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 2 2 12 395
An Integrated Risk Measure with Application to UK Asset Allocation 0 0 0 0 4 5 10 518
Asset Allocatorsí Attitude Towards Real Estate and Alternative Investment Classes 0 0 1 10 4 7 10 35
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 0 0 0 25 2 2 9 70
How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations 0 0 0 272 1 5 10 645
Implied Volatility Forecasting: A Comparison of Different Procedures 0 0 0 0 4 4 12 1,504
Liquidity Risk and Real Estate: A Quantitative Approach to Assessing Risk 0 1 2 32 2 3 5 72
Market Risk and the Concept of Fundamental Volatility 0 0 0 0 2 5 17 1,140
Market Stress and Herding 0 0 0 477 4 9 24 1,373
Modelling Emerging Market Risk Premia using Higher Moments 0 0 0 0 0 1 10 1,959
Performance Measurement with Loss Aversion 0 0 0 172 2 2 12 612
Searching the Factor Zoo 1 1 1 18 3 7 24 158
Smoothing, Non-synchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price 0 1 1 1 3 6 10 21
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 1 1 80 1 3 6 321
Will Private Equity and Hedge Funds Replace Real Estate in Mixed-Asset Portfolios? 0 0 1 18 1 6 9 66
Total Working Papers 1 4 7 1,358 35 67 184 9,157
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 6 6 11 112
A Measure of Fundamental Volatility in the Commercial Property Market 0 0 1 71 1 6 14 258
A behavioral explanation of the value anomaly based on time-varying return reversals 0 0 0 54 1 4 12 245
Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects 0 0 1 110 2 3 14 329
Calculating the misspecification in beta from using a proxy for the market portfolio 0 0 0 124 3 5 17 771
Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns 0 1 1 25 3 4 13 90
Does downside beta matter in asset pricing? 0 0 2 117 1 3 10 322
Does illiquidity matter in residential properties? 0 0 0 2 1 4 12 25
Exponential risk measure with application to UK asset allocation 0 0 0 72 2 3 6 370
Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions 0 0 1 84 6 7 16 376
GARCH model with cross-sectional volatility: GARCHX models 0 1 2 257 3 7 25 776
How loss averse are investors in financial markets? 0 0 8 84 4 9 31 315
Loss aversion around the world: Empirical evidence from pension funds 0 0 3 15 1 5 24 100
Market overreaction and investment strategies 0 0 1 12 2 6 11 81
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 1 5 10 532
Market stress and herding 0 1 3 611 2 8 47 1,523
Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market 0 0 0 67 4 6 10 457
Modelling Emerging Market Risk Premia Using Higher Moments 0 0 0 522 2 2 9 1,172
Small sample properties of GARCH estimates and persistence 1 2 6 319 6 13 38 1,175
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits 0 0 3 76 1 4 23 226
THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES 0 0 0 5 1 2 7 52
Testing linear factor models on individual stocks using the average F -test 0 0 0 3 1 2 9 43
The Dynamics of Appraisal Smoothing 0 1 3 12 4 7 22 86
The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate 0 0 0 35 2 5 14 126
The disappearance of momentum 0 0 0 23 6 9 16 95
The disappearance of style in the US equity market 0 0 0 18 1 5 10 84
Using Bayesian variable selection methods to choose style factors in global stock return models 0 1 1 34 2 5 9 198
Valuing information using utility functions: how much should we pay for linear factor models? 0 0 0 80 1 7 15 419
Total Journal Articles 1 7 36 3,033 70 152 455 10,358

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 statistics 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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06