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 | 488 | 2011 |
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 | 449 | 2008 |
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 | 346 | 2008 |
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 | 327 | 2007 |
Wild bootstrapping variance ratio tests JH Kim Economics Letters 92 (1), 38-43, 2006 | 294 | 2006 |
Automatic variance ratio test under conditional heteroskedasticity JH Kim Finance Research Letters 6 (3), 179-185, 2009 | 218 | 2009 |
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 | 168 | 2008 |
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 | 161 | 2013 |
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 | 158 | 2012 |
Confidence intervals for tourism demand elasticity H Song, JH Kim, S Yang Annals of Tourism research 37 (2), 377-396, 2010 | 143 | 2010 |
Small sample properties of alternative tests for martingale difference hypothesis A Charles, O Darné, JH Kim Economics Letters 110 (2), 151-154, 2011 | 129 | 2011 |
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 | 111 | 2005 |
Significance Testing in Empirical Finance: A Critical Review and Assessment JH Kim, PI Ji Journal of Empirical Finance 34, 1-14, 2015 | 102 | 2015 |
Will precious metals shine? A market efficiency perspective A Charles, O Darné, JH Kim International Review of Financial Analysis 41, 284-291, 2015 | 95 | 2015 |
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 | 92 | 2003 |
Forecasting monthly tourist departures from Australia JH Kim Tourism Economics 5 (3), 277-291, 1999 | 86 | 1999 |
Forecasting autoregressive time series with bias-corrected parameter estimators JH Kim International Journal of Forecasting 19 (3), 493-502, 2003 | 85 | 2003 |
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies K Balcombe, I Fraser, JH Kim Applied Economics 38 (19), 2221-2236, 2006 | 80 | 2006 |
Seasonal behaviour of monthly international tourist flows: specification and implications for forecasting models JH Kim, I Moosa Tourism Economics 7 (4), 381-396, 2001 | 79 | 2001 |