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How Persistent is Stock Return...
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176
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26
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111
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:
112
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
Saved in:
113
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
Saved in:
114
Surprise vs anticipated information announcements : are prices affected differently? An investigation in the context of stock splits
Hwang, Soosung
;
Keswani, Aneel
;
Shackleton, Mark B.
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 643-653
Persistent link: https://www.econbiz.de/10003702578
Saved in:
115
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
Saved in:
116
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:
117
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
Saved in:
118
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:
119
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
Saved in:
120
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
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