Soosung Hwang
Soosung Hwang
Faculty of Economics, Sungkyunkwan Univeristy
Verified email at skku.edu - Homepage
TitleCited byYear
Market stress and herding
S Hwang, M Salmon
Journal of Empirical Finance 11 (4), 585-616, 2004
4712004
Modelling emerging market risk premia using higher moments
S Hwang, SE Satchell
International Journal of Finance & Economics 4 (4), 271-296, 1999
2661999
Modelling emerging market risk premia using higher moments
S Hwang, SE Satchell
Return Distributions in Finance, 75, 1999
2661999
Small sample properties of GARCH estimates and persistence
S Hwang, PL Valls Pereira
The European Journal of Finance 12 (6-7), 473-494, 2006
932006
A new measure of herding and empirical evidence
S Hwang, MH Salmon
Warwick Business School, Financial Econometrics Research Centre, 2001
672001
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
652000
Tracking error: Ex ante versus ex post measures
SE Satchell, S Hwang
Journal of Asset Management 2 (3), 241-246, 2001
632001
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
592007
Sentiment and beta herding
S Hwang, M Salmon
Available at SSRN 299919, 2009
532009
GARCH model with cross-sectional volatility: GARCHX models
S Hwang*, SE Satchell
Applied Financial Economics 15 (3), 203-216, 2005
522005
How loss averse are investors in financial markets?
S Hwang, SE Satchell
Journal of Banking & Finance 34 (10), 2425-2438, 2010
492010
Does downside beta matter in asset pricing?
CS Pedersen, S Hwang
Applied Financial Economics 17 (12), 961-978, 2007
492007
Does downside beta matter in asset pricing?
CS Pedersen, S Hwang
Applied Financial Economics 17 (12), 961-978, 2007
492007
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
482004
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
482002
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
482002
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
482002
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
482002
Smoothing, nonsynchronous appraisal and cross‐sectional aggregation in real estate price indices
SA Bond, S Hwang
Real Estate Economics 35 (3), 349-382, 2007
392007
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
392000
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Articles 1–20