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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

Small sample properties of GARCH estimates and persistence

Hwang, Soosung; Pereira, Pedro L. Valls - In: The European journal of finance 12 (2006) 6/7, pp. 473-494

Persistent link: https://www.econbiz.de/10003382813

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

Smoothing, nonsynchronous appraisal and cross-sectional aggregation in real estate price indices

Bond, Shaun A.; Hwang, Soosung - In: Real estate economics : journal of the American Real … 35 (2007) 3, pp. 349-382

Persistent link: https://www.econbiz.de/10003559673

How persistent is stock return volatility? : an answer with Markov regime switching stochastic volatility models

Hwang, Soosung; Satchell, Stephen; Pereira, Pedro L. Valls - In: Journal of business finance & accounting : JBFA 34 (2007) 5/6, pp. 1002-1024

Persistent link: https://www.econbiz.de/10003507264

The disappearance of momentum

Hwang, Soosung; Rubesam, Alexandre - In: The European journal of finance 21 (2015) 7/9, pp. 584-607

Persistent link: https://www.econbiz.de/10011301218

Market overreaction and investment strategies

Han, Chulwoo; Hwang, Soosung; Ryu, Doojin - In: Applied economics 47 (2015) 52/54, pp. 5868-5885

Persistent link: https://www.econbiz.de/10011348836

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/10009760647

Commercial Real Estate Returns : An Anatomy of Smoothing in Asset and Index Returns

Bond, Shaun A. - 2011

In this paper we investigate the commonly used auto-regressive filter method of adjusting appraisal-based real estate returns to correct for the perceived biases induced in the appraisal process. Many papers have been written on appraisal smoothing but remarkably few have considered the...

Persistent link: https://www.econbiz.de/10013121607

The cost of overconfidence in public information

Hwang, Soosung; Cho, Youngha; Noh, Sanha - In: International review of financial analysis 79 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013350049