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How loss averse are investors in financial markets?
Hwang, Soosung; Satchell, Steve E. - In: Journal of banking & finance 34 (2010) 10, pp. 2425-2438
Persistent link: https://www.econbiz.de/10008858348
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Testing the hypothesis of contagion using multivariate volatility models
Marçal, Emerson Fernandes; Pereira, Pedro L. Valls - In: Brazilian review of econometrics : the review of the … 28 (2008) 2, pp. 191-216
Persistent link: https://www.econbiz.de/10009627811
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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
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Implied volatility forecasting : a comparison of different procedures including fractionally integrated models with applications to UK equity options
Hwang, Soosung; Satchell, Stephen - In: Forecasting volatility in the financial markets, (pp. 249-277). 2007
Persistent link: https://www.econbiz.de/10003872982
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Marketing period risk in a portfolio context : theory and empirical estimates from the UK commercial real estate market
Bond, Shaun A.; Hwang, Soosung; Lin, Zhenguo; Vandell, … - In: The journal of real estate finance and economics 34 (2007) 4, pp. 447-461
Persistent link: https://www.econbiz.de/10003491286
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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
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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
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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
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The optimal mortgage loan portfolio in UK regional residential real estate
Cho, Youngha; Hwang, Soosung; Satchell, Stephen - In: The journal of real estate finance and economics 45 (2012) 3, pp. 645-677
Persistent link: https://www.econbiz.de/10009685394
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'Irrational exuberance' in the long-run UK stock market
Hwang, Soosung; Song, Byung Khun - In: Applied economics 40 (2008) 22/24, pp. 3199-3211
Persistent link: https://www.econbiz.de/10003803898