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Elucidating directed statistical dependencies : investigating global financial market indices' influence on korean short selling activities

Choi, Insu; Lee, Myounggu; Kim, Hyejin; Kim, Woo Chang - In: Pacific-Basin finance journal 79 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014463192

Common stocks as a hedge against inflation : evidence from century-long US data

Kim, Jae H.; Ryoo, Heajin H. - In: Economics letters 113 (2011) 2, pp. 168-171

Persistent link: https://www.econbiz.de/10009375564

ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia

Rushdi, Mustabshira; Kim, Jae H.; Silvapulle, Paramsothy - In: Economic modelling 29 (2012) 3, pp. 535-543

Persistent link: https://www.econbiz.de/10009544884

Stock return predictability and the adaptive markets hypothesis : evidence from century-long US data

Kim, Jae H.; Shamsuddin, Abul; Lim, Kian-Ping - In: Journal of empirical finance 18 (2011) 5, pp. 868-879

Persistent link: https://www.econbiz.de/10009492527

Stock exchange mergers and market efficiency

Charles, Amélie; Darné, Olivier; Kim, Jae H.; Redor, … - In: Applied economics 48 (2016) 7/9, pp. 576-589

Persistent link: https://www.econbiz.de/10011412959

Stock return predictability : evaluation based on interval forecasts

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Bulletin of economic research 74 (2022) 2, pp. 363-385

Persistent link: https://www.econbiz.de/10013188680

Stock returns and investors' mood : good day sunshine or spurious correlation?

Kim, Jae H. - In: International review of financial analysis 52 (2017), pp. 94-103

Persistent link: https://www.econbiz.de/10011868713

Can energy prices predict stock returns? : an extreme bounds analysis

Kim, Jae H.; Rahman, Md Lutfur; Shamsuddin, Abul - In: Energy economics 81 (2019), pp. 822-834

Persistent link: https://www.econbiz.de/10012172994

Estimating systematic and partial exchange rate exposures : the case of Japanese firms

Kim, Jae H.; Kitamura, Yoshihiro - In: International journal of empirical economics 1 (2022) 1, pp. 1-31

We decompose exchange rate exposure into systematic and partial parts. The former is the product of the exposure of the market portfolio and a firm’s market beta, reflecting the risk of the exchange rate to a macroeconomy. The latter is the residual one that most previous studies have...

Persistent link: https://www.econbiz.de/10014331047

Stock market anomalies : An extreme bounds analysis

Kim, Jae H.; Shamsuddin, Abul - In: International review of financial analysis 90 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014469983