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 1 7 82 1 6 20 225
An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle? 0 1 2 119 0 1 3 357
An Analysis of Performance Measures Using Copulae 0 0 0 13 0 2 4 60
An Asymptotics of Stationary and Nonstationary AR(1) Processes with Multiple Structural Breaks in Mean 0 0 0 15 0 1 2 81
An Integrated Risk Measure with Application to UK Asset Allocation 0 0 0 0 0 0 1 505
Asset Allocatorsí Attitude Towards Real Estate and Alternative Investment Classes 0 0 2 5 0 1 4 14
Calculating the Miss-specification in Beta from Using a Proxy for the Market Portfolio 0 1 1 15 0 5 8 76
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 0 1 7 8 1 2 10 16
Forecasting Volatility using LINEX Loss Functions 0 0 1 43 2 3 7 138
GARCH Model with Cross-sectional Volatility; GARCHX Models 0 0 4 100 1 4 19 269
How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations 0 0 1 270 0 0 4 619
Implied Volatility Forecasting: A Comparison of Different Procedures 0 0 0 0 5 7 17 1,430
Improved Testing for the Efficiency of Asset Pricing Theories in Linear Factor Models 0 0 0 9 0 1 2 30
Liquidity Risk and Real Estate: A Quantitative Approach to Assessing Risk 2 4 4 12 2 4 5 31
Market Risk and the Concept of Fundamental Volatility 0 0 0 0 0 1 3 1,068
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 1 1 1 37 2 3 7 198
Market Stress and Herding 0 3 15 419 4 13 46 1,115
Modelling Emerging Market Risk Premia Using Higher Moments 0 0 0 74 0 3 8 171
Modelling Emerging Market Risk Premia using Higher Moments 0 0 0 0 1 2 5 1,893
On Empirical Risk Measurement with Asymmetric Returns Data 0 0 0 12 0 1 1 52
Performance Measurement with Loss Aversion 0 0 0 15 0 0 2 69
Performance Measurement with Loss Aversion 0 0 0 14 0 0 3 64
Performance Measurement with Loss Aversion 0 0 1 160 0 0 5 478
Properties of Cross-sectional Volatility 1 1 10 201 1 5 21 362
Searching the Factor Zoo 0 1 5 8 0 4 18 34
Small Sample Properties of GARCH Estimates and Persistence 0 0 0 346 0 0 1 665
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 70
The Asset Allocation Decision in a Loss Aversion World 0 0 0 16 0 1 2 43
The Asymptotic Properties of AR(1) Process with the Occasionally Changing AR Coefficient 0 0 0 28 0 1 3 114
The Disappearance of Style in the US Equity Market 0 0 0 9 0 1 1 41
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 1 42
Tracking Error: Ex-Ante versus Ex-Post Measures 2 3 6 256 16 23 39 1,023
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 78 1 1 1 302
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 2 2 126 0 2 4 243
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 1 18 0 0 1 62
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 0 1 5 17
Total Working Papers 7 19 70 2,543 37 101 291 12,008


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 2 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 1 2 40 0 3 9 161
Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects 0 0 0 104 1 1 2 256
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 2 7 58
Does downside beta matter in asset pricing? 1 2 2 103 1 4 5 280
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 3 356
Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions 1 1 4 58 3 3 26 251
GARCH model with cross-sectional volatility: GARCHX models 1 2 6 234 5 8 22 632
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? 1 3 6 29 2 6 17 137
Loss aversion around the world: Empirical evidence from pension funds 0 0 2 4 3 4 16 33
Market overreaction and investment strategies 0 0 0 3 0 1 3 21
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 0 2 6 489
Market stress and herding 5 25 83 292 15 62 194 694
Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market 0 0 1 64 0 1 5 431
Modelling Emerging Market Risk Premia Using Higher Moments 0 0 0 511 0 1 3 1,113
Small sample properties of GARCH estimates and persistence 0 0 6 286 3 4 34 1,016
Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices 0 0 0 46 0 0 1 171
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits 0 0 7 60 0 1 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 2 22
The Dynamics of Appraisal Smoothing 0 0 0 5 1 4 10 38
The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate 0 0 0 27 0 0 2 91
The disappearance of momentum 0 0 0 8 1 1 3 21
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 0 1 1 166
Valuing information using utility functions: how much should we pay for linear factor models? 0 0 0 80 0 0 0 398
Total Journal Articles 9 34 122 2,612 35 109 390 8,391


Statistics updated 2019-07-03