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Jae Hoon Kim
Jae Hoon Kim
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Stock return predictability and the adaptive markets hypothesis: Evidence from century-long US data
JH Kim, A Shamsuddin, KP Lim
Journal of Empirical Finance 18 (5), 868-879, 2011
4882011
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests
JH Kim, A Shamsuddin
Journal of Empirical Finance 15 (3), 518-532, 2008
4492008
Financial crisis and stock market efficiency: Empirical evidence from Asian countries
KP Lim, RD Brooks, JH Kim
International review of financial analysis 17 (3), 571-591, 2008
3462008
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
HAAB Hoque, JH Kim, CS Pyun
International Review of Economics & Finance 16 (4), 488-502, 2007
3272007
Wild bootstrapping variance ratio tests
JH Kim
Economics Letters 92 (1), 38-43, 2006
2942006
Automatic variance ratio test under conditional heteroskedasticity
JH Kim
Finance Research Letters 6 (3), 179-185, 2009
2182009
Choosing the level of significance: a decision-theoretic approach
JH Kim, I Choi
Abacus: a Journal of Accounting, Finance and Business Studies 57 (1), 27-71, 2021
203*2021
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
MP Clements, AB Galvão, JH Kim
Journal of Empirical Finance 15 (4), 729-750, 2008
1682008
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests
KP Lim, W Luo, JH Kim
Applied Economics 45 (8), 953-962, 2013
1612013
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
A Charles, O Darné, JH Kim
Journal of International Money and Finance 31 (6), 1607-1626, 2012
1582012
Confidence intervals for tourism demand elasticity
H Song, JH Kim, S Yang
Annals of Tourism research 37 (2), 377-396, 2010
1432010
Small sample properties of alternative tests for martingale difference hypothesis
A Charles, O Darné, JH Kim
Economics Letters 110 (2), 151-154, 2011
1292011
Forecasting international tourist flows to Australia: a comparison between the direct and indirect methods
JH Kim, IA Moosa
Tourism Management 26 (1), 69-78, 2005
1112005
Significance Testing in Empirical Finance: A Critical Review and Assessment
JH Kim, PI Ji
Journal of Empirical Finance 34, 1-14, 2015
1022015
Will precious metals shine? A market efficiency perspective
A Charles, O Darné, JH Kim
International Review of Financial Analysis 41, 284-291, 2015
952015
Integration and interdependence of stock and foreign exchange markets: an Australian perspective
AFM Shamsuddin, JH Kim
Journal of International Financial Markets, Institutions and Money 13 (3 …, 2003
922003
Forecasting monthly tourist departures from Australia
JH Kim
Tourism Economics 5 (3), 277-291, 1999
861999
Forecasting autoregressive time series with bias-corrected parameter estimators
JH Kim
International Journal of Forecasting 19 (3), 493-502, 2003
852003
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies
K Balcombe, I Fraser, JH Kim
Applied Economics 38 (19), 2221-2236, 2006
802006
Seasonal behaviour of monthly international tourist flows: specification and implications for forecasting models
JH Kim, I Moosa
Tourism Economics 7 (4), 381-396, 2001
792001
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