Jae Hoon Kim

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

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	0.00	0.00	0.00	-
Last 10 Years	1.35	0.00	1.26	2.61	52%
All Time	1.35	7.74	9.84	18.92	93%

Publication Statistics

Raw Publications 25

Coauthorship-Adjusted Count 28.09

Publications (25)

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
2015	Significance testing in empirical finance: A critical review and assessment	Journal of Empirical Finance	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
2011	Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data	Journal of Empirical Finance	C	3
2008	Quantile forecasts of daily exchange rate returns from forecasts of realized volatility	Journal of Empirical Finance	C	3
2008	Are Asian stock markets efficient? Evidence from new multiple variance ratio tests	Journal of Empirical Finance	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