Narrow search
Showing 1 - 10 of 26
Cover Image
A Measure of Fundamental Volatility in the Commercial Property Market
Bond, Shaun A.; Hwang, Soosung - In: Real estate economics : journal of the American Real … 31 (2003) 4, pp. 577-600
Persistent link: https://www.econbiz.de/10006885526
Cover Image
Using Bayesian variable selection methods to choose style factors in global stock return models
Hall, Anthony D.; Hwang, Soosung; Satchell, Stephen E. - In: Journal of banking & finance 26 (2002) 12, pp. 2301-2326
Persistent link: https://www.econbiz.de/10005888372
Cover Image
Valuing information using utility functions: how much should we pay for linear factor models?
Hwang, Soosung; Satchell, Steve - In: The European journal of finance 11 (2005) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10005923439
Cover Image
Exponential risk measure with application to UK asset allocation
Satchell, Stephen E.; Damant, David C.; Hwang, Soosung - In: Applied mathematical finance 7 (2000) 2, pp. 127
Persistent link: https://www.econbiz.de/10008217347
Cover Image
A behavioral explanation of the value anomaly based on time-varying return reversals
Hwang, Soosung; Rubesam, Alexandre - In: Journal of banking & finance 37 (2013) 7, pp. 2367-2377
Persistent link: https://www.econbiz.de/10010112272
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
How Persistent is Stock Return Volatility? An Answer with Markov Regime Switching Stochastic Volatility Models
Hwang, Soosung; Satchell, Steve E.; Valls Pereira, Pedro L. - In: Journal of business finance & accounting : JBFA 34 (2007) 5, pp. 1002
Persistent link: https://www.econbiz.de/10007750908
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
Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices
Bond, Shauna; Hwang, Soosung - In: Real estate economics : journal of the American Real … 35 (2007) 3, pp. 349-382
Persistent link: https://www.econbiz.de/10007763783