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Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models
Satchell, Stephen; Hwang, Soosung; Hall, Anthony - Financial Econometrics Research Centre, Warwick … - 1999
Persistent link: https://www.econbiz.de/10004981022
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Tracking Error: Ex-Ante versus Ex-Post Measures
Satchell, Steve; Hwang, Soosung - Financial Econometrics Research Centre, Warwick … - 2001
Persistent link: https://www.econbiz.de/10004981023
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Properties of Cross-sectional Volatility
Hwang, Soosung - Financial Econometrics Research Centre, Warwick … - 2000
Persistent link: https://www.econbiz.de/10004981026
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On Empirical Risk Measurement with Asymmetric Returns Data
Hwang, Soosung; Pedersen, Christian - Financial Econometrics Research Centre, Warwick … - 2002
Persistent link: https://www.econbiz.de/10004981030
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Improved Testing for the Efficiency of Asset Pricing Theories in Linear Factor Models
Satchell, Steve; Hwang, Soosung - Financial Econometrics Research Centre, Warwick … - 1999
Persistent link: https://www.econbiz.de/10004981032
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A New Measure of Herding and Empirical Evidence
Salmon, Mark; Hwang, Soosung - Financial Econometrics Research Centre, Warwick … - 2001
Persistent link: https://www.econbiz.de/10004981049
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Modelling Emerging Market Risk Premia Using Higher Moments
Satchell, Stephen; Hwang, Soosung - Financial Econometrics Research Centre, Warwick … - 1999
Persistent link: https://www.econbiz.de/10004981057
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Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggreagation in Real Estate Price Indices
Hwang, Soosung; Bond, Shaun - Financial Econometrics Research Centre, Warwick … - 2005
Persistent link: https://www.econbiz.de/10004981068
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The Asset Allocation Decision in a Loss Aversion World
Satchell, Steve; Hwang, Soosung - Financial Econometrics Research Centre, Warwick … - 2001
Persistent link: https://www.econbiz.de/10004981069
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Performance Measurement with Loss Aversion
Hwang, Soosung; Gemmill, Gordon; Salmon, Mark - Financial Econometrics Research Centre, Warwick … - 2005
Persistent link: https://www.econbiz.de/10004981079