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Applied financial economics
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Forecasting expected returns in the financial markets
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International journal of finance & economics : IJFE
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IÉSEG WORKING PAPER SERIES 2018-ACF-04
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ECONIS (ZBW)
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1
Modelling emerging market risk premia using higher moments
Hwang, Soosung
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000656425
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2
An integrated risk measure with application to UK asset allocation
Damant, David C.
;
Hwang, Soosung
;
Satchell, Stephen
-
1997
Persistent link: https://www.econbiz.de/10000640903
Saved in:
3
Cross-sectional stock returns in the UK market : the role of liquidity risk
Hwang, Soosung
;
Lu, Chensheng
- In:
Forecasting expected returns in the financial markets
,
(pp. 191-213)
.
2007
Persistent link: https://www.econbiz.de/10003557977
Saved in:
4
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
Saved in:
5
Some exact results for an asset pricing test based on the average F distribution
Hwang, Soosung
;
Satchell, Stephen
- In:
Theoretical economics letters
2
(
2012
)
5
,
pp. 435-437
Persistent link: https://www.econbiz.de/10009746710
Saved in:
6
The dynamics of appraisal smoothing
Cho, Youngha
;
Hwang, Soosung
;
Lee, Yong-ki
- In:
Real estate economics : journal of the American Real …
42
(
2014
)
2
,
pp. 497-529
Persistent link: https://www.econbiz.de/10010401246
Saved in:
7
Valuing information using utility functions : how much should we pay for linear factor models?
Hwang, Soosung
;
Satchell, Stephen
- In:
The European journal of finance
11
(
2005
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10002812434
Saved in:
8
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
Saved in:
9
Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial mar...
Hwang, Soosung
;
Satchell, Stephen
- In:
Journal of banking & finance
24
(
2000
)
5
,
pp. 759-785
Persistent link: https://www.econbiz.de/10001467848
Saved in:
10
Modelling emerging market risk premia using higher moments
Hwang, Soosung
;
Satchell, Stephen
- In:
International journal of finance & economics : IJFE
4
(
1999
)
4
,
pp. 271-296
Persistent link: https://www.econbiz.de/10001447124
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