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 1 7 9 391
An Integrated Risk Measure with Application to UK Asset Allocation 0 0 0 0 0 2 2 510
Asset Allocatorsí Attitude Towards Real Estate and Alternative Investment Classes 0 0 1 10 0 0 4 27
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 0 0 0 25 1 1 3 63
How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations 0 0 0 272 1 1 5 638
Implied Volatility Forecasting: A Comparison of Different Procedures 0 0 0 0 2 4 6 1,496
Liquidity Risk and Real Estate: A Quantitative Approach to Assessing Risk 0 0 1 31 0 0 1 68
Market Risk and the Concept of Fundamental Volatility 0 0 0 0 3 3 6 1,128
Market Stress and Herding 0 0 0 477 3 7 12 1,359
Modelling Emerging Market Risk Premia using Higher Moments 0 0 0 0 1 4 6 1,954
Performance Measurement with Loss Aversion 0 0 0 172 1 1 4 603
Searching the Factor Zoo 0 0 0 17 1 1 11 140
Smoothing, Non-synchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price 0 0 0 0 1 1 1 12
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 79 1 1 1 316
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 128 1 4 6 268
Will Private Equity and Hedge Funds Replace Real Estate in Mixed-Asset Portfolios? 0 0 3 18 0 0 4 58
Total Working Papers 0 0 5 1,354 17 37 81 9,031
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 1 2 2 103
A Measure of Fundamental Volatility in the Commercial Property Market 0 0 1 71 0 1 2 246
A behavioral explanation of the value anomaly based on time-varying return reversals 0 0 1 54 1 3 5 236
Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects 1 1 2 110 1 3 4 318
Calculating the misspecification in beta from using a proxy for the market portfolio 0 0 0 124 2 3 5 758
Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns 0 0 0 24 2 5 6 83
Does downside beta matter in asset pricing? 1 1 3 116 2 2 5 314
Does illiquidity matter in residential properties? 0 0 0 2 0 0 1 14
Exponential risk measure with application to UK asset allocation 0 0 0 72 0 0 1 364
Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions 0 0 2 83 0 0 5 362
GARCH model with cross-sectional volatility: GARCHX models 0 1 1 256 0 4 6 757
How loss averse are investors in financial markets? 1 2 9 82 1 7 26 298
Loss aversion around the world: Empirical evidence from pension funds 2 3 4 15 5 8 12 85
Market overreaction and investment strategies 0 0 1 12 0 0 5 73
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 3 524
Market stress and herding 1 1 1 609 3 19 30 1,503
Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market 0 0 0 67 0 1 3 450
Modelling Emerging Market Risk Premia Using Higher Moments 0 0 0 522 1 4 5 1,167
Small sample properties of GARCH estimates and persistence 0 1 2 315 2 7 16 1,149
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits 1 1 3 76 2 3 8 208
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 3 48
Testing linear factor models on individual stocks using the average F -test 0 0 1 3 0 0 2 34
The Dynamics of Appraisal Smoothing 0 0 2 10 1 6 13 73
The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate 0 0 0 35 1 2 4 116
The disappearance of momentum 0 0 1 23 2 2 6 82
The disappearance of style in the US equity market 0 0 0 18 0 2 3 76
Using Bayesian variable selection methods to choose style factors in global stock return models 0 0 0 33 0 0 0 189
Valuing information using utility functions: how much should we pay for linear factor models? 0 0 0 80 0 0 0 404
Total Journal Articles 7 11 34 3,018 28 86 181 10,034

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Statistics updated 2025-12-06