Jae H. Kim

Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data

Jae H. Kim, Abul Shamsuddin, Kian‐Ping Lim · Journal of Empirical Finance · 2011 · 345 citations

Empirical Finance, Economics, Financial Economics +10

Are Asian stock markets efficient? Evidence from new multiple variance ratio tests

Jae H. Kim, Abul Shamsuddin · Journal of Empirical Finance · 2007 · 310 citations

Empirical Finance, Economics, Volatility Modeling +8

Wild bootstrapping variance ratio tests

Jae H. Kim · Economics Letters · 2006 · 213 citations

Bootstrap Resampling, Engineering, Statistical Foundation +4

Automatic variance ratio test under conditional heteroskedasticity

Jae H. Kim · Finance research letters · 2009 · 180 citations

Volatility Modeling, Asset Pricing, Business +5

Quantile forecasts of daily exchange rate returns from forecasts of realized volatility

Michael P. Clements, Ana Beatriz Galvão, Jae H. Kim · Journal of Empirical Finance · 2007 · 133 citations

Forecasting Methodology, Volatility Modeling, Multivariate Stochastic Volatility +12