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 0 2 12 395
An Integrated Risk Measure with Application to UK Asset Allocation 0 0 0 0 0 4 10 518
Asset Allocatorsí Attitude Towards Real Estate and Alternative Investment Classes 0 0 0 10 0 5 9 35
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 0 0 0 25 0 2 9 70
How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations 0 0 0 272 0 4 10 645
Implied Volatility Forecasting: A Comparison of Different Procedures 0 0 0 0 0 4 12 1,504
Liquidity Risk and Real Estate: A Quantitative Approach to Assessing Risk 0 1 2 32 0 3 5 72
Market Risk and the Concept of Fundamental Volatility 0 0 0 0 0 4 17 1,140
Market Stress and Herding 0 0 0 477 1 7 24 1,374
Modelling Emerging Market Risk Premia using Higher Moments 0 0 0 0 0 1 9 1,959
Performance Measurement with Loss Aversion 0 0 0 172 0 2 11 612
Searching the Factor Zoo 1 2 2 19 2 5 24 160
Smoothing, Non-synchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price 0 0 1 1 1 4 11 22
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 128 0 0 4 268
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 1 80 0 1 6 321
Will Private Equity and Hedge Funds Replace Real Estate in Mixed-Asset Portfolios? 0 0 0 18 0 2 8 66
Total Working Papers 1 3 6 1,359 4 50 181 9,161
1 registered items for which data could not be found

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 6 11 112
A Measure of Fundamental Volatility in the Commercial Property Market 0 0 0 71 2 5 15 260
A behavioral explanation of the value anomaly based on time-varying return reversals 0 0 0 54 3 5 15 248
Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects 0 0 1 110 1 3 15 330
Calculating the misspecification in beta from using a proxy for the market portfolio 0 0 0 124 1 5 17 772
Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns 1 2 2 26 2 6 15 92
Does downside beta matter in asset pricing? 0 0 2 117 1 2 11 323
Does illiquidity matter in residential properties? 0 0 0 2 0 1 12 25
Exponential risk measure with application to UK asset allocation 0 0 0 72 0 2 6 370
Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions 0 0 1 84 1 8 17 377
GARCH model with cross-sectional volatility: GARCHX models 0 1 2 257 2 7 26 778
How loss averse are investors in financial markets? 0 0 6 84 0 9 29 315
Loss aversion around the world: Empirical evidence from pension funds 0 0 3 15 1 6 25 101
Market overreaction and investment strategies 0 0 0 12 1 5 10 82
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 0 182 0 3 10 532
Market stress and herding 0 0 3 611 1 5 48 1,524
Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market 0 0 0 67 0 5 10 457
Modelling Emerging Market Risk Premia Using Higher Moments 0 0 0 522 0 2 9 1,172
Small sample properties of GARCH estimates and persistence 0 1 6 319 1 13 38 1,176
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits 0 0 3 76 1 3 24 227
THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES 0 0 0 5 0 1 7 52
Testing linear factor models on individual stocks using the average F -test 0 0 0 3 0 1 9 43
The Dynamics of Appraisal Smoothing 0 1 3 12 0 6 22 86
The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate 0 0 0 35 0 2 13 126
The disappearance of momentum 0 0 0 23 0 8 16 95
The disappearance of style in the US equity market 0 0 0 18 0 4 10 84
Using Bayesian variable selection methods to choose style factors in global stock return models 0 0 1 34 1 5 10 199
Valuing information using utility functions: how much should we pay for linear factor models? 0 0 0 80 0 3 15 419
Total Journal Articles 1 5 33 3,034 19 131 465 10,377

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Statistics updated 2026-06-04