Soosung Hwang : Citation Profile

Are you Soosung Hwang?

Sungkyunkwan University

12

H index

13

i10 index

685

Citations

RESEARCH PRODUCTION:

28

Articles

17

Papers

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 32
   Journals where Soosung Hwang has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 13 (1.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phw8
   Updated: 2024-11-04    RAS profile: 2020-02-21    
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Relations with other researchers

Works with:

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)

Brooks, Robert (11)

Nautz, Dieter (11)

GUPTA, RANGAN (10)

Fantazzini, Dean (7)

Balcilar, Mehmet (7)

Dufrénot, Gilles (6)

Hatemi-J, Abdulnasser (6)

Demirer, Riza (6)

Iqbal, Javed (6)

Han, Heejoon (5)

Cites to:

Thaler, Richard (12)

Fama, Eugene (12)

Campbell, John (11)

Harvey, Campbell (11)

French, Kenneth (10)

Shleifer, Andrei (10)

Kahneman, Daniel (9)

Harvey, Andrew (9)

Jagannathan, Ravi (9)

Hamilton, James (8)

Ang, Andrew (7)

Main data

Where Soosung Hwang has published?

Journals with more than one article published# docs
Journal of Banking & Finance6
Applied Financial Economics4
The European Journal of Finance4
Real Estate Economics3
Applied 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
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Working Papers / IESEG School of Management2

Recent works citing Soosung Hwang (2024 and 2023)

YearTitle of citing document
2023.

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2024.

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2024The Underlying Return-Generating Factors for REIT Returns: An Application of Independent Component Analysis. (2007). Lizieri, Colin ; Zhang, QI ; Satchell, Stephen. In: Real Estate Economics. RePEc:bla:reesec:v:35:y:2007:i:4:p:569-598.

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2023Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242.

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2023Is institutional herding efficient? Evidence from an investment efficiency and informational network perspective. (2023). Li, Shouwei ; Lu, Shuai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000424.

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2023Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735.

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2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

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2023Animal Behavior in Capital markets: Herding formation dynamics, trading volume, and the role of COVID-19 pandemic. (2023). Eleftheriou, Konstantinos ; Grose, Christos ; Economou, Fotini ; Chantziaras, Antonios ; Alexakis, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000694.

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2024Long-term dynamic asset allocation under asymmetric risk preferences. (2024). Pantelous, Athanasios A ; Kallinterakis, Vasileios ; Hwang, Soosung ; Kontosakos, Vasileios E. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:765-782.

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2023Overlapping momentum portfolios. (2023). Remesal, Alvaro ; de Jesus, Miguel ; Blanco, Ivan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:1-22.

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2023Herding behavior and systemic risk in global stock markets. (2023). Vioto, Davide ; Tunaru, Radu ; Hasan, Iftekhar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:107-133.

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2023Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model. (2023). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000245.

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2023How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study. (2023). Esparcia, Carlos ; Diaz, Antonio ; Alonso, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006722.

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2023A conditional higher-moment CAPM. (2023). Tucker, Jon ; Guermat, Cherif ; Vendrame, Vasco. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000406.

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2023Characteristics and mechanisms of the U.S. stock market spillover effects on the Chinese A-share market: Evidence from 6 A-share broad-based and 31 sector indices. (2023). Shen, Weibing ; Tian, Huiting ; Huang, Junbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001606.

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2023The destabilizing effect of mutual fund herding: Evidence from China. (2023). Hu, YU ; He, Zhongzhi ; Xue, Wenjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001278.

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2023Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. (2023). Zhang, Dalu ; Yan, Meilan ; Xiao, Qin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002594.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Herding towards carbon neutrality: The role of investor attention. (2024). Zhu, Zhaobo ; Shen, Dehua ; Shi, Guiqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005653.

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2023Can average skewness really predict financial returns? The euro area case. (2023). van Cappellen, Jef ; de Ceuster, Marc ; Annaert, Jan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005529.

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2023Does realized skewness predict the cross-section of Chinese stock returns?. (2023). Long, Huaigang ; Jiang, Yuexiang ; Dai, Yiming ; Zaremba, Adam ; Wang, Hui. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007353.

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2024Do investors herd under global crises? A comparative study between Chinese and the United States stock markets. (2024). Sun, Shuanglin ; Cheng, Tingting ; Xing, Shuo. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001508.

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2023Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83.

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2023Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749.

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2023Exploring style herding by mutual funds. (2023). , Remco ; Santi, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000306.

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2023Firms’ responses to the COVID-19 pandemic. (2023). Swink, Morgan ; Wagner, Stephan M ; Schmidt, Christoph G ; Klockner, Maximilian. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s014829632300022x.

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2023Investor trade allocation patterns in stock markets. (2023). Kanniainen, Juho ; Baltakys, Kstutis ; Kivela, Mikko ; Saramaki, Jari. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:191-209.

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2023Channel coordination under retailers (sub)conscious preferences of loss aversion and fairness. (2023). Ren, Jianbiao ; Guan, Zhenzhong ; Li, Yadong. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:74:y:2023:i:c:s0969698923001777.

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2023Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data. (2023). Wong, Wing-Keung ; Wisetsri, Worakamol ; Cui, Moyang ; Hassan, Marria ; Li, Zeyun ; Muda, Iskandar ; Mabrouk, Fatma. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005761.

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2023Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market. (2023). Akhter, Tahmina ; Tiwari, Aviral Kumar ; Soo-Wah, Low ; Hoque, Mohammad Enamul. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s030142072300497x.

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2024Working more for more and working more for less: Labor supply in the gain and loss domains. (2024). Zubanov, Nick ; Song, Fei ; Cadsby, Bram C. In: Labour Economics. RePEc:eee:labeco:v:88:y:2024:i:c:s0927537124000289.

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2023Herding in Chinese stock markets: Evidence from the dual-investor-group. (2023). Lu, Yang ; Zheng, Suyan ; Liu, Tengdong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000586.

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2023Asset pricing models in the presence of higher moments: Theory and evidence from the U.S. and China stock market. (2023). Zhou, Qiyao ; Xiang, George ; Li, Xin ; Hu, Debao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001191.

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2023Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza ; van Eyden, Renee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:295-302.

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2023Understanding the role of social media sentiment in identifying irrational herding behavior in the stock market. (2023). Yu, Yongtian ; Liu, Wei ; Chen, Hui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:163-179.

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2024Behavioral aspects of household portfolio choice: Effects of loss aversion on life insurance uptake and savings. (2024). Hwang, In Do ; Do, IN. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1029-1053.

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2024Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Zhang, Cheng ; Jiang, Lijun ; Hong, Hui ; Yue, Zhonggang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002465.

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2024Investing in cryptocurrency before and during the COVID-19 crisis: Hedge, diversifier or safe haven?. (2024). Jahmane, Abderrahmane ; Bennajma, Amel ; Riahi, Rabeb ; Hammami, Helmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002283.

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2024Herding states and stock market returns. (2024). Lobo, Julio ; Fortuna, Natercia ; Costa, Filipe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923002891.

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2024IoT smart farming adoption intention under climate change: The gain and loss perspective. (2024). Badir, Yuosre F ; Piancharoenwong, Assanee. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008776.

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2023Hurst Exponent Analysis: Evidence from Volatility Indices and the Volatility of Volatility Indices. (2023). Floros, Christos ; Zournatzidou, Georgia. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:5:p:272-:d:1147387.

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2023Testing of Herd Behavior In african Stock Markets During COVID-19 Pandemic. (2023). Benboubker, Mounir ; Gohou, Jude ; Es-Sanoun, Mohamed. In: Post-Print. RePEc:hal:journl:hal-04144289.

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2023Social Network Matters: Capital Structure Risk Control on REITs. (2023). Qin, Zhenjiang ; Lai, Rose Neng ; Meng, Stanley Iat. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:3:d:10.1007_s11146-021-09833-5.

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2023The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis. (2023). Guidolin, Massimo ; Petrova, Milena T ; Pedio, Manuela. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:1:d:10.1007_s11146-020-09769-2.

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2023Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market. (2023). Badhani, K N ; Ali, Asgar. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00290-0.

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2024Quantifying the non-Gaussian gain. (2024). Lizieri, Colin ; Satchell, Stephen ; Allen, David. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00338-9.

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2023On the weighting of homo economicus and homo virtus in human behaviour. (2023). Parada-Daza, Jose Rigoberto ; Parada-Contzen, Marcela. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02142-7.

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2024Viral decisions: unmasking the impact of COVID-19 info and behavioral quirks on investment choices. (2024). Jalil, Faryal ; Saltik, Omur ; Ul, Wasim ; Degirmen, Suleyman. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03011-7.

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2024.

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2023Linex and double-linex regression for parameter estimation and forecasting. (2023). Tsionas, Mike G. In: Annals of Operations Research. RePEc:spr:annopr:v:323:y:2023:i:1:d:10.1007_s10479-022-05131-2.

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2023The time-varying correlation between popular narratives and TRY/USD FX rate: Evidence from a DCC-GARCH model. (2023). Ulusoy, Veysel ; Kklerli, Kazam Berk. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:4:f:13_4_3.

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2024Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements. (2024). Chen, Tao ; Mo, Han ; Larson, Robert K. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:25:y:2024:i:1:p:92-110.

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2023Herding Behavior in Frontier Nordic Countries. (2023). Arina, Ivasiuc. In: Studia Universitatis Babe?-Bolyai Oeconomica. RePEc:vrs:subboe:v:68:y:2023:i:1:p:21-41:n:1.

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2023International journal of finance and economics: A bibliometric overview. (2023). Gupta, Prashant ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:9-46.

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2024A comparison of Range Value at Risk (RVaR) forecasting models. (2024). Santos, Samuel Solgon ; Gossling, Thalles Weber ; Muller, Fernanda Maria ; Righi, Marcelo Brutti. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:509-543.

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Works by Soosung Hwang:

YearTitleTypeCited
2004Liquidity Risk and Real Estate: A Quantitative Approach to Assessing Risk In: ERES.
[Full Text][Citation analysis]		paper8
2004Smoothing, Non-synchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price In: ERES.
[Full Text][Citation analysis]		paper0
2007Asset Allocatorsí Attitude Towards Real Estate and Alternative Investment Classes In: ERES.
[Full Text][Citation analysis]		paper0
2007Will Private Equity and Hedge Funds Replace Real Estate in Mixed-Asset Portfolios? In: ERES.
[Full Text][Citation analysis]		paper8
2003A Measure of Fundamental Volatility in the Commercial Property Market In: Real Estate Economics.
[Full Text][Citation analysis]		article9
2012Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns In: Real Estate Economics.
[Full Text][Citation analysis]		article6
2014The Dynamics of Appraisal Smoothing In: Real Estate Economics.
[Full Text][Citation analysis]		article4
1997Market Risk and the Concept of Fundamental Volatility In: Accounting and Finance Discussion Papers.
[Citation analysis]		paper3
1998Implied Volatility Forecasting: A Comparison of Different Procedures In: Accounting and Finance Discussion Papers.
[Citation analysis]		paper9
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]		paper86
1999Modelling Emerging Market Risk Premia Using Higher Moments..(1999) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		article
2004Market Stress and Herding In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper236
2004Market stress and herding.(2004) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 236		article
2005Performance Measurement with Loss Aversion In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2001Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article8
2000THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES In: Econometric Theory.
[Full Text][Citation analysis]		article6
2004How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations In: Econometric Society 2004 Latin American Meetings.
[Full Text][Citation analysis]		paper7
2000Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper12
2002Using Bayesian variable selection methods to choose style factors in global stock return models.(2002) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2000Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models.(2000) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2004Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects In: Emerging Markets Review.
[Full Text][Citation analysis]		article13
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.
[Full Text][Citation analysis]		article18
2008Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
2010How loss averse are investors in financial markets? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article36
2013A behavioral explanation of the value anomaly based on time-varying return reversals In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2018Loss aversion around the world: Empirical evidence from pension funds In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
2003Small Sample Properties of GARCH Estimates and Persistence In: Finance Lab Working Papers.
[Full Text][Citation analysis]		paper71
2006Small sample properties of GARCH estimates and persistence.(2006) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		article
2018Searching the Factor Zoo In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective In: Working Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article25
2012The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article3
2006An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle? In: Real Estate & Planning Working Papers.
[Full Text][Citation analysis]		paper0
2002Calculating the misspecification in beta from using a proxy for the market portfolio In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2005GARCH model with cross-sectional volatility: GARCHX models In: Applied Financial Economics.
[Full Text][Citation analysis]		article21
2007Does downside beta matter in asset pricing? In: Applied Financial Economics.
[Full Text][Citation analysis]		article16
2007The disappearance of style in the US equity market In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2000Exponential risk measure with application to UK asset allocation In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article2
2008Irrational exuberance in the long-run UK stock market In: Applied Economics.
[Full Text][Citation analysis]		article1
2015Market overreaction and investment strategies In: Applied Economics.
[Full Text][Citation analysis]		article11
2017Does illiquidity matter in residential properties? In: Applied Economics.
[Full Text][Citation analysis]		article0
2005Valuing information using utility functions: how much should we pay for linear factor models? In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2014Testing linear factor models on individual stocks using the average F -test In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2015The disappearance of momentum In: The European Journal of Finance.
[Full Text][Citation analysis]		article25

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