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Hwang, Soosung's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
7,827 |
Total
Citations
75 |
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1.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Salmon, Mark
University of Cambridge - Faculty of Economics and Politics
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11 Feb 02
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Last Revised:
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22 Mar 09
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1,052
(8,579)
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3
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Herding, Sentiment, Market Crises, Cross-sectional Asset Returns
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2.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Rubesam, Alexandre
Itaú Unibanco
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05 Mar 07
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Last Revised:
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07 Nov 11
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894
(11,014)
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11
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Momentum Premium, Multiple Change-Point, Regime Switching, Anomaly
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3.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Lu, Chensheng
Cairn Capital
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840
(12,204)
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2
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Asset Price Testing, Average F test, Data-Mining, Empirical Factors
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4.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Rubesam, Alexandre
Itaú Unibanco
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17 Mar 06
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Last Revised:
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05 Aug 12
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541
(22,904)
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Overconfidence, Self-attribution bias, Value anomaly, Return reversal
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5.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Lu, Chensheng
Cairn Capital
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495
(25,777)
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Share Prices, Cross-Sectional Returns, Nominal Price Illusion
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6.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
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| Posted: |
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22 Apr 03
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Last Revised:
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04 May 10
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462
(28,251)
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4
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Loss Aversion Utility, Prospect Theory, Asset Allocation
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7.
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Lu, Chensheng
Cairn Capital Hwang, Soosung
Sungkyunkwan University - Department of Economics
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433
(30,727)
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3
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Cross-Sectional Returns, Liquidity, Value Premium
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8.
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Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Bond, Shaun A.
University of Cincinnati Hwang, Soosung
Sungkyunkwan University - Department of Economics Lin, Zhenguo
California State University, Fullerton - Department of Finance Vandell, Kerry D.
University of California, Irvine - Paul Merage School of Business
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Posted:
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20 Jan 06
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Last Revised:
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11 Jan 07
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335
(42,445)
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14
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Bond, Shaun A.
University of Cincinnati Hwang, Soosung
Sungkyunkwan University - Department of Economics Lin, Zhenguo
California State University, Fullerton - Department of Finance Vandell, Kerry D.
University of California, Irvine - Paul Merage School of Business
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0
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liquidity risk, commercial real estate, time on market, transaction process, UK
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Bond, Shaun A.
University of Cincinnati Hwang, Soosung
Sungkyunkwan University - Department of Economics Lin, Zhenguo
California State University, Fullerton - Department of Finance Vandell, Kerry D.
University of California, Irvine - Paul Merage School of Business
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335
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14
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liquidity risk, commercial real estate
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9.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Valls Pereira, Pedro L.
Sao Paulo School of Economics - FGV and CEQEF- FGV
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308
(46,666)
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Volatility, GARCH, Structural Breaks, Persistence
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10.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Rubesam, Alexandre
Itaú Unibanco
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301
(48,129)
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linear factor model, asset pricing, Bayesian, variable selection
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11.
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Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Bond, Shaun A.
University of Cincinnati Hwang, Soosung
Sungkyunkwan University - Department of Economics
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Posted:
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10 Jun 04
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Last Revised:
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24 Aug 07
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295
(49,082)
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7
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Bond, Shaun A.
University of Cincinnati Hwang, Soosung
Sungkyunkwan University - Department of Economics
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32
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7
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Bond, Shaun A.
University of Cincinnati Hwang, Soosung
Sungkyunkwan University - Department of Economics
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263
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7
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Smoothing, Nonsynchronous Appraisal, Long Memory
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12.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
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| Posted: |
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18 Nov 04
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Last Revised:
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07 Nov 11
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256
(57,611)
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2
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F Test, Linear Factor Model, Average F Test.
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13.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
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239
(62,059)
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Value of Information, CAPM, Fama-French Model
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14.
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Munira, Sirajum
City University - Sir John Cass Business School - Faculty of Finance Muradoglu, Yaz Gulnur
City University London - Sir John Cass Business School Hwang, Soosung
Sungkyunkwan University - Department of Economics
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238
(62,328)
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1
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Common components, Stock-Specific components, Fama-French factors, Macroeconomic factors
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15.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Keswani, Aneel
Faculty of Finance, Cass Business School, City University, London Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
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209
(71,402)
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1
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Stock Splits, Market Efficiency, Underreaction
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16.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Song, Byung Khun
Sungkyunkwan University - Department of Economics
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190
(78,521)
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Irrational exuberance, macroeconomic variables, stock price, equilibrium
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17.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics
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161
(91,734)
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1
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Beta, Cross-sectional Asset Pricing
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18.
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Performance Measurement with Loss Aversion
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Gemmill, Gordon
Warwick Business School Salmon, Mark
University of Cambridge - Faculty of Economics and Politics Hwang, Soosung
Sungkyunkwan University - Department of Economics
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Posted:
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12 Mar 05
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Last Revised:
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11 May 09
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155
(95,004)
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3
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Gemmill, Gordon
Warwick Business School Salmon, Mark
University of Cambridge - Faculty of Economics and Politics Hwang, Soosung
Sungkyunkwan University - Department of Economics
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28
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3
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Performance measurement, loss-aversion, prospect theory, closed-end-fund puzzle
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Gemmill, Gordon
Warwick Business School Salmon, Mark
University of Cambridge - Faculty of Economics and Politics Hwang, Soosung
Sungkyunkwan University - Department of Economics
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127
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3
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Behavioral Finance, Mutual Funds
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19.
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Bond, Shaun A.
University of Cincinnati Hwang, Soosung
Sungkyunkwan University - Department of Economics Marcato, Gianluca
Henley Business School - University of Reading
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123
(115,595)
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Smoothing, Nonsynchronous Appraisal, Long Memory
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20.
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Munira, Sirajum
City University - Sir John Cass Business School - Faculty of Finance Muradoglu, Yaz Gulnur
City University London - Sir John Cass Business School Hwang, Soosung
Sungkyunkwan University - Department of Economics
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106
(129,583)
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Momentum return, Common Components, Market States, Fama-French factors, Macroeconomic factors
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21.
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Rubesam, Alexandre
Itaú Unibanco Hwang, Soosung
Sungkyunkwan University - Department of Economics
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| Posted: |
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21 Aug 11
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Last Revised:
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07 Nov 11
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50
(200,218)
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1
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Value premium, Regime switching, Risk measures, Biased self-attribution
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22.
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Cho, Youngha
Oxford Brookes University Hwang, Soosung
Sungkyunkwan University - Department of Economics Lee, Yong-ki
Sungkyunkwan University - Department of Economics
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| Posted: |
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02 Sep 11
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Last Revised:
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07 Nov 11
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48
(203,890)
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Smoothing, Time-varying model, Fundamentals
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23.
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Chu, Ba M.
Carleton University Hwang, Soosung
Sungkyunkwan University - Department of Economics
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43
(213,510)
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Absolutely regular mixing, CLT (FCLT), Discount sums, Moving average
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24.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Salmon, Mark
University of Cambridge - Faculty of Economics and Politics
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37
(226,020)
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19
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Herding, heterogenous beliefs, cross-sectional volatility
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25.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Valls Pereira, Pedro L.
Sao Paulo School of Economics - FGV and CEQEF- FGV
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16
(289,132)
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2
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26.
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Cho, Youngha
Oxford Brookes University Hwang, Soosung
Sungkyunkwan University - Department of Economics Lee, Yong-ki
Sungkyunkwan University - Department of Economics
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Smoothing, Time-varying model, Fundamentals
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27.
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Cho, Youngha
Oxford Brookes University Hwang, Soosung
Sungkyunkwan University - Department of Economics Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
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Large deviation theory, Mortgage loans, Optimal portfolio, Regional allocation
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28.
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Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Bond, Shaun A.
University of Cincinnati Hwang, Soosung
Sungkyunkwan University - Department of Economics Marcato, Gianluca
Henley Business School - University of Reading
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Posted:
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11 Aug 11
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Last Revised:
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28 Dec 12
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0
(348,973)
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1
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Bond, Shaun A.
University of Cincinnati Hwang, Soosung
Sungkyunkwan University - Department of Economics Marcato, Gianluca
Henley Business School - University of Reading
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1
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Bond, Shaun A.
University of Cincinnati Hwang, Soosung
Sungkyunkwan University - Department of Economics Marcato, Gianluca
Henley Business School - University of Reading
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0
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Commercial real estate, smoothing, ARFIMA
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