Soosung Hwang
Soosung Hwang
Faculty of Economics, Sungkyunkwan Univeristy
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Cited by
Cited by
Market stress and herding
S Hwang, M Salmon
Journal of Empirical Finance 11 (4), 585-616, 2004
Modelling emerging market risk premia using higher moments
S Hwang, SE Satchell
International Journal of Finance & Economics 4 (4), 271-296, 1999
Small sample properties of GARCH estimates and persistence
S Hwang, PL Valls Pereira
The European Journal of Finance 12 (6-7), 473-494, 2006
A new measure of herding and empirical evidence
S Hwang, MH Salmon
Warwick Business School, Financial Econometrics Research Centre, 2001
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 …
S Hwang, SE Satchell
Journal of banking & finance 24 (5), 759-785, 2000
Tracking error: Ex ante versus ex post measures
SE Satchell, S Hwang
Journal of Asset Management 2 (3), 241-246, 2001
Marketing period risk in a portfolio context: Theory and empirical estimates from the UK commercial real estate market
SA Bond, S Hwang, Z Lin, KD Vandell
The Journal of Real Estate Finance and Economics 34 (4), 447-461, 2007
Sentiment and beta herding
S Hwang, M Salmon
Available at SSRN 299919, 2009
GARCH model with cross-sectional volatility: GARCHX models
S Hwang*, SE Satchell
Applied Financial Economics 15 (3), 203-216, 2005
How loss averse are investors in financial markets?
S Hwang, SE Satchell
Journal of Banking & Finance 34 (10), 2425-2438, 2010
Does downside beta matter in asset pricing?
CS Pedersen, S Hwang
Applied Financial Economics 17 (12), 961-978, 2007
Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects
S Hwang, CS Pedersen
Emerging markets review 5 (1), 109-128, 2004
Using Bayesian variable selection methods to choose style factors in global stock return models
AD Hall, S Hwang, SE Satchell
Journal of banking & finance 26 (12), 2301-2325, 2002
The effects of systematic sampling and temporal aggregation on discrete time long memory processes and their finite sample properties
S Hwang
Econometric Theory 16 (3), 347-372, 2000
Smoothing, nonsynchronous appraisal and cross‐sectional aggregation in real estate price indices
SA Bond, S Hwang
Real Estate Economics 35 (3), 349-382, 2007
The disappearance of momentum
S Hwang, A Rubesam
The European Journal of Finance 21 (7), 584-607, 2015
Performance measurement with loss aversion
G Gemmill, S Hwang, M Salmon
Journal of Asset Management 7 (3-4), 190-207, 2006
A measure of fundamental volatility in the commercial property market
SA Bond, S Hwang
Real Estate Economics 31 (4), 577-600, 2003
Will private equity and hedge funds replace real estate in mixed-asset portfolios?
SA Bond, S Hwang, P Mitchell, SE Satchell
The Journal of Portfolio Management 33 (5), 74-84, 2007
The disappearance of momentum
S Hwang, A Rubesam
Social Science Research Network. SSRN, 2008
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