Access Statistics for Soosung Hwang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle? 0 0 0 125 1 1 3 383
An Integrated Risk Measure with Application to UK Asset Allocation 0 0 0 0 0 0 0 508
Asset Allocatorsí Attitude Towards Real Estate and Alternative Investment Classes 0 0 1 9 0 1 3 25
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 0 0 0 25 0 0 4 61
How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations 0 0 0 272 0 1 2 635
Implied Volatility Forecasting: A Comparison of Different Procedures 0 0 0 0 0 2 3 1,492
Liquidity Risk and Real Estate: A Quantitative Approach to Assessing Risk 0 0 0 30 0 0 1 67
Market Risk and the Concept of Fundamental Volatility 0 0 0 0 0 1 2 1,123
Market Stress and Herding 0 0 1 477 1 1 8 1,349
Modelling Emerging Market Risk Premia using Higher Moments 0 0 0 0 0 1 1 1,949
Performance Measurement with Loss Aversion 0 0 0 172 0 1 2 600
Searching the Factor Zoo 0 0 2 17 0 3 11 134
Small Sample Properties of GARCH Estimates and Persistence 0 0 1 354 0 0 3 712
Smoothing, Non-synchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price 0 0 0 0 0 0 0 11
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 128 0 1 3 264
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 79 0 0 1 315
Will Private Equity and Hedge Funds Replace Real Estate in Mixed-Asset Portfolios? 0 1 3 17 0 1 4 57
Total Working Papers 0 1 8 1,705 2 14 51 9,685

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'Irrational exuberance' in the long-run UK stock market 0 0 0 19 0 0 9 101
A Measure of Fundamental Volatility in the Commercial Property Market 0 0 0 70 0 0 1 244
A behavioral explanation of the value anomaly based on time-varying return reversals 0 1 1 54 0 1 5 233
Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects 0 0 1 109 0 0 2 315
Calculating the misspecification in beta from using a proxy for the market portfolio 0 0 0 124 1 1 1 754
Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns 0 0 0 24 0 0 0 77
Does downside beta matter in asset pricing? 0 0 2 115 0 0 4 312
Does illiquidity matter in residential properties? 0 0 0 2 0 0 1 13
Exponential risk measure with application to UK asset allocation 0 0 0 72 0 1 2 364
Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions 0 1 4 83 0 1 14 360
GARCH model with cross-sectional volatility: GARCHX models 0 0 0 255 0 0 0 751
How loss averse are investors in financial markets? 0 1 11 76 1 8 28 284
Loss aversion around the world: Empirical evidence from pension funds 0 0 3 12 0 1 9 76
Market overreaction and investment strategies 0 0 1 11 0 0 3 70
Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets 0 0 1 182 0 1 3 522
Market stress and herding 0 0 3 608 2 3 19 1,476
Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market 0 0 0 67 0 0 2 447
Modelling Emerging Market Risk Premia Using Higher Moments 0 0 0 522 0 1 5 1,163
Small sample properties of GARCH estimates and persistence 0 0 1 313 2 4 16 1,137
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits 0 0 0 73 0 0 4 203
THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES 0 0 0 5 0 0 0 45
Testing linear factor models on individual stocks using the average F -test 0 0 1 3 0 1 2 34
The Dynamics of Appraisal Smoothing 1 1 1 9 1 3 4 64
The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate 0 0 0 35 0 0 0 112
The disappearance of momentum 1 1 2 23 3 3 8 79
The disappearance of style in the US equity market 0 0 0 18 0 1 1 74
Using Bayesian variable selection methods to choose style factors in global stock return models 0 0 0 33 0 0 2 189
Valuing information using utility functions: how much should we pay for linear factor models? 0 0 0 80 0 0 1 404
Total Journal Articles 2 5 32 2,997 10 30 146 9,903

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Statistics updated 2025-05-12