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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

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

Short-horizon return predictability in international equity markets

Shamsuddin, Abul; Kim, Jae H. - In: The financial review : the official publication of the … 45 (2010) 2, pp. 469-484

Persistent link: https://www.econbiz.de/10003974107

Short-horizon return predictability in international equity markets

Shamsuddin, Abul; Kim, Jae H. - 2009

Persistent link: https://www.econbiz.de/10009579720

International cross-listings by Australian firms : a stochastic dominance analysis of equity returns

Ahmed, Kamran; Kim, Jae H.; Henry, Darren - In: Journal of multinational financial management 16 (2006) 5, pp. 494-508

Persistent link: https://www.econbiz.de/10003392713

Market sentiment and the Fama-French factor premia

Shamsuddin, Abdul; Kim, Jae H. - In: Economics letters 136 (2015), pp. 129-132

Persistent link: https://www.econbiz.de/10011435995

Will precious metals shine? : a market efficiency perspective

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International review of financial analysis 41 (2015), pp. 284-291

Persistent link: https://www.econbiz.de/10011508971

International stock return predictability : evidence from new statistical tests

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International review of financial analysis 54 (2017), pp. 97-113

Persistent link: https://www.econbiz.de/10011878164

Adaptive markets hypothesis for Islamic stock indices : evidence from Dow Jones size and sector-indices

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International economics : a journal published by CEPII … 151 (2017), pp. 100-112

Persistent link: https://www.econbiz.de/10011793836

International Stock Return Predictability : Evidence from New Statistical Tests

Charles, Amélie - 2015

We investigate whether stock returns of international markets are predictable from a range of fundamentals including key financial ratios (dividend-price ratio, dividend-yield, earnings-price ratio, dividend-payout ratio), technical indicators (price pressure, change in volume), and short-term...

Persistent link: https://www.econbiz.de/10013025410