21
H index
31
i10 index
1465
Citations
| 21 H index 31 i10 index 1465 Citations RESEARCH PRODUCTION: 60 Articles 33 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jae Hoon Kim. | Is cited by: | Cites to: |
Year | Title of citing document |
---|---|
2024 | Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943. (2024). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059. Full description at Econpapers || Download paper |
2024 | Statistical significance revisited. (2024). Grabinski, Michael ; Tormahlen, Maike ; Klinkova, Galiya. In: Papers. RePEc:arx:papers:2104.00262. Full description at Econpapers || Download paper |
2024 | On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2024). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998. Full description at Econpapers || Download paper |
2025 | The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency. (2025). Huser, Raphael ; Jiang, Junshu ; Richards, Jordan ; Bolin, David. In: Papers. RePEc:arx:papers:2408.06661. Full description at Econpapers || Download paper |
2024 | Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets. (2024). Gavalakis, George ; Evangelidis, George ; Papaioannou, George P. In: Papers. RePEc:arx:papers:2410.07224. Full description at Econpapers || Download paper |
2025 | Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data. (2025). Ślepaczuk, Robert ; Stefaniuk, Filip. In: Papers. RePEc:arx:papers:2503.18096. Full description at Econpapers || Download paper |
2024 | Are 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. Full description at Econpapers || Download paper |
2024 | Analyzing horizontal integration and market efficiency in platform enterprises: A case study of exchanges. (2024). Anwar, Sajid ; Liu, Min. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:2:p:1076-1089. Full description at Econpapers || Download paper |
2024 | The role of the net purchase of stocks by foreign investors in boosting stock returns: Evidence from the Indonesian stock market. (2024). Rudiawarni, Felizia Arni ; Sulistiawan, Dedhy ; Sergi, Bruno S. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000865. Full description at Econpapers || Download paper |
2024 | Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019. Full description at Econpapers || Download paper |
2024 | Evolving efficiency of the BRICS markets. (2024). Kulikova, Maria V ; Yu, Gennady ; Taylor, David R. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x. Full description at Econpapers || Download paper |
2024 | Betting on war? Oil prices, stock returns, and extreme geopolitical events. (2024). Sorensen, Lars Qvigstad ; Nygaard, Knut. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003670. Full description at Econpapers || Download paper |
2024 | Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
2024 | Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles. (2024). Tammy, Minh Tam ; Karadas, Serkan ; Stivers, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006392. Full description at Econpapers || Download paper |
2024 | Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Goodell, John W ; Mahapatra, Biplab ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309. Full description at Econpapers || Download paper |
2024 | Fan charts in era of big data and learning. (2024). Baruník, Jozef ; Hanus, Lubo ; Barunik, Jozef. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000333. Full description at Econpapers || Download paper |
2024 | Evolution 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. Full description at Econpapers || Download paper |
2024 | The disposition effect on partially informed short sellers. (2024). Chiu, Hsin-Yu ; Lin, Li-Jung ; Tsai, Wei-Che. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002312. Full description at Econpapers || Download paper |
2024 | NFTs 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. Full description at Econpapers || Download paper |
2024 | Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Rehman, Naser ; Akbar, Muhammad ; Ullah, Ihsan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477. Full description at Econpapers || Download paper |
2025 | Subjective probabilities under behavioral heuristics. (2025). Semenov, Andrei ; Rahman, Oriana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000620. Full description at Econpapers || Download paper |
2024 | Does market microstructure affect time-varying efficiency? Evidence from emerging markets. (2024). Raza, Muhammad Wajid ; Said, Bahrawar ; Elshahat, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001405. Full description at Econpapers || Download paper |
2024 | Country-level energy-related uncertainties and stock market returns: Insights from the U.S. and China. (2024). Zhang, Xincheng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:204:y:2024:i:c:s0040162524002336. Full description at Econpapers || Download paper |
2025 | Wavelet Entropy for Efficiency Assessment of Price, Return, and Volatility of Brent and WTI During Extreme Events. (2025). Lahmiri, Salim. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:2:p:4-:d:1617157. Full description at Econpapers || Download paper |
2024 | Price Delay and Market Efficiency of Cryptocurrencies: The Impact of Liquidity and Volatility during the COVID-19 Pandemic. (2024). Badr, Georges ; Tanos, Barbara Abou. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:193-:d:1390281. Full description at Econpapers || Download paper |
2024 | Estimation of Optimal Hedge Ratio: A Wild Bootstrap Approach. (2024). Henry, Darren ; Colombage, Sisira ; Nguyen, Phong Minh ; Kim, Jae H. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:310-:d:1439431. Full description at Econpapers || Download paper |
2024 | Predicting Random Walks and a Data-Splitting Prediction Region. (2024). Haile, Mulubrhan G ; Zhang, Lingling ; Olive, David J. In: Stats. RePEc:gam:jstats:v:7:y:2024:i:1:p:2-33:d:1315222. Full description at Econpapers || Download paper |
2024 | The Impact of Personal Satisfaction on the Environmental, Social, and Governance Practices of Chinese Accounting Managers. (2024). Pong, Hok-Ko ; Fong, Chun-Cheong. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:14:p:5839-:d:1431653. Full description at Econpapers || Download paper |
2024 | Barriers to Entrepreneurial Refugees’ Integration into Host Countries: A Case of Afghan Refugees. (2024). Ali, Yousaf ; Sabir, Muhammad ; Garai-Fodor, Monika ; Tariq, Habib ; Csiszarik-Kocsir, Agnes. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:6:p:2281-:d:1354005. Full description at Econpapers || Download paper |
2024 | Financial markets anomalies: a research review from the perspective of rational and irrational arguments. (2024). Benslimane, Ismail ; Benjelloun, Sanae ; Oubal, Khadija ; Sifouh, Nabil ; Hniche, Omar ; Elotmani, Yassire. In: Post-Print. RePEc:hal:journl:hal-04936820. Full description at Econpapers || Download paper |
2025 | A deep learning test of the martingale difference hypothesis. (2025). Bastos, João. In: Working Papers REM. RePEc:ise:remwps:wp03742025. Full description at Econpapers || Download paper |
2024 | Stock Returns, Crude Oil and Gold Prices in Turkey: Evidence from Rolling Window-Based Nonparametric Quantile Causality Test. (2024). USMAN, OJONUGWA ; PATA, Uğur ; Olasehinde-Williams, Godwin ; Ozkan, Oktay. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09430-x. Full description at Econpapers || Download paper |
2024 | Impact of the Local and the Global Crises on Stock Market Efficiency. (2024). Bhatia, Madhur. In: Millennial Asia. RePEc:sae:millen:v:15:y:2024:i:4:p:572-596. Full description at Econpapers || Download paper |
2024 | Measuring cryptocurrency moment convergence using distance analysis. (2024). Dao, Thong ; Su, Haozhe ; Cheah, Jeremy Eng-Tuck. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05573-2. Full description at Econpapers || Download paper |
2025 | Positive time series regression models: theoretical and computational aspects. (2025). Prass, Taiane Schaedler ; Pumi, Guilherme ; Taufemback, Cleiton Guollo ; Carlos, Jonas Hendler. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:3:d:10.1007_s00180-024-01531-z. Full description at Econpapers || Download paper |
2024 | A joint impulse response function for vector autoregressive models. (2024). Wiesen, Thomas ; Beaumont, Paul. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02496-6. Full description at Econpapers || Download paper |
2024 | Market risk spillover and the asymmetric effects of macroeconomic fundamentals on market risk across Vietnamese sectors. (2024). Vo, Duc Hong ; Nguyen, Hung Le-Phuc. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00602-2. Full description at Econpapers || Download paper |
2025 | An automated adaptive trading system for enhanced performance of emerging market portfolios. (2025). Tudor, Cristiana ; Sova, Robert. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00754-3. Full description at Econpapers || Download paper |
2025 | Bitcoin as a financial asset: a survey. (2025). Kang, Daeyun ; Ryu, Doojin ; Webb, Robert I. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00773-0. Full description at Econpapers || Download paper |
2024 | Knowledge Economy and the Economic Performance of African Countries: A Seemingly Unrelated and Recursive Approach. (2024). ANDRES, ANTONIO ; Amavilah, Voxi Heinrich. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-022-01033-7. Full description at Econpapers || Download paper |
2024 | The explanatory power of explanatory variables. (2024). Zhai, Sophia Weihuan ; Ohlson, James A ; Johannesson, Erik. In: Review of Accounting Studies. RePEc:spr:reaccs:v:29:y:2024:i:4:d:10.1007_s11142-023-09781-w. Full description at Econpapers || Download paper |
2024 | Testing for signal-to-noise ratio in linear regression: a test under large or massive sample. (2024). Ji, Philip I ; Kim, Jae H. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:10:d:10.1007_s11846-023-00706-0. Full description at Econpapers || Download paper |
2024 | Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Shi, Shimeng ; Zhai, Jia. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667. Full description at Econpapers || Download paper |
2025 | Industrial robots and workers’ well-being in Europe. (2025). Bellani, Daniela ; Bogusz, Honorata. In: Working Papers. RePEc:war:wpaper:2025-01. Full description at Econpapers || Download paper |
2024 | Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlunds GARCH‐based unit root test. (2024). YAYA, OLAOLUWA ; Vo, Xuan Vinh ; Adekoya, Oluwasegun B ; Saleh, Mamdouh Abdulaziz. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:91-101. Full description at Econpapers || Download paper |
2024 | Does investor sentiment create value for asset pricing? An empirical investigation of the KOSPI‐listed firms. (2024). Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3487-3509. Full description at Econpapers || Download paper |
2024 | Can intraday data improve the joint estimation and prediction of risk measures? Evidence from a variety of realized measures. (2024). Wu, Zhimin ; Cai, Guanghui. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1956-1974. Full description at Econpapers || Download paper |
2025 | Taming Data‐Driven Probability Distributions. (2025). Hanus, Lubo ; Barunk, Jozef. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:676-691. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2007 | International 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] | paper | 4 |
2006 | Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility In: Economic Research Papers. [Full Text][Citation analysis] | paper | 86 |
2008 | Quantile 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: 86 | article | |
2006 | Quantile 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 nother version. Agregated cites: 86 | paper | |
2001 | Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 21 |
2018 | Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence In: Abacus. [Full Text][Citation analysis] | article | 13 |
2021 | Choosing the Level of Significance: A Decision‐theoretic Approach In: Abacus. [Full Text][Citation analysis] | article | 5 |
2010 | Short‐Horizon Return Predictability in International Equity Markets In: The Financial Review. [Full Text][Citation analysis] | article | 8 |
2009 | Short-Horizon Return Predictability in International Equity Markets.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2009 | Short-Horizon Return Predictability in International Equity Markets.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2019 | TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 6 |
2014 | Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence In: Working Papers. [Citation analysis] | paper | 8 |
2005 | Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2004 | International linkage of real interest rates: the case of East Asian countries In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 0 |
2004 | Nonlinear Modelling of Purchasing Power Parity in Indonesia In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 1 |
2004 | Testing 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] | paper | 3 |
2007 | Half-life estimation based on the bias-corrected bootstrap: A highest density region approach In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
2006 | Half-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 nother version. Agregated cites: 8 | paper | |
2007 | Bootstrap prediction intervals for autoregressive time series In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 20 |
2011 | Improved 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] | article | 5 |
2010 | Improved 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 nother version. Agregated cites: 5 | paper | |
2010 | Improved 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 nother version. Agregated cites: 5 | paper | |
2011 | Mean-reversion in international real interest rates In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
2011 | Trade openness and the informational efficiency of emerging stock markets In: Economic Modelling. [Full Text][Citation analysis] | article | 30 |
2012 | ARDL 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] | article | 23 |
2014 | Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
2011 | Small sample properties of alternative tests for martingale difference hypothesis In: Economics Letters. [Full Text][Citation analysis] | article | 39 |
2011 | Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2010 | Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2010 | Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2011 | Common stocks as a hedge against inflation: Evidence from century-long US data In: Economics Letters. [Full Text][Citation analysis] | article | 23 |
2015 | Market sentiment and the Fama–French factor premia In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2006 | Wild bootstrapping variance ratio tests In: Economics Letters. [Full Text][Citation analysis] | article | 93 |
2008 | Are Asian stock markets efficient? Evidence from new multiple variance ratio tests In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 125 |
2011 | Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 147 |
2015 | Significance testing in empirical finance: A critical review and assessment In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 27 |
2019 | Can energy prices predict stock returns? An extreme bounds analysis In: Energy Economics. [Full Text][Citation analysis] | article | 18 |
2008 | Financial crisis and stock market efficiency: Empirical evidence from Asian countries In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 116 |
2015 | Will precious metals shine? A market efficiency perspective In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 32 |
2015 | Will precious metals shine ? A market efficiency perspective.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2017 | Stock returns and investors mood: Good day sunshine or spurious correlation? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 11 |
2016 | Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2017 | International stock return predictability: Evidence from new statistical tests In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
2017 | International Stock Return Predictability: Evidence from New Statistical Tests.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2020 | A bootstrap test for predictability of asset returns In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
2009 | Automatic variance ratio test under conditional heteroskedasticity In: Finance Research Letters. [Full Text][Citation analysis] | article | 78 |
2017 | Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices In: International Economics. [Full Text][Citation analysis] | article | 13 |
2017 | Adaptive 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 nother version. Agregated cites: 13 | paper | |
2003 | Integration and interdependence of stock and foreign exchange markets: an Australian perspective In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 16 |
1999 | Asymptotic and bootstrap prediction regions for vector autoregression In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 33 |
2003 | Forecasting autoregressive time series with bias-corrected parameter estimators In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 26 |
2004 | Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
2011 | Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
2011 | Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2009 | Beyond 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 nother version. Agregated cites: 17 | paper | |
2012 | Exchange-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] | article | 55 |
2012 | Exchange-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 nother version. Agregated cites: 55 | paper | |
2010 | Exchange-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 nother version. Agregated cites: 55 | paper | |
2012 | Realized 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] | article | 0 |
2006 | International cross-listings by Australian firms: A stochastic dominance analysis of equity returns In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 3 |
2007 | A 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] | article | 105 |
2009 | Real interest rate linkages in the Pacific-Basin region In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
2005 | Real Interest Rate Linkages in the Pacific Basin Region.(2005) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2017 | Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels In: Econometrics. [Full Text][Citation analysis] | article | 6 |
2019 | Interval-Based Hypothesis Testing and Its Applications to Economics and Finance In: Econometrics. [Full Text][Citation analysis] | article | 4 |
2020 | Towards a New Paradigm for Statistical Evidence in the Use of p -Value In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2016 | Stock Exchange Mergers and Market In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
2017 | Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices In: Post-Print. [Full Text][Citation analysis] | paper | 9 |
2014 | Stock Exchange Mergers and Market Efficiency In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2016 | Stock exchange mergers and market efficiency.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2014 | Precious metals shine? A market efficiency perspective In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Stock Return Predictability: Evaluation based on prediction intervals In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Stock Return Predictability: Evaluation based on Prediction Intervals.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2004 | Forecasting the Velocity of Circulation in the Japanese Economy In: Hitotsubashi Journal of Economics. [Full Text][Citation analysis] | article | 0 |
2002 | Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order. In: Journal of Forecasting. [Citation analysis] | article | 6 |
2004 | Bias-corrected bootstrap prediction regions for vector autoregression In: Journal of Forecasting. [Full Text][Citation analysis] | article | 28 |
2005 | The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
2005 | Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 7 |
2015 | How to Choose the Level of Significance: A Pedagogical Note In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
2015 | Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2008 | Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 2 |
1999 | Forecasting Monthly Tourist Departures from Australia In: Tourism Economics. [Full Text][Citation analysis] | article | 11 |
2001 | Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models In: Tourism Economics. [Full Text][Citation analysis] | article | 5 |
2001 | Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities In: Tourism Economics. [Full Text][Citation analysis] | article | 8 |
2020 | Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig In: The American Statistician. [Full Text][Citation analysis] | article | 4 |
2012 | Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests In: Applied Economics. [Full Text][Citation analysis] | article | 21 |
2013 | Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests In: Applied Economics. [Full Text][Citation analysis] | article | 43 |
2005 | Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2006 | Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies In: Applied Economics. [Full Text][Citation analysis] | article | 24 |
2000 | Estimation and inference in sur models when the number of equations is large In: Econometric Reviews. [Full Text][Citation analysis] | article | 11 |
2004 | Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom In: International Economic Journal. [Full Text][Citation analysis] | article | 3 |
2015 | A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
2003 | Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market In: Economics Discussion / Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team