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
A New Measure of Herding and Empirical Evidence 1 1 7 82 1 6 20 225
An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle? 0 1 2 119 0 1 3 357
An Analysis of Performance Measures Using Copulae 0 0 0 13 0 2 4 60
An Asymptotics of Stationary and Nonstationary AR(1) Processes with Multiple Structural Breaks in Mean 0 0 0 15 0 1 2 81
An Integrated Risk Measure with Application to UK Asset Allocation 0 0 0 0 0 0 1 505
Asset Allocatorsí Attitude Towards Real Estate and Alternative Investment Classes 0 0 2 5 0 1 4 14
Calculating the Miss-specification in Beta from Using a Proxy for the Market Portfolio 0 1 1 15 0 5 8 76
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 0 1 7 8 1 2 10 16
Forecasting Volatility using LINEX Loss Functions 0 0 1 43 2 3 7 138
GARCH Model with Cross-sectional Volatility; GARCHX Models 0 0 4 100 1 4 19 269
How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations 0 0 1 270 0 0 4 619
Implied Volatility Forecasting: A Comparison of Different Procedures 0 0 0 0 5 7 17 1,430
Improved Testing for the Efficiency of Asset Pricing Theories in Linear Factor Models 0 0 0 9 0 1 2 30
Liquidity Risk and Real Estate: A Quantitative Approach to Assessing Risk 2 4 4 12 2 4 5 31
Market Risk and the Concept of Fundamental Volatility 0 0 0 0 0 1 3 1,068
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 1 1 1 37 2 3 7 198
Market Stress and Herding 0 3 15 419 4 13 46 1,115
Modelling Emerging Market Risk Premia Using Higher Moments 0 0 0 74 0 3 8 171
Modelling Emerging Market Risk Premia using Higher Moments 0 0 0 0 1 2 5 1,893
On Empirical Risk Measurement with Asymmetric Returns Data 0 0 0 12 0 1 1 52
Performance Measurement with Loss Aversion 0 0 0 15 0 0 2 69
Performance Measurement with Loss Aversion 0 0 0 14 0 0 3 64
Performance Measurement with Loss Aversion 0 0 1 160 0 0 5 478
Properties of Cross-sectional Volatility 1 1 10 201 1 5 21 362
Searching the Factor Zoo 0 1 5 8 0 4 18 34
Small Sample Properties of GARCH Estimates and Persistence 0 0 0 346 0 0 1 665
Smoothing, Non-synchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price 0 0 0 0 0 0 1 9
Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggreagation in Real Estate Price Indices 0 0 0 19 0 1 6 70
The Asset Allocation Decision in a Loss Aversion World 0 0 0 16 0 1 2 43
The Asymptotic Properties of AR(1) Process with the Occasionally Changing AR Coefficient 0 0 0 28 0 1 3 114
The Disappearance of Style in the US Equity Market 0 0 0 9 0 1 1 41
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 1 42
Tracking Error: Ex-Ante versus Ex-Post Measures 2 3 6 256 16 23 39 1,023
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 78 1 1 1 302
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 2 2 126 0 2 4 243
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 1 18 0 0 1 62
Valuing Information Using Utility Functions 0 0 0 8 0 0 1 22
Will Private Equity and Hedge Funds Replace Real Estate in Mixed-Asset Portfolios? 0 0 0 3 0 1 5 17
Total Working Papers 7 19 70 2,543 37 101 291 12,008

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 16 0 0 2 74
A Measure of Fundamental Volatility in the Commercial Property Market 0 0 0 69 0 0 2 231
A behavioral explanation of the value anomaly based on time-varying return reversals 0 1 2 40 0 3 9 161
Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects 0 0 0 104 1 1 2 256
Calculating the misspecification in beta from using a proxy for the market portfolio 0 0 1 123 0 0 1 724
Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns 0 0 0 23 0 2 7 58
Does downside beta matter in asset pricing? 1 2 2 103 1 4 5 280
Does illiquidity matter in residential properties? 0 0 0 0 0 0 0 1
Exponential risk measure with application to UK asset allocation 0 0 1 72 0 0 3 356
Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions 1 1 4 58 3 3 26 251
GARCH model with cross-sectional volatility: GARCHX models 1 2 6 234 5 8 22 632
How Persistent is Stock Return Volatility? An Answer with Markov Regime Switching Stochastic Volatility Models 0 0 0 127 0 0 1 264
How loss averse are investors in financial markets? 1 3 6 29 2 6 17 137
Loss aversion around the world: Empirical evidence from pension funds 0 0 2 4 3 4 16 33
Market overreaction and investment strategies 0 0 0 3 0 1 3 21
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 1 172 0 2 6 489
Market stress and herding 5 25 83 292 15 62 194 694
Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market 0 0 1 64 0 1 5 431
Modelling Emerging Market Risk Premia Using Higher Moments 0 0 0 511 0 1 3 1,113
Small sample properties of GARCH estimates and persistence 0 0 6 286 3 4 34 1,016
Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices 0 0 0 46 0 0 1 171
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits 0 0 7 60 0 1 13 151
THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES 0 0 0 4 0 0 0 44
Testing linear factor models on individual stocks using the average F -test 0 0 0 1 0 0 2 22
The Dynamics of Appraisal Smoothing 0 0 0 5 1 4 10 38
The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate 0 0 0 27 0 0 2 91
The disappearance of momentum 0 0 0 8 1 1 3 21
The disappearance of style in the US equity market 0 0 0 18 0 0 0 67
Using Bayesian variable selection methods to choose style factors in global stock return models 0 0 0 33 0 1 1 166
Valuing information using utility functions: how much should we pay for linear factor models? 0 0 0 80 0 0 0 398
Total Journal Articles 9 34 122 2,612 35 109 390 8,391

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2019-07-03