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 11 393
An Integrated Risk Measure with Application to UK Asset Allocation 0 0 0 0 1 4 6 514
Asset Allocatorsí Attitude Towards Real Estate and Alternative Investment Classes 0 0 1 10 2 3 5 30
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 0 0 0 25 0 5 7 68
How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations 0 0 0 272 1 3 6 641
Implied Volatility Forecasting: A Comparison of Different Procedures 0 0 0 0 0 4 8 1,500
Liquidity Risk and Real Estate: A Quantitative Approach to Assessing Risk 0 0 1 31 0 1 2 69
Market Risk and the Concept of Fundamental Volatility 0 0 0 0 1 8 13 1,136
Market Stress and Herding 0 0 0 477 3 8 19 1,367
Modelling Emerging Market Risk Premia using Higher Moments 0 0 0 0 0 4 9 1,958
Performance Measurement with Loss Aversion 0 0 0 172 0 7 11 610
Searching the Factor Zoo 0 0 0 17 4 15 22 155
Smoothing, Non-synchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price 1 1 1 1 3 6 7 18
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 128 0 0 5 268
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 1 1 1 80 2 4 5 320
Will Private Equity and Hedge Funds Replace Real Estate in Mixed-Asset Portfolios? 0 0 1 18 4 6 7 64
Total Working Papers 2 2 5 1,356 21 80 143 9,111
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 3 5 106
A Measure of Fundamental Volatility in the Commercial Property Market 0 0 1 71 3 9 11 255
A behavioral explanation of the value anomaly based on time-varying return reversals 0 0 0 54 2 7 10 243
Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects 0 0 1 110 1 9 12 327
Calculating the misspecification in beta from using a proxy for the market portfolio 0 0 0 124 1 9 14 767
Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns 0 0 0 24 0 3 9 86
Does downside beta matter in asset pricing? 0 1 2 117 2 7 9 321
Does illiquidity matter in residential properties? 0 0 0 2 3 10 11 24
Exponential risk measure with application to UK asset allocation 0 0 0 72 1 4 5 368
Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions 0 1 1 84 0 7 9 369
GARCH model with cross-sectional volatility: GARCHX models 0 0 1 256 2 14 20 771
How loss averse are investors in financial markets? 0 2 9 84 0 8 26 306
Loss aversion around the world: Empirical evidence from pension funds 0 0 3 15 0 10 19 95
Market overreaction and investment strategies 0 0 1 12 2 4 7 77
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 2 5 8 529
Market stress and herding 1 2 3 611 4 16 46 1,519
Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market 0 0 0 67 1 2 5 452
Modelling Emerging Market Risk Premia Using Higher Moments 0 0 0 522 0 3 7 1,170
Small sample properties of GARCH estimates and persistence 1 3 5 318 1 14 29 1,163
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits 0 0 3 76 2 16 21 224
THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES 0 0 0 5 1 3 6 51
Testing linear factor models on individual stocks using the average F -test 0 0 0 3 1 8 8 42
The Dynamics of Appraisal Smoothing 0 1 3 11 1 7 18 80
The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate 0 0 0 35 3 8 12 124
The disappearance of momentum 0 0 1 23 1 5 11 87
The disappearance of style in the US equity market 0 0 0 18 1 4 6 80
Using Bayesian variable selection methods to choose style factors in global stock return models 1 1 1 34 1 5 5 194
Valuing information using utility functions: how much should we pay for linear factor models? 0 0 0 80 4 12 12 416
Total Journal Articles 3 11 35 3,029 40 212 361 10,246

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Statistics updated 2026-03-04