Jae (Paul) Kim is a Professor of Finance in the Department of Finance at La Trobe University. He has published widely in the areas of empirical finance, econometrics, and time series forecasting. His current research areas in finance include return predictability, testing for market efficiency, and methodological issues in statistical inference.

He is an author of four software packages written in R: two for time series analysis and forecasting and the other two testing for asset market efficiency and return predictability.

The wild bootstrap variance ratio test he has proposed is available in Eviews, accessible to a mass of students and researchers around the world.

After completing his PhD at the University of Sydney in 1997, he has worked at James Cook University, La Trobe University, and Monash University, before returning to La Trobe in June 2009.

His recent papers are discussed in an article written by an industry commentator with a title "The trend that is ruining finance research": https://www.advisorperspectives.com/articles/2017/09/04/the-trend-that-is-ruining-finance-research?channel=Financial%20Planning

For published papers and citations, see Google Scholar profile.
For working papers, see SSRN profile.