Soosung Hwang : Citation Profile


Are you Soosung Hwang?

Sungkyunkwan University

11

H index

12

i10 index

460

Citations

RESEARCH PRODUCTION:

28

Articles

17

Papers

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 21
   Journals where Soosung Hwang has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 13 (2.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phw8
   Updated: 2021-04-17    RAS profile: 2020-02-21    
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Relations with other researchers


Works with:

Rubesam, Alexandre (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Soosung Hwang.

Is cited by:

Galagedera, Don (12)

Nautz, Dieter (8)

Balcilar, Mehmet (7)

GUPTA, RANGAN (7)

Brooks, Robert (7)

Demirer, Riza (5)

Iqbal, Javed (5)

Hlouskova, Jaroslava (5)

Fantazzini, Dean (5)

Bouri, Elie (5)

Billio, Monica (5)

Cites to:

Thaler, Richard (12)

Fama, Eugene (11)

French, Kenneth (10)

Harvey, Campbell (9)

Campbell, John (9)

Harvey, Andrew (9)

Kahneman, Daniel (9)

Hamilton, James (8)

Shleifer, Andrei (7)

Zhang, Lu (7)

Jagannathan, Ravi (7)

Main data


Where Soosung Hwang has published?


Journals with more than one article published# docs
Journal of Banking & Finance6
The European Journal of Finance4
Applied Financial Economics4
Applied Economics3
Real Estate Economics3
The Journal of Real Estate Finance and Economics2

Working Papers Series with more than one paper published# docs
ERES / European Real Estate Society (ERES)4
Working Papers / IESEG School of Management2

Recent works citing Soosung Hwang (2021 and 2020)


YearTitle of citing document
2021Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2020Investment Disputes and Abnormal Volatility of Stocks. (2020). Baruník, Jozef ; Drabek, Zdenek ; Nevrla, Matej. In: Papers. RePEc:arx:papers:2006.10505.

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2020A Research on Cross-sectional Return Dispersion and Volatility of US Stock Market during COVID-19. (2020). Du, Jiawei. In: Papers. RePEc:arx:papers:2007.11546.

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2020Replacing Corporate Income Tax with a Cash Flow Tax. (2020). Emerson, Craig ; Garnaut, Ross ; Anthony, Stephen ; Finighan, Reuben. In: Australian Economic Review. RePEc:bla:ausecr:v:53:y:2020:i:4:p:463-481.

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2020Investor herd behaviour in Africa’s emerging and frontier markets. (2020). Boamah, Nicholas Addai ; Aawaar, Godfred ; Akotey, Joseph Oscar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-23.

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2021Multi-asset pair-trading strategy: A statistical learning approach. (2021). Syu, Fong-Yi ; Lin, Tsai-Yu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301856.

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2020Herd behaviour & investor sentiment: Evidence from UK mutual funds. (2020). Yan, Meilan ; Hudson, Yawen ; Zhang, Dalu. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301381.

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2020Cryptocurrencies: Herding and the transfer currency. (2020). Stockl, Sebastian ; Kaiser, Lars. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302636.

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2020Analyzing herding behavior in commodities markets – an empirical approach. (2020). Palazzi, Rafael Baptista ; de Souza, Gerson ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305094.

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2020Can China’s cross-sectional dispersion of stock returns influence the herding behaviour of traders in other local markets and China’s trading partners?. (2020). McGowan, C B ; Matemilola, Bolaji Tunde ; Bany-Ariffin, A N ; Chong, Oiping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443119302495.

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2020Strategic trade when securitized portfolio values are unknown. (2020). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300832.

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2020Monetary policy and herd behavior: International evidence. (2020). Spyrou, Spyros ; Makrychoriti, Panagiota ; Krokida, Styliani-Iris. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:386-417.

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2020Market impact and performance of arbitrageurs of financial bubbles in an agent-based model. (2020). Sornette, Didier ; Westphal, Rebecca. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:1-23.

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2021Herding by corporates in the US and the Eurozone through different market conditions. (2021). Vioto, Davide ; Tunaru, Radu ; Duygun, Meryem. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302679.

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2020Investor-herding and risk-profiles: A State-Space model-based assessment. (2020). Brooks, Robert D ; Nath, Harmindar B. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x2030055x.

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2020Does herding behavior exist in the Mongolian stock market?. (2020). Wong, Wing-Keung ; Batmunkh, Munkh-Ulzii ; Vieito, Joo Paulo ; Choijil, Enkhbayar ; Espinosa-Mendez, Christian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301347.

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2021Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio. (2021). Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:779-810.

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2020Does the tea market require a futures contract? Evidence from the Sri Lankan tea market. (2020). Biakowski, Jdrzej ; Perera, Devmali ; Bohl, Martin T. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300714.

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2020Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic. (2020). Corbet, Shaen ; Conlon, Thomas ; McGee, Richard J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304438.

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2020Financing and Herd Behaviour in Financial Crises: Investment Decision. (2020). Simbolon, Ika Pratiwi ; Panjaitan, Raya. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:4:p:1089-1096.

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2020Investor Sentiment and Herding Behavior in the Korean Stock Market. (2020). Yoon, Seong-Min ; Choi, Ki-Hong. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:34-:d:365887.

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2020Least Quartic Regression Criterion to Evaluate Systematic Risk in the Presence of Co-Skewness and Co-Kurtosis. (2020). Facchinetti, Silvia ; Bramante, Riccardo ; Arbia, Giuseppe. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:95-:d:410286.

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2020A Novel Extended Higher-Order Moment Multi-Factor Framework for Forecasting the Carbon Price: Testing on the Multilayer Long Short-Term Memory Network. (2020). Zhang, Chen ; Yun, PO ; Wagan, Zulfiqar Ali ; Yang, Xianzi ; Wu, Yaqi. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:1869-:d:327195.

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2020The accuracy of asymmetric GARCH model estimation. (2020). Charles, Amelie ; Darne, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01943883.

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2020Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Arif, Muhammad. In: Working Papers. RePEc:hhs:cbsnow:2021_001.

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2020TRIMMING EFFECTS AND MOMENTUM INVESTING. (2020). Chen, An-Sing ; Shen, Po-Wei ; Wayne, H W. In: The International Journal of Business and Finance Research. RePEc:ibf:ijbfre:v:14:y:2020:i:2:p:73-87.

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2021Estimación del Riesgo de Mercado utilizando el VaR y la Beta del CAPM. (2021). David, Alberto Gallegos ; Trejo, Barbara Ruth . In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:2:p:1-26.

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2020Higher Co-Moment CAPM and Hedge Fund Returns. (2020). Knif, Johan ; Koutmos, Gregory. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:48:y:2020:i:1:d:10.1007_s11293-020-09659-1.

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2020Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks. (2020). Herberger, Tim A ; Oehler, Andreas ; Horn, Matthias. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00356-2.

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2020Post-earnings announcement drift and parameter uncertainty: evidence from industry and market news. (2020). , Claire ; Zhang, Rengong. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:2:d:10.1007_s11156-019-00857-w.

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2020Novel Utility-based Life Cycle Models to Optimise Income in Retirement in the Presence of Heterogeneous Preferences. (2020). Wang, Yunxiao ; Pantelous, Athanasios A ; Koo, Bonsoo. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-21.

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2020Investor-herding and risk-profiles: A State-Space Model-based Assessment. (2020). Brooks, Robert D ; Nath, Harminder B. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-9.

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2021Herding behaviour theory and oil price dispersion: a sectoral analysis of the Gulf Cooperation Council stock market. (2021). Chaffai, Mustapha ; Medhioub, Imed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:1:d:10.1057_s41260-020-00197-8.

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2021Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UKs Regional Housing Markets. (2021). Gupta, Rangan ; Ngene, Geoffrey M. In: Working Papers. RePEc:pre:wpaper:202115.

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2020The COVID-19 Pandemic and Herding Behaviour: Evidence from India’s Stock Market. (2020). Singh, Bhanwar ; Dhall, Rosy. In: Millennial Asia. RePEc:sae:millen:v:11:y:2020:i:3:p:366-390.

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2020Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility. (2020). Despoudi, Stella ; Sivarajah, Uthayasankar ; Lee, Habin ; Bozhkov, Stanislav ; Nandy, Monomita. In: Annals of Operations Research. RePEc:spr:annopr:v:294:y:2020:i:1:d:10.1007_s10479-018-2846-7.

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2020A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2020). Fantazzini, Dean ; Zimin, Stephan. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00136-8.

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2021OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market. (2021). Awartani, Basel ; Gabbori, Dina ; Virk, Nader ; Maghyereh, Aktham. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:870-888.

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2020Modeling of frequency containment reserve prices with econometrics and artificial intelligence. (2020). Fichtner, Wolf ; Keles, Dogan ; Kraft, Emil. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:8:p:1179-1197.

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2020Information Illusion: Placebic Information and Stock Price Estimates. (2020). Horn, Matthias ; Oehler, Andreas ; Wendt, Stefan. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224575.

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Works by Soosung Hwang:


YearTitleTypeCited
2004Liquidity Risk and Real Estate: A Quantitative Approach to Assessing Risk In: ERES.
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paper3
2004Smoothing, Non-synchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price In: ERES.
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paper0
2007Asset Allocatorsí Attitude Towards Real Estate and Alternative Investment Classes In: ERES.
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paper0
2007Will Private Equity and Hedge Funds Replace Real Estate in Mixed-Asset Portfolios? In: ERES.
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paper5
2003A Measure of Fundamental Volatility in the Commercial Property Market In: Real Estate Economics.
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article8
2012Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns In: Real Estate Economics.
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article4
2014The Dynamics of Appraisal Smoothing In: Real Estate Economics.
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article2
1997Market Risk and the Concept of Fundamental Volatility In: Accounting and Finance Discussion Papers.
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paper3
1998Implied Volatility Forecasting: A Comparison of Different Procedures In: Accounting and Finance Discussion Papers.
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paper6
1997An Integrated Risk Measure with Application to UK Asset Allocation In: Cambridge Working Papers in Economics.
[Citation analysis]
paper0
1998Modelling Emerging Market Risk Premia using Higher Moments In: Cambridge Working Papers in Economics.
[Citation analysis]
paper69
1999Modelling Emerging Market Risk Premia Using Higher Moments..(1999) In: International Journal of Finance & Economics.
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This paper has another version. Agregated cites: 69
article
2004Market Stress and Herding In: CEPR Discussion Papers.
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paper144
2004Market stress and herding.(2004) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 144
article
2005Performance Measurement with Loss Aversion In: CEPR Discussion Papers.
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paper1
2001Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions In: Annals of Economics and Finance.
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article6
2000THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES In: Econometric Theory.
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article4
2004How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations In: Econometric Society 2004 Latin American Meetings.
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paper2
2000Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models In: Econometric Society World Congress 2000 Contributed Papers.
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paper12
2002Using Bayesian variable selection methods to choose style factors in global stock return models.(2002) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 12
article
2000Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models.(2000) In: Research Paper Series.
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paper
2004Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects In: Emerging Markets Review.
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article12
2000Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets In: Journal of Banking & Finance.
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article12
2008Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits In: Journal of Banking & Finance.
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article5
2010How loss averse are investors in financial markets? In: Journal of Banking & Finance.
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article23
2013A behavioral explanation of the value anomaly based on time-varying return reversals In: Journal of Banking & Finance.
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article4
2018Loss aversion around the world: Empirical evidence from pension funds In: Journal of Banking & Finance.
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article1
2003Small Sample Properties of GARCH Estimates and Persistence In: Finance Lab Working Papers.
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paper50
2006Small sample properties of GARCH estimates and persistence.(2006) In: The European Journal of Finance.
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This paper has another version. Agregated cites: 50
article
2018Searching the Factor Zoo In: Working Papers.
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paper1
2018Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective In: Working Papers.
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paper0
2007Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market In: The Journal of Real Estate Finance and Economics.
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article21
2012The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate In: The Journal of Real Estate Finance and Economics.
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article0
2006An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle? In: Real Estate & Planning Working Papers.
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paper0
2002Calculating the misspecification in beta from using a proxy for the market portfolio In: Applied Financial Economics.
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article2
2005GARCH model with cross-sectional volatility: GARCHX models In: Applied Financial Economics.
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article16
2007Does downside beta matter in asset pricing? In: Applied Financial Economics.
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article11
2007The disappearance of style in the US equity market In: Applied Financial Economics.
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article2
2000Exponential risk measure with application to UK asset allocation In: Applied Mathematical Finance.
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article1
2008Irrational exuberance in the long-run UK stock market In: Applied Economics.
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article1
2015Market overreaction and investment strategies In: Applied Economics.
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article10
2017Does illiquidity matter in residential properties? In: Applied Economics.
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article0
2005Valuing information using utility functions: how much should we pay for linear factor models? In: The European Journal of Finance.
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article0
2014Testing linear factor models on individual stocks using the average F -test In: The European Journal of Finance.
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article1
2015The disappearance of momentum In: The European Journal of Finance.
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article18

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