Philip Ji

Monash University - Department of Accounting

Building 11E

Clayton, Victoria 3800

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

4

DOWNLOADS

695

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Significance Testing in Empirical Finance: A Critical Review and Assessment

Journal of Empirical Finance,34, 1-14., FIRN Research Paper
Number of pages: 38 Posted: 18 Mar 2014 Last Revised: 29 Jan 2017
Jae H. Kim and Philip Ji
La Trobe University - School of Economics and Finance and Monash University - Department of Accounting
Downloads 280 (111,273)
Citation 1

Abstract:

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Level of significance, Lindley paradox, Massive sample size, Meehl’s conjecture, Publication bias, Spurious statistical significance

Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence

9th Conference on Financial Markets and Corporate Governance (FMCG) 2018
Number of pages: 33 Posted: 08 Sep 2017 Last Revised: 10 Apr 2018
Jae H. Kim, Philip Ji and Kamran Ahmed
La Trobe University - School of Economics and Finance, Monash University - Department of Accounting and La Trobe University - School of Accounting
Downloads 175 (175,569)

Abstract:

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Bayesian inference, Research credibility, Sample size, Statistical significance, Statistical power

3.

The Impact of Subprime Mortgage Crisis on Cross-Currency Linkage of LIBOR-OIS Spreads

22nd Australasian Finance and Banking Conference 2009
Number of pages: 42 Posted: 27 Aug 2009 Last Revised: 25 Apr 2011
Philip Ji and Francis Haeuck In
Monash University - Department of Accounting and Monash University - Department of Accounting
Downloads 150 (200,080)

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Subprime mortgage crisis, LIBOR-OIS spreads, Vector autoregressive model, Cointegration, Vector error correction

4.

Real Interest Rate Linkages in the Pacific Basin Region

Number of pages: 31 Posted: 31 Aug 2005
Jae H. Kim and Philip Ji
La Trobe University - School of Economics and Finance and Monash University - Department of Accounting
Downloads 90 (290,496)

Abstract:

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Asian financial crisis, Bias-correction, Bootstrapping, Capital market Integration, Half-life, Impulse response analysis, Vector autoregression