20
H index
29
i10 index
1354
Citations
| 20 H index 29 i10 index 1354 Citations RESEARCH PRODUCTION: 60 Articles 33 Papers RESEARCH ACTIVITY:
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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 | |
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2022 | Impact 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. Full description at Econpapers || Download paper | |
2022 | Stock 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. Full description at Econpapers || Download paper | |
2022 | Multifractal 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Random 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. Full description at Econpapers || Download paper | |
2022 | Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059. Full description at Econpapers || Download paper | |
2023 | Will 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. Full description at Econpapers || Download paper | |
2022 | Learning Probability Distributions in Macroeconomics and Finance. (2022). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2204.06848. Full description at Econpapers || Download paper | |
2022 | Efficiency of the Moscow Stock Exchange before 2022. (2022). Marmi, Stefano ; Mazzarisi, Piero ; Shternshis, Andrey. In: Papers. RePEc:arx:papers:2207.10476. Full description at Econpapers || Download paper | |
2023 | On 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Speculative 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. Full description at Econpapers || Download paper | |
2022 | Stock 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. Full description at Econpapers || Download paper | |
2023 | Trade 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. Full description at Econpapers || Download paper | |
2022 | Do 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. Full description at Econpapers || Download paper | |
2022 | Commodity Futures Hedge Ratios: A Meta-Analysis. (2022). Bohl, Martin T ; Biakowski, Jdrzej ; Perera, Devmali. In: Working Papers in Economics. RePEc:cbt:econwp:22/12. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | An 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. Full description at Econpapers || Download paper | |
2022 | Accounting research and the significance test crisis. (2022). Johnstone, David. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:89:y:2022:i:c:s1045235421000150. Full description at Econpapers || Download paper | |
2023 | Institutional 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Robust 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. Full description at Econpapers || Download paper | |
2022 | Are 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. Full description at Econpapers || Download paper | |
2022 | Evidence 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Efficient 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. Full description at Econpapers || Download paper | |
2022 | Which 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. Full description at Econpapers || Download paper | |
2022 | Exchange 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. Full description at Econpapers || Download paper | |
2022 | Can 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. Full description at Econpapers || Download paper | |
2022 | Measuring 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. Full description at Econpapers || Download paper | |
2023 | Investor climate sentiment and financial markets. (2023). Santi, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000066. Full description at Econpapers || Download paper | |
2022 | Fertile LAND: Pricing non-fungible tokens. (2022). Dowling, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s154461232100177x. Full description at Econpapers || Download paper | |
2022 | Time 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. Full description at Econpapers || Download paper | |
2022 | Heterogeneous 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. Full description at Econpapers || Download paper | |
2023 | Non-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. Full description at Econpapers || Download paper | |
2022 | Predictability 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. Full description at Econpapers || Download paper | |
2023 | Heterogenous 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. Full description at Econpapers || Download paper | |
2022 | Does 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2023 | Dark 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. Full description at Econpapers || Download paper | |
2022 | Inflation 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. Full description at Econpapers || Download paper | |
2022 | How 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. Full description at Econpapers || Download paper | |
2022 | Modelling 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. Full description at Econpapers || Download paper | |
2022 | Precious 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Financial 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. Full description at Econpapers || Download paper | |
2022 | Predicting the Australian equity risk premium. (2022). Jurdi, Doureige J. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21001906. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Multivariate 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. Full description at Econpapers || Download paper | |
2022 | Testing 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2023 | Efficiency 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. Full description at Econpapers || Download paper | |
2022 | Good 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. Full description at Econpapers || Download paper | |
2023 | Market 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. Full description at Econpapers || Download paper | |
2023 | Machine 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. Full description at Econpapers || Download paper | |
2023 | Disentangling 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. Full description at Econpapers || Download paper | |
2023 | Eco-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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | Impacts 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. Full description at Econpapers || Download paper | |
2023 | Time-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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | Spatio-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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Knowledge 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. Full description at Econpapers || Download paper | |
2022 | Stock Return Predictability: Evaluation based on interval forecasts. (2022). Darne, Olivier ; Kim, Jae ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03656310. Full description at Econpapers || Download paper | |
2022 | How 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Analyzing 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. Full description at Econpapers || Download paper | |
2022 | Changing 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. Full description at Econpapers || Download paper | |
2022 | Predictable 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. Full description at Econpapers || Download paper | |
2022 | Should Stock Returns Predictability be hooked on Long Horizon Regressions?. (2021). Dergiades, Theologos ; Pouliasis, Panos K. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_03. Full description at Econpapers || Download paper | |
2023 | Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx. Full description at Econpapers || Download paper | |
2023 | Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective. (2023). Schneider, Jesper W ; Engsted, Tom. In: SocArXiv. RePEc:osf:socarx:nztk8. Full description at Econpapers || Download paper | |
2022 | Methodological 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.. Full description at Econpapers || Download paper | |
2022 | COVID-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. Full description at Econpapers || Download paper | |
2022 | Multifrequency-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. Full description at Econpapers || Download paper | |
2022 | Metanomics: Adaptive market and volatility behaviour in Metaverse. (2022). Bahri, Anu ; Shah, Anand. In: MPRA Paper. RePEc:pra:mprapa:114442. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Investigating 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. Full description at Econpapers || Download paper | |
2022 | Adaptive 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Dependence 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. Full description at Econpapers || Download paper | |
2022 | Smallest 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. Full description at Econpapers || Download paper | |
2023 | Fintech: 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. Full description at Econpapers || Download paper | |
2023 | Real 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Prediction 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. Full description at Econpapers || Download paper | |
2022 | Effect 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. Full description at Econpapers || Download paper | |
2022 | Is 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. Full description at Econpapers || Download paper | |
2022 | An 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. Full description at Econpapers || Download paper | |
2022 | Cost 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. Full description at Econpapers || Download paper | |
2022 | Researchers’ 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. Full description at Econpapers || Download paper | |
2022 | On 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. Full description at Econpapers || Download paper | |
2022 | Moving 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. Full description at Econpapers || Download paper | |
2022 | Finite-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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2004 | Forecasting the Velocity of Circulation in the Japanese Economy In: Hitotsubashi Journal of Economics. [Full Text][Citation analysis] | article | 0 |
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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 |
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2001 | Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities In: Tourism Economics. [Full Text][Citation analysis] | article | 8 |
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2005 | Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team