Narrow search
Showing 1 - 10 of 10
Cover Image
GARCH model with cross-sectional volatility: GARCHX models
Hwang, Soosung; Satchell, Steve E. - In: Applied financial economics 15 (2005) 3, pp. 203
Persistent link: https://www.econbiz.de/10007635927
Cover Image
Calculating the misspecification in beta from using a proxy for the market portfolio
Hwang, Soosung; Satchell, Stephen E. - In: Applied financial economics 12 (2002) 11, pp. 771-782
Persistent link: https://www.econbiz.de/10007660189
Cover Image
Does downside beta matter in asset pricing?
Pedersen, Christian S.; Hwang, Soosung - In: Applied financial economics 17 (2007) 10-12, pp. 961-978
Persistent link: https://www.econbiz.de/10007795925
Cover Image
The disappearance of style in the US equity market
Hwang, Soosung; Satchell, Stephen E. - In: Applied financial economics 17 (2007) 7-9, pp. 597-614
Persistent link: https://www.econbiz.de/10007751345
Cover Image
Does downside beta matter in asset pricing?
Pedersen, Christian S.; Hwang, Soosung - In: Applied financial economics 17 (2007) 12, pp. 961-978
Persistent link: https://www.econbiz.de/10007764931
Cover Image
The disappearance of style in the US equity market
Hwang, Soosung; Satchell, Stephen E. - In: Applied financial economics 17 (2007) 8, pp. 597-614
Persistent link: https://www.econbiz.de/10007733602
Cover Image
Calculating the misspecification in beta from using a proxy for the market portfolio
Hwang, Soosung; Satchell, Stephen - In: Applied financial economics 12 (2002) 11, pp. 771-781
Persistent link: https://www.econbiz.de/10001711916
Cover Image
GARCH model with cross-sectional volatility : GARCHX models
Hwang, Soosung; Satchell, Stephen - In: Applied financial economics 15 (2005) 3, pp. 203-216
Persistent link: https://www.econbiz.de/10002598953
Cover Image
The disappearance of style in the US equity market
Hwang, Soosung; Satchell, Stephen - In: Applied financial economics 17 (2007) 7/9, pp. 597-613
Persistent link: https://www.econbiz.de/10003491204
Cover Image
Does downside beta matter in asset pricing?
Pedersen, Christian S.; Hwang, Soosung - In: Applied financial economics 17 (2007) 10/12, pp. 961-978
Persistent link: https://www.econbiz.de/10003538091