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 2 6 84 1 3 17 228
An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle? 0 0 2 119 0 0 3 357
An Analysis of Performance Measures Using Copulae 0 0 0 13 0 0 4 60
An Asymptotics of Stationary and Nonstationary AR(1) Processes with Multiple Structural Breaks in Mean 0 0 0 15 0 0 2 81
An Integrated Risk Measure with Application to UK Asset Allocation 0 0 0 0 0 0 0 505
Asset Allocatorsí Attitude Towards Real Estate and Alternative Investment Classes 0 0 1 5 0 0 3 14
Calculating the Miss-specification in Beta from Using a Proxy for the Market Portfolio 0 0 1 15 0 0 8 76
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 0 2 7 10 0 3 10 19
Forecasting Volatility using LINEX Loss Functions 0 0 0 43 1 2 7 140
GARCH Model with Cross-sectional Volatility; GARCHX Models 0 0 4 100 0 1 17 270
How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations 0 0 1 270 1 1 4 620
Implied Volatility Forecasting: A Comparison of Different Procedures 0 0 0 0 3 5 20 1,435
Improved Testing for the Efficiency of Asset Pricing Theories in Linear Factor Models 0 0 0 9 0 1 3 31
Liquidity Risk and Real Estate: A Quantitative Approach to Assessing Risk 0 0 4 12 1 1 6 32
Market Risk and the Concept of Fundamental Volatility 0 0 0 0 1 2 5 1,070
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 1 2 38 2 3 10 201
Market Stress and Herding 0 1 10 420 4 6 37 1,121
Modelling Emerging Market Risk Premia Using Higher Moments 0 0 0 74 0 0 7 171
Modelling Emerging Market Risk Premia using Higher Moments 0 0 0 0 2 3 7 1,896
On Empirical Risk Measurement with Asymmetric Returns Data 0 0 0 12 0 0 1 52
Performance Measurement with Loss Aversion 0 0 0 15 0 0 1 69
Performance Measurement with Loss Aversion 0 0 0 160 0 3 7 481
Performance Measurement with Loss Aversion 0 0 0 14 0 1 3 65
Properties of Cross-sectional Volatility 0 1 7 202 0 1 16 363
Searching the Factor Zoo 0 0 4 8 4 6 20 40
Small Sample Properties of GARCH Estimates and Persistence 0 0 0 346 1 3 4 668
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 71
The Asset Allocation Decision in a Loss Aversion World 0 0 0 16 0 0 2 43
The Asymptotic Properties of AR(1) Process with the Occasionally Changing AR Coefficient 0 0 0 28 0 0 3 114
The Disappearance of Style in the US Equity Market 0 0 0 9 1 1 2 42
The Effects of Systematic Sampling and Temporal Aggregation on Discrete Time Long Memory Processes and their Finite Sample Properties 0 0 0 5 1 1 2 43
Tracking Error: Ex-Ante versus Ex-Post Measures 1 2 6 258 4 15 50 1,038
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 2 126 3 5 8 248
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 1 18 0 1 2 63
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 1 1 79 0 2 3 304
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 1 1 5 18
Total Working Papers 2 10 59 2,553 31 72 307 12,080

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 0 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 0 2 40 1 2 9 163
Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects 0 0 0 104 1 1 3 257
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 1 6 59
Does downside beta matter in asset pricing? 0 0 2 103 1 1 6 281
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 2 356
Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions 0 1 5 59 0 5 28 256
GARCH model with cross-sectional volatility: GARCHX models 0 0 5 234 2 3 20 635
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? 0 0 5 29 0 4 17 141
Loss aversion around the world: Empirical evidence from pension funds 0 0 2 4 2 4 18 37
Market overreaction and investment strategies 0 0 0 3 0 1 4 22
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 2 3 7 492
Market stress and herding 4 11 79 303 12 34 192 728
Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market 0 0 1 64 0 0 4 431
Modelling Emerging Market Risk Premia Using Higher Moments 0 0 0 511 0 1 3 1,114
Small sample properties of GARCH estimates and persistence 3 4 8 290 6 9 32 1,025
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits 0 0 7 60 0 0 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 1 22
The Dynamics of Appraisal Smoothing 0 0 0 5 1 1 7 39
The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate 0 3 3 30 0 4 6 95
The disappearance of momentum 0 1 1 9 1 4 5 25
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 2 6 7 172
Valuing information using utility functions: how much should we pay for linear factor models? 0 0 0 80 0 2 2 400
Total Journal Articles 7 20 123 2,586 31 86 396 8,306
1 registered items for which data could not be found
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Statistics updated 2019-10-05