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Jae Hoon Kim

Global rank #6082 93%

Institution: Unknown

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://scholar.google.com/citations?user=zEs_RAgAAAAJ&hl=en

First Publication: 1999

Most Recent: 2019

RePEc ID: pki102 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.67 0.00 0.00 2.60
All Time 0.00 0.67 7.71 0.00 17.18

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 24.74

Publications (21)

Year Article Journal Tier Authors
2019 TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS Journal of Economic Surveys C 1
2019 Can energy prices predict stock returns? An extreme bounds analysis Energy Economics A 3
2016 Stock exchange mergers and market efficiency Applied Economics C 4
2015 Market sentiment and the Fama–French factor premia Economics Letters C 2
2014 Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative Economic Modeling C 1
2013 Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests Applied Economics C 3
2012 Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates Journal of International Money and Finance B 3
2012 Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests Applied Economics C 2
2012 ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia Economic Modeling C 3
2011 Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals International Journal of Forecasting B 4
2011 Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals International Journal of Forecasting B 4
2011 Small sample properties of alternative tests for martingale difference hypothesis Economics Letters C 3
2011 Mean-reversion in international real interest rates Economic Modeling C 2
2011 Trade openness and the informational efficiency of emerging stock markets Economic Modeling C 2
2011 Common stocks as a hedge against inflation: Evidence from century-long US data Economics Letters C 2
2006 Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies Applied Economics C 3
2006 Wild bootstrapping variance ratio tests Economics Letters C 1
2005 Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach Applied Economics C 1
2004 Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators International Journal of Forecasting B 1
2003 Forecasting autoregressive time series with bias-corrected parameter estimators International Journal of Forecasting B 1
1999 Asymptotic and bootstrap prediction regions for vector autoregression International Journal of Forecasting B 1