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 0 12 395
An Integrated Risk Measure with Application to UK Asset Allocation 0 0 0 0 0 0 10 518
Asset Allocatorsí Attitude Towards Real Estate and Alternative Investment Classes 0 0 0 10 0 0 8 35
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 0 1 1 26 1 2 11 72
How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations 0 0 0 272 1 2 11 647
Implied Volatility Forecasting: A Comparison of Different Procedures 0 0 0 0 0 0 12 1,504
Liquidity Risk and Real Estate: A Quantitative Approach to Assessing Risk 0 1 2 33 0 1 5 73
Market Risk and the Concept of Fundamental Volatility 0 0 0 0 0 0 17 1,140
Market Stress and Herding 0 1 1 478 0 2 24 1,375
Modelling Emerging Market Risk Premia using Higher Moments 0 0 0 0 0 0 9 1,959
Performance Measurement with Loss Aversion 0 0 0 172 1 2 12 614
Searching the Factor Zoo 0 1 2 19 1 4 23 162
Smoothing, Non-synchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price 0 0 1 1 0 2 12 23
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 1 1 7 322
Will Private Equity and Hedge Funds Replace Real Estate in Mixed-Asset Portfolios? 0 0 0 18 0 0 8 66
Total Working Papers 0 4 8 1,362 5 16 185 9,173
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 3 14 115
A Measure of Fundamental Volatility in the Commercial Property Market 0 0 0 71 0 4 17 262
A behavioral explanation of the value anomaly based on time-varying return reversals 0 0 0 54 0 3 15 248
Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects 0 0 1 110 0 1 15 330
Calculating the misspecification in beta from using a proxy for the market portfolio 0 0 0 124 1 2 18 773
Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns 0 1 2 26 0 4 16 94
Does downside beta matter in asset pricing? 0 1 3 118 0 2 12 324
Does illiquidity matter in residential properties? 0 0 0 2 2 3 14 28
Exponential risk measure with application to UK asset allocation 0 0 0 72 1 1 7 371
Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions 0 0 1 84 0 2 17 378
GARCH model with cross-sectional volatility: GARCHX models 0 0 2 257 0 3 27 779
How loss averse are investors in financial markets? 0 0 5 84 1 3 30 318
Loss aversion around the world: Empirical evidence from pension funds 0 0 3 15 0 3 27 103
Market overreaction and investment strategies 0 0 0 12 0 2 10 83
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 1 11 533
Market stress and herding 1 2 5 613 3 9 50 1,532
Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market 0 0 0 67 0 1 11 458
Modelling Emerging Market Risk Premia Using Higher Moments 0 0 0 522 1 1 10 1,173
Small sample properties of GARCH estimates and persistence 1 2 7 321 2 6 40 1,181
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits 0 0 1 76 0 1 22 227
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 7 53
Testing linear factor models on individual stocks using the average F -test 0 0 0 3 1 1 10 44
The Dynamics of Appraisal Smoothing 0 0 2 12 0 0 19 86
The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate 0 0 0 35 0 0 13 126
The disappearance of momentum 0 1 1 24 1 2 18 97
The disappearance of style in the US equity market 0 0 0 18 0 0 10 84
Using Bayesian variable selection methods to choose style factors in global stock return models 0 0 1 34 0 1 10 199
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 2 7 34 3,040 16 60 485 10,418

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Statistics updated 2026-08-07