Concepedia

Soosung Hwang

SH

49

Publications

1.8K

Citations

25

H-Index

1999

Active since

Affiliations

Sungkyunkwan University(Current)

University of Cambridge

City, University of London

Institut d'Economie Scientifique Et de Gestion

Lille Économie Management

Soosung Hwang is an author at Sungkyunkwan University specializing in asset pricing, finance, and business.

Top concepts

BusinessFinanceAsset PricingFinancial EconomicsEconomicsStatisticsEmpirical FinanceManagementEconomic AnalysisVolatility Modeling

Publications per year

1999–2020

49

Publications

49

Modelling emerging market risk premia using higher moments

Soosung Hwang, Stephen Satchell · International Journal of Finance & Economics · 1999 · 245 citations

Empirical Finance, Incremental Value, Economics +15

Small sample properties of GARCH estimates and persistence

Soosung Hwang, Pedro L. Valls Pereira · European Journal of Finance · 2006 · 126 citations

How loss averse are investors in financial markets?

Soosung Hwang · Journal of Banking & Finance · 2010 · 100 citations

Financial Economics, Asset Pricing, Loss Averse +4

Market 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

Soosung Hwang, Stephen Satchell · Journal of Banking & Finance · 2000 · 71 citations

Empirical Finance, Measuring Volatility, Volatility Modeling +10

Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market

Shaun A. Bond, Soosung Hwang, Zhenguo Lin et al. · The Journal of Real Estate Finance and Economics · 2007 · 64 citations

Asset Pricing, Financial Risk Management, Risk Management +11

Rows per page

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