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 11 395
An Integrated Risk Measure with Application to UK Asset Allocation 0 0 0 0 1 1 11 519
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 0 2 10 72
How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations 0 0 0 272 2 4 12 649
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 1 2 6 74
Market Risk and the Concept of Fundamental Volatility 0 0 0 0 0 0 15 1,140
Market Stress and Herding 0 1 1 478 1 2 24 1,376
Modelling Emerging Market Risk Premia using Higher Moments 0 0 0 0 1 1 10 1,960
Performance Measurement with Loss Aversion 0 0 0 172 2 4 14 616
Searching the Factor Zoo 0 0 2 19 1 3 24 163
Smoothing, Non-synchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price 0 0 1 1 0 1 12 23
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 1 80 0 1 7 322
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 128 0 0 4 268
Will Private Equity and Hedge Funds Replace Real Estate in Mixed-Asset Portfolios? 0 0 0 18 1 1 9 67
Total Working Papers 0 3 8 1,362 10 22 189 9,183
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 0 3 14 115
A Measure of Fundamental Volatility in the Commercial Property Market 0 0 0 71 0 2 17 262
A behavioral explanation of the value anomaly based on time-varying return reversals 0 0 0 54 0 0 15 248
Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects 0 0 1 110 0 0 15 330
Calculating the misspecification in beta from using a proxy for the market portfolio 0 0 0 124 1 2 19 774
Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns 0 0 2 26 0 2 16 94
Does downside beta matter in asset pricing? 0 1 3 118 3 4 15 327
Does illiquidity matter in residential properties? 0 0 0 2 1 4 15 29
Exponential risk measure with application to UK asset allocation 0 0 0 72 1 2 8 372
Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions 0 0 1 84 1 2 17 379
GARCH model with cross-sectional volatility: GARCHX models 0 0 2 257 1 2 27 780
How loss averse are investors in financial markets? 0 0 4 84 0 3 27 318
Loss aversion around the world: Empirical evidence from pension funds 0 0 3 15 3 5 29 106
Market overreaction and investment strategies 0 0 0 12 1 2 11 84
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 10 533
Market stress and herding 1 3 6 614 3 11 51 1,535
Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market 0 0 0 67 0 1 9 458
Modelling Emerging Market Risk Premia Using Higher Moments 0 0 0 522 1 2 11 1,174
Small sample properties of GARCH estimates and persistence 1 3 8 322 4 9 43 1,185
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits 0 0 1 76 0 0 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 0 1 6 53
Testing linear factor models on individual stocks using the average F -test 0 0 0 3 0 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 12 126
The disappearance of momentum 0 1 1 24 0 2 17 97
The disappearance of style in the US equity market 0 0 0 18 1 1 11 85
Using Bayesian variable selection methods to choose style factors in global stock return models 0 0 1 34 0 0 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 8 35 3,042 21 62 491 10,439

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Statistics updated 2026-09-10