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Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data
Kim, Jae H.; Shamsuddin, Abul; Lim, Kian-Ping - In: Journal of empirical finance 18 (2011) 5, pp. 868-880
Persistent link: https://www.econbiz.de/10009801736
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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
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Are Asian stock markets efficient? : evidence from new multiple variance ratio tests
Kim, Jae H.; Shamsuddin, Abul - In: Journal of empirical finance 15 (2008) 3, pp. 518-532
Persistent link: https://www.econbiz.de/10003759569
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Predictive regression : an improved augmented regression method
Kim, Jae H. - In: Journal of empirical finance 26 (2014), pp. 13-25
Persistent link: https://www.econbiz.de/10010472013
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Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
Clements, Michael P.; Galvão, Ana Beatriz; Kim, Jae H. - In: Journal of empirical finance 15 (2008) 4, pp. 729-750
Persistent link: https://www.econbiz.de/10008075046
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Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
Clements, Michael P.; Galvão, Ana Beatriz; Kim, Jae H. - In: Journal of empirical finance 15 (2008) 4, pp. 729-751
Persistent link: https://www.econbiz.de/10008880799
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Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
Clements, Michael P.; Galvão, Ana Beatriz C.; Kim, Jae H. - In: Journal of empirical finance 15 (2008) 4, pp. 729-750
Persistent link: https://www.econbiz.de/10003759766
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Significance testing in empirical finance : a critical review and assessment
Kim, Jae H.; Ji, Philip Inyeob - In: Journal of empirical finance 34 (2015), pp. 1-14
Persistent link: https://www.econbiz.de/10011556971