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? 1 1 1 126 4 4 9 399
An Integrated Risk Measure with Application to UK Asset Allocation 0 0 0 0 2 4 12 522
Asset Allocatorsí Attitude Towards Real Estate and Alternative Investment Classes 0 0 0 10 1 2 10 37
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 0 0 1 26 1 1 11 73
How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations 0 0 0 272 2 4 14 651
Implied Volatility Forecasting: A Comparison of Different Procedures 0 0 0 0 3 3 13 1,507
Liquidity Risk and Real Estate: A Quantitative Approach to Assessing Risk 0 0 2 33 1 4 9 77
Market Risk and the Concept of Fundamental Volatility 0 0 0 0 2 3 18 1,143
Market Stress and Herding 0 0 1 478 2 4 23 1,379
Modelling Emerging Market Risk Premia using Higher Moments 0 0 0 0 2 3 9 1,962
Performance Measurement with Loss Aversion 0 0 0 172 2 4 16 618
Searching the Factor Zoo 0 0 2 19 2 5 28 167
Smoothing, Non-synchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price 0 0 1 1 3 4 16 27
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 128 0 0 1 268
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 1 80 1 1 8 323
Will Private Equity and Hedge Funds Replace Real Estate in Mixed-Asset Portfolios? 0 0 0 18 1 3 11 69
Total Working Papers 1 1 9 1,363 29 49 208 9,222
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 2 2 15 117
A Measure of Fundamental Volatility in the Commercial Property Market 0 0 0 71 0 0 16 262
A behavioral explanation of the value anomaly based on time-varying return reversals 0 0 0 54 1 1 14 249
Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects 0 0 1 110 1 1 14 331
Calculating the misspecification in beta from using a proxy for the market portfolio 0 0 0 124 1 2 19 775
Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns 0 1 3 27 3 4 17 98
Does downside beta matter in asset pricing? 1 1 4 119 3 7 19 331
Does illiquidity matter in residential properties? 0 0 0 2 4 5 19 33
Exponential risk measure with application to UK asset allocation 0 0 0 72 0 1 8 372
Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions 0 0 1 84 2 3 19 381
GARCH model with cross-sectional volatility: GARCHX models 0 0 1 257 0 1 23 780
How loss averse are investors in financial markets? 0 0 3 84 0 0 21 318
Loss aversion around the world: Empirical evidence from pension funds 0 0 2 15 0 8 31 111
Market overreaction and investment strategies 0 1 1 13 4 6 16 89
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 2 11 535
Market stress and herding 0 1 6 614 2 8 40 1,540
Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market 1 1 1 68 4 6 14 464
Modelling Emerging Market Risk Premia Using Higher Moments 0 0 0 522 6 7 14 1,180
Small sample properties of GARCH estimates and persistence 0 1 7 322 2 9 43 1,190
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits 0 0 1 76 2 2 23 229
THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES 1 1 1 6 5 5 11 58
Testing linear factor models on individual stocks using the average F -test 0 0 0 3 1 1 11 45
The Dynamics of Appraisal Smoothing 0 1 3 13 2 3 17 89
The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate 0 0 0 35 0 0 11 126
The disappearance of momentum 0 0 1 24 3 6 23 103
The disappearance of style in the US equity market 0 0 0 18 0 1 9 85
Using Bayesian variable selection methods to choose style factors in global stock return models 0 0 1 34 2 2 12 201
Valuing information using utility functions: how much should we pay for linear factor models? 0 0 0 80 0 0 15 419
Total Journal Articles 3 8 37 3,048 52 93 505 10,511

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Statistics updated 2026-11-12