Jae Hoon Kim

Names

Contact

Affiliations

• La Trobe University → La Trobe Business School → Department of Economics and Finance
  • website
  • location: Bundoora, Australia

Research profile

author of:

• Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test
  by Jae H. Kim
• International linkage of real interest rates: the case of East Asian countries
  by Jae H. Kim & Philip I. Ji
• Asymptotic and bootstrap prediction regions for vector autoregression
  by Kim, Jae H.
• The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors
  by Jae Kim & Mahbuba Yeasmin
• Nonlinear Modelling of Purchasing Power Parity in Indonesia
  by Param Silvapulle & Titi Kanti Lestari & Jae Kim
• Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach
  by Jae Kim
• Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order.
  by Kim, Jae H.
• Integration and interdependence of stock and foreign exchange markets: an Australian perspective
  by Shamsuddin, Abul F. M. & Kim, Jae H.
• Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators
  by Kim, Jae H.
• Bias-corrected bootstrap prediction regions for vector autoregression
  by Jae H. Kim
• Forecasting autoregressive time series with bias-corrected parameter estimators
  by Kim, Jae H.
• Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models.
  by Kim, Jae H.
• Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects
  by Jae H. Kim & Hristos Doucouliagos
• Real Interest Rate Linkages in the Pacific Basin Region
  by Philip Inyeob Ji & Jae H. Kim
• Wild bootstrapping variance ratio tests
  by Kim, Jae H.
• Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach
  by Jae Kim & Param Silvapulle & Rob J. Hyndman
• International cross-listings by Australian firms: A stochastic dominance analysis of equity returns
  by Ahmed, Kamran & Kim, Jae H. & Henry, Darren
• Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility
  by Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H.
• Half-life estimation based on the bias-corrected bootstrap: A highest density region approach
  by Kim, Jae H. & Silvapulle, Param & Hyndman, Rob J.
• Bootstrap prediction intervals for autoregressive time series
  by Clements, Michael P. & Kim, Jae H.
• Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market
  by MoonJoong Tcha & Jae H. Kim
• A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
  by Hoque, Hafiz A. A. B. & Kim, Jae H. & Pyun, Chong Soo
• Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
  by Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H.
• Are Asian stock markets efficient? Evidence from new multiple variance ratio tests
  by Kim, Jae H. & Shamsuddin, Abul
• International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market
  by Jayasuriya, Sisira & Kim, Jae H. & Kumar, Parmod
• Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals
  by Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu
• Automatic variance ratio test under conditional heteroskedasticity
  by Kim, Jae H.
• Real interest rate linkages in the Pacific-Basin region
  by Ji, Philip Inyeob & Kim, Jae H.
• Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates
  by Amélie Charles & Olivier Darné & Jae H. Kim
• Small sample properties of alternative tests for martingale difference hypothesis
  by Charles, Amélie & Darné, Olivier & Kim, Jae H.
• Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis
  by Amélie Charles & Olivier Darné & Jae H. Kim
• Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach
  by Jae H. Kim & Iain Fraser & Rob J. Hyndman
• Short-Horizon Return Predictability in International Equity Markets
  by Abul Shamsuddin & Jae H. Kim
• Financial crisis and stock market efficiency: Empirical evidence from Asian countries
  by Lim, Kian-Ping & Brooks, Robert D. & Kim, Jae H.
• Improved interval estimation of long run response from a dynamic linear model: A highest density region approach
  by Kim, Jae H. & Fraser, Iain & Hyndman, Rob J.
• Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals
  by Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen
• Forecasting the Velocity of Circulation in the Japanese Economy
  by Moosa, Imad A. & Kim, Jae H.
• Mean-reversion in international real interest rates
  by Kim, Jae H. & Ji, Philip Inyeob
• Trade openness and the informational efficiency of emerging stock markets
  by Lim, Kian-Ping & Kim, Jae H.
• Estimation and inference in sur models when the number of equations is large
  by Denzil Fiebig & Jae Kim
• Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies
  by Kelvin Balcombe & Iain Fraser & Jae Kim
• Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom
  by Imad Moosa & Jae Kim
• Short-Horizon Return Predictability in International Equity Markets
  by Abul Shamsuddin & Jae H. Kim
• Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis
  by Amélie Charles & Olivier Darné & Jae H. Kim
• Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach
  by Jae H. Kim & Iain Fraser & Rob J. Hyndman
• Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests
  by Jasim Al-Ajmi & J. H. Kim
• Common stocks as a hedge against inflation: Evidence from century-long US data
  by Kim, Jae H. & Ryoo, Heajin H.
• Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data
  by Kim, Jae H. & Shamsuddin, Abul & Lim, Kian-Ping
• Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests
  by Kian-Ping Lim & Weiwei Luo & Jae H. Kim
• ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia
  by Rushdi, Mustabshira & Kim, Jae H. & Silvapulle, Param
• Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals
  by Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen
• Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
  by Charles, Amélie & Darné, Olivier & Kim, Jae H.
• Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors
  by Jae Kim
• Stock Exchange Mergers and Market Efficiency
  by Amélie Charles & Olivier Darné & Jae H. Kim & Etienne Redor
• Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval
  by Nath, H. (Mindi) B. & Kim, Jae H. & Brooks, Robert D.
• Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies
  by Guneratne B. Wickremasinghe & Jae H. Kim
• Precious metals shine? A market efficiency perspective
  by Amélie Charles & Olivier Darné & Jae H. Kim
• Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative
  by Kim, Jae H.
• Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence
  by Kim, Jae & Doucouliagos, Hristos & Stanley, T. D.
• Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
  by Amélie Charles & Olivier Darné & Jae H. Kim
• Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis
  by Amélie Charles & Olivier Darné & Jae Kim
• How to Choose the Level of Significance: A Pedagogical Note
  by Kim, Jae
• Significance testing in empirical finance: A critical review and assessment
  by Kim, Jae H. & Ji, Philip Inyeob
• Stock Exchange Mergers and Market
  by Amélie Charles & Olivier Darné & Jae H. Kim & Etienne Redor
• Will precious metals shine? A market efficiency perspective
  by Charles, Amélie & Darné, Olivier & Kim, Jae H.
• Will precious metals shine ? A market efficiency perspective
  by Amélie Charles & Olivier Darné & Jae H. Kim
• Market sentiment and the Fama–French factor premia
  by Shamsuddin, Abul & Kim, Jae H.
• Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement
  by Kim, Jae & Choi, In
• Stock Return Predictability: Evaluation based on Prediction Intervals
  by Charles, Amelie & Darne, Olivier & Kim, Jae
• A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests
  by Jae H. Kim & Abul Shamsuddin
• Stock Return Predictability: Evaluation based on prediction intervals
  by Amélie Charles & Olivier Darné & Jae H. Kim
• Stock exchange mergers and market efficiency
  by Am鬩e Charles & Olivier Darn頍 & Jae H. Kim & Etienne Redor
• Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?
  by Kim, Jae
• Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices
  by Amélie Charles & Olivier Darné & Jae Kim
• Stock returns and investors' mood: Good day sunshine or spurious correlation?
  by Kim, Jae H.
• International stock return predictability: Evidence from new statistical tests
  by Charles, Amélie & Darné, Olivier & Kim, Jae H.
• Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices
  by Charles, Amélie & Darné, Olivier & Kim, Jae H.
• Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices
  by Amélie Charles & Olivier Darné & Jae Kim
• International Stock Return Predictability: Evidence from New Statistical Tests
  by Amélie Charles & Olivier Darné & Jae Kim
• Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels
  by Jae H. Kim & In Choi
• Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility
  by Clements, Michael P. & Galvao, Ana Beatriz & Kim, Jae H.
• Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence
  by Jae H. Kim & Kamran Ahmed & Philip Inyeob Ji
• TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS
  by Jae H. Kim
• Interval-Based Hypothesis Testing and Its Applications to Economics and Finance
  by Jae H. Kim & Andrew P. Robinson
• Can energy prices predict stock returns? An extreme bounds analysis
  by Kim, Jae H. & Rahman, Md Lutfur & Shamsuddin, Abul
• Short‐Horizon Return Predictability in International Equity Markets
  by Abul Shamsuddin & Jae H. Kim
• A bootstrap test for predictability of asset returns
  by Kim, Jae H. & Shamsuddin, Abul
• Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models
  by Jae H. Kim & Imad Moosa
• Forecasting Monthly Tourist Departures from Australia
  by Jae H. Kim
• Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities
  by Jae H. Kim & Monique T. Ngo
• Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig
  by Jae H. Kim
• Towards a New Paradigm for Statistical Evidence in the Use of p -Value
  by Muhammad Ishaq Bhatti & Jae H. Kim