Jae Hoon Kim : Citation Profile

21

H index

31

i10 index

1465

Citations

RESEARCH PRODUCTION:

60

Articles

33

Papers

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 66
   Journals where Jae Hoon Kim has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 45 (2.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pki102
   Updated: 2025-05-17    RAS profile: 2021-12-07    
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Relations with other researchers

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:

Staszewska-Bystrova, Anna (34)

Darné, Olivier (31)

Winker, Peter (23)

Urquhart, Andrew (23)

CHARLES, Amelie (20)

Lütkepohl, Helmut (19)

Todea, Alexandru (16)

Noda, Akihiko (15)

Ruiz, Esther (14)

Uddin, Gazi (13)

Shamsuddin, Abul (13)

Cites to:

Kilian, Lutz (54)

Lo, Andrew (30)

Darné, Olivier (27)

MacKinnon, James (26)

Campbell, John (22)

Lobato, Ignacio (22)

Fama, Eugene (20)

Choi, In (20)

Diebold, Francis (20)

Shleifer, Andrei (19)

Andrews, Donald (19)

Main data

Where Jae Hoon Kim has published?

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

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

Recent works citing Jae Hoon Kim (2025 and 2024)

YearTitle of citing document
2024Measuring 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.

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2024Statistical significance revisited. (2024). Grabinski, Michael ; Tormahlen, Maike ; Klinkova, Galiya. In: Papers. RePEc:arx:papers:2104.00262.

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2024On 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.

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2025The 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.

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2024Detecting 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.

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2025Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data. (2025). Ślepaczuk, Robert ; Stefaniuk, Filip. In: Papers. RePEc:arx:papers:2503.18096.

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

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2024Analyzing 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.

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

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

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2024Evolving 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.

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2024Betting 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.

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2024Non-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.

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2024Forecasting 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.

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

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

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

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2024The 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.

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

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2024Adaptive 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.

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2025Subjective 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.

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2024Does 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.

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2024Country-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.

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2025Wavelet 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.

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2024Price 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.

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2024Estimation 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.

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2024Predicting 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.

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2024The 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.

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2024Barriers 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.

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2024Financial 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.

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2025A deep learning test of the martingale difference hypothesis. (2025). Bastos, João. In: Working Papers REM. RePEc:ise:remwps:wp03742025.

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2024Stock 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.

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2024Impact 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.

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2024Measuring 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.

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2025Positive 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.

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2024A 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.

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2024Market 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.

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2025An 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.

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2025Bitcoin 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.

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2024Knowledge 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.

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2024The 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.

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2024Testing 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.

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2024Informational 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.

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2025Industrial robots and workers’ well-being in Europe. (2025). Bellani, Daniela ; Bogusz, Honorata. In: Working Papers. RePEc:war:wpaper:2025-01.

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2024Stock 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.

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2024Does 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.

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2024Can 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.

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2025Taming 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.

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Works by Jae Hoon Kim:

YearTitleTypeCited
2007International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market In: 106th Seminar, October 25-27, 2007, Montpellier, France.
[Full Text][Citation analysis]		paper4
2006Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility In: Economic Research Papers.
[Full Text][Citation analysis]		paper86
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 nother version. Agregated cites: 86		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 nother version. Agregated cites: 86		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]		article13
2021Choosing the Level of Significance: A Decision‐theoretic Approach In: Abacus.
[Full Text][Citation analysis]		article5
2010Short‐Horizon Return Predictability in International Equity Markets In: The Financial Review.
[Full Text][Citation analysis]		article8
2009Short-Horizon Return Predictability in International Equity Markets.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2009Short-Horizon Return Predictability in International Equity Markets.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2019TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article6
2014Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence In: Working Papers.
[Citation analysis]		paper8
2005Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2004International linkage of real interest rates: the case of East Asian countries In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper0
2004Nonlinear Modelling of Purchasing Power Parity in Indonesia In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper1
2004Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper3
2007Half-life estimation based on the bias-corrected bootstrap: A highest density region approach In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article8
2006Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach.(2006) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2007Bootstrap prediction intervals for autoregressive time series In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article20
2011Improved interval estimation of long run response from a dynamic linear model: A highest density region approach In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article5
2010Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2010Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2011Mean-reversion in international real interest rates In: Economic Modelling.
[Full Text][Citation analysis]		article4
2011Trade openness and the informational efficiency of emerging stock markets In: Economic Modelling.
[Full Text][Citation analysis]		article30
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]		article39
2011Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2011) In: Post-Print.
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2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
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2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 39		paper
2011Common stocks as a hedge against inflation: Evidence from century-long US data In: Economics Letters.
[Full Text][Citation analysis]		article23
2015Market sentiment and the Fama–French factor premia In: Economics Letters.
[Full Text][Citation analysis]		article2
2006Wild bootstrapping variance ratio tests In: Economics Letters.
[Full Text][Citation analysis]		article93
2008Are Asian stock markets efficient? Evidence from new multiple variance ratio tests In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article125
2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article147
2015Significance testing in empirical finance: A critical review and assessment In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article27
2019Can energy prices predict stock returns? An extreme bounds analysis In: Energy Economics.
[Full Text][Citation analysis]		article18
2008Financial crisis and stock market efficiency: Empirical evidence from Asian countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article116
2015Will precious metals shine? A market efficiency perspective In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article32
2015Will precious metals shine ? A market efficiency perspective.(2015) In: Post-Print.
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This paper has nother version. Agregated cites: 32		paper
2017Stock returns and investors mood: Good day sunshine or spurious correlation? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article11
2016Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?.(2016) In: MPRA Paper.
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2017International stock return predictability: Evidence from new statistical tests In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2017International Stock Return Predictability: Evidence from New Statistical Tests.(2017) In: Post-Print.
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This paper has nother 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]		article78
2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices In: International Economics.
[Full Text][Citation analysis]		article13
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 nother version. Agregated cites: 13		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]		article16
1999Asymptotic and bootstrap prediction regions for vector autoregression In: International Journal of Forecasting.
[Full Text][Citation analysis]		article33
2003Forecasting autoregressive time series with bias-corrected parameter estimators In: International Journal of Forecasting.
[Full Text][Citation analysis]		article26
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.
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2009Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother 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]		article55
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 nother version. Agregated cites: 55		paper
2010Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 55		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]		article105
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.
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This paper has nother 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]		article6
2019Interval-Based Hypothesis Testing and Its Applications to Economics and Finance In: Econometrics.
[Full Text][Citation analysis]		article4
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]		paper4
2016Stock exchange mergers and market efficiency.(2016) In: Applied Economics.
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