive Market Hypothesis and Time-varying Contrarian Effect: Evidence From Emerging Stock Markets of South Asia. (2022). Shaharuddin, Shahrin Saaid ; Abd, Mohd Edil ; Munir, Ali Fayyaz. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068490.

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2022The Moderating Effect of Market-Specific Factors on the Return Predictability of Investor Sentiment. (2022). Suzuki, Yoshihisa ; Vuong, Ngoc Bao. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:3:p:21582440221114322.

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2022Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence. (2022). Sinha, Avik ; Adhikari, Arnab ; Sharif, Arshian ; Sharma, Ankit. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04511-4.

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2022Smallest covering regions and highest density regions for discrete distributions. (2022). Oneill, Ben. In: Computational Statistics. RePEc:spr:compst:v:37:y:2022:i:3:d:10.1007_s00180-021-01172-6.

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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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2022Effect of COVID-19 on ETF and index efficiency: evidence from an entropy-based analysis. (2022). Chandrashekhar, G R ; Madhavan, Vinodh ; Saha, Kunal. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:2:d:10.1007_s12197-021-09566-4.

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2022Is interest rate uncertainty a predictor of investment volatility? evidence from the wild bootstrap likelihood ratio approach. (2022). Olasehinde-Williams, Godwin ; Ozkan, Oktay. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:3:d:10.1007_s12197-022-09570-2.

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2022An Entropy Approach to Measure the Dynamic Stock Market Efficiency. (2022). Hiremath, Gourishankar S ; Patra, Subhamitra. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:20:y:2022:i:2:d:10.1007_s40953-022-00295-x.

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2022Cost competitive analysis of large-scale gold mines in Ghana from 2007 to 2016. (2022). Tholana, Tinashe ; Atta, Samuel Kwame. In: Mineral Economics. RePEc:spr:minecn:v:35:y:2022:i:1:d:10.1007_s13563-021-00256-5.

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2022Researchers’ data analysis choices: an excess of false positives?. (2022). Ohlson, James A. In: Review of Accounting Studies. RePEc:spr:reaccs:v:27:y:2022:i:2:d:10.1007_s11142-021-09620-w.

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2022On false discoveries of standard t-tests in investment management applications. (2022). Auer, Benjamin R. In: Review of Managerial Science. RePEc:spr:rvmgts:v:16:y:2022:i:3:d:10.1007_s11846-021-00453-0.

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2022Moving to a world beyond p-value. (2022). Kim, Jae H. In: Review of Managerial Science. RePEc:spr:rvmgts:v:16:y:2022:i:8:d:10.1007_s11846-021-00504-6.

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2022Finite-sample properties of estimators for first and second order autoregressive processes. (2022). Rue, Hvard ; Nicolau, Pedro G ; Sorbye, Sigrunn H. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:25:y:2022:i:3:d:10.1007_s11203-021-09262-4.

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2022A procedure for testing the hypothesis of weak efficiency in financial markets: a Monte Carlo simulation. (2022). Garcia-Moreno, M B ; Roldan-Casas, Jose A. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:5:d:10.1007_s10260-022-00627-4.

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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.
[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]		paper81
2008Quantile forecasts of daily exchange rate returns from forecasts of realized volatility.(2008) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 81		article
2006Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		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]		article8
2021Choosing the Level of Significance: A Decision?theoretic Approach In: Abacus.
[Full Text][Citation analysis]		article3
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2009Short-Horizon Return Predictability in International Equity Markets.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another 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]		article4
2014Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence In: Working Papers.
[Citation analysis]		paper6
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.
[Full Text][Citation analysis]
This paper has another 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.
[Full Text][Citation analysis]
This paper has another 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.
[Full Text][Citation analysis]
This paper has another 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]		article28
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]		article33
2011Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2011) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
2011Common stocks as a hedge against inflation: Evidence from century-long US data In: Economics Letters.
[Full Text][Citation analysis]		article22
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]		article87
2008Are Asian stock markets efficient? Evidence from new multiple variance ratio tests In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article119
2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article130
2015Significance testing in empirical finance: A critical review and assessment In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article23
2019Can energy prices predict stock returns? An extreme bounds analysis In: Energy Economics.
[Full Text][Citation analysis]		article14
2008Financial crisis and stock market efficiency: Empirical evidence from Asian countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article115
2015Will precious metals shine? A market efficiency perspective In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article28
2015Will precious metals shine ? A market efficiency perspective.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		paper
2017Stock returns and investors mood: Good day sunshine or spurious correlation? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2016Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2017International stock return predictability: Evidence from new statistical tests In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2017International Stock Return Predictability: Evidence from New Statistical Tests.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2020A bootstrap test for predictability of asset returns In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2009Automatic variance ratio test under conditional heteroskedasticity In: Finance Research Letters.
[Full Text][Citation analysis]		article68
2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices In: International Economics.
[Full Text][Citation analysis]		article10
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: 10		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]		article15
1999Asymptotic and bootstrap prediction regions for vector autoregression In: International Journal of Forecasting.
[Full Text][Citation analysis]		article31
2003Forecasting autoregressive time series with bias-corrected parameter estimators In: International Journal of Forecasting.
[Full Text][Citation analysis]		article25
2004Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators In: International Journal of Forecasting.
[Full Text][Citation analysis]		article10
2011Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
2011Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		article
2009Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals.(2009) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article50
2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates.(2012) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		paper
2010Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		paper
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).
[Full Text][Citation analysis]		article0
2006International cross-listings by Australian firms: A stochastic dominance analysis of equity returns In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article3
2007A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article102
2009Real interest rate linkages in the Pacific-Basin region In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article6
2005Real Interest Rate Linkages in the Pacific Basin Region.(2005) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2017Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels In: Econometrics.
[Full Text][Citation analysis]		article5
2019Interval-Based Hypothesis Testing and Its Applications to Economics and Finance In: Econometrics.
[Full Text][Citation analysis]		article3
2020Towards a New Paradigm for Statistical Evidence in the Use of p -Value In: Econometrics.
[Full Text][Citation analysis]		article0
2016Stock Exchange Mergers and Market In: Post-Print.
[Full Text][Citation analysis]		paper1
2017Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices In: Post-Print.
[Full Text][Citation analysis]		paper9
2014Stock Exchange Mergers and Market Efficiency In: Working Papers.
[Full Text][Citation analysis]		paper3
2016Stock exchange mergers and market efficiency.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
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.
[Full Text][Citation analysis]		paper0
2016Stock Return Predictability: Evaluation based on Prediction Intervals.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2004Forecasting the Velocity of Circulation in the Japanese Economy In: Hitotsubashi Journal of Economics.
[Full Text][Citation analysis]		article0
2002Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order. In: Journal of Forecasting.
[Citation analysis]		article6
2004Bias-corrected bootstrap prediction regions for vector autoregression In: Journal of Forecasting.
[Full Text][Citation analysis]		article25
2005The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors In: Computational Economics.
[Full Text][Citation analysis]		article0
2005Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper7
2015How to Choose the Level of Significance: A Pedagogical Note In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2015Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2008Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article2
1999Forecasting Monthly Tourist Departures from Australia In: Tourism Economics.
[Full Text][Citation analysis]		article11
2001Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models In: Tourism Economics.
[Full Text][Citation analysis]		article5
2001Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities In: Tourism Economics.
[Full Text][Citation analysis]		article8
2020Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig In: The American Statistician.
[Full Text][Citation analysis]		article4
2012Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests In: Applied Economics.
[Full Text][Citation analysis]		article20
2013Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests In: Applied Economics.
[Full Text][Citation analysis]		article39
2005Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach In: Applied Economics.
[Full Text][Citation analysis]		article0
2006Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies In: Applied Economics.
[Full Text][Citation analysis]		article23
2000Estimation and inference in sur models when the number of equations is large In: Econometric Reviews.
[Full Text][Citation analysis]		article10
2004Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom In: International Economic Journal.
[Full Text][Citation analysis]		article3
2015A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests In: Quantitative Finance.
[Full Text][Citation analysis]		article5
2003Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market In: Economics Discussion / Working Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team