| Market stress and herding S Hwang, M Salmon Journal of Empirical Finance 11 (4), 585-616, 2004 | 1012 | 2004 |
| Modelling emerging market risk premia using higher moments S Hwang, SE Satchell International Journal of Finance & Economics 4 (4), 271-296, 1999 | 360 | 1999 |
| Small sample properties of GARCH estimates and persistence S Hwang, PL Valls Pereira The European Journal of Finance 12 (6-7), 473-494, 2006 | 178 | 2006 |
| How loss averse are investors in financial markets? S Hwang, SE Satchell Journal of Banking & Finance 34 (10), 2425-2438, 2010 | 121 | 2010 |
| A new measure of herding and empirical evidence S Hwang, MH Salmon Warwick Business School, Financial Econometrics Research Centre, 2001 | 109 | 2001 |
| Sentiment and beta herding S Hwang, M Salmon Available at SSRN 299919, 2009 | 94 | 2009 |
| 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 … S Hwang, SE Satchell Journal of banking & finance 24 (5), 759-785, 2000 | 81 | 2000 |
| GARCH model with cross-sectional volatility: GARCHX models S Hwang*, SE Satchell Applied Financial Economics 15 (3), 203-216, 2005 | 80 | 2005 |
| Tracking error: Ex ante versus ex post measures SE Satchell, S Hwang Journal of Asset Management 2 (3), 241-246, 2001 | 77 | 2001 |
| Marketing period risk in a portfolio context: Theory and empirical estimates from the UK commercial real estate market SA Bond, S Hwang, Z Lin, KD Vandell The Journal of Real Estate Finance and Economics 34 (4), 447-461, 2007 | 76 | 2007 |
| The disappearance of momentum S Hwang, A Rubesam The European Journal of Finance 21 (7), 584-607, 2015 | 69 | 2015 |
| Does downside beta matter in asset pricing? CS Pedersen, S Hwang Applied Financial Economics 17 (12), 961-978, 2007 | 66 | 2007 |
| Using Bayesian variable selection methods to choose style factors in global stock return models AD Hall, S Hwang, SE Satchell Journal of banking & finance 26 (12), 2301-2325, 2002 | 54 | 2002 |
| Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects S Hwang, CS Pedersen Emerging markets review 5 (1), 109-128, 2004 | 53 | 2004 |
| The effects of systematic sampling and temporal aggregation on discrete time long memory processes and their finite sample properties S Hwang Econometric Theory 16 (3), 347-372, 2000 | 50 | 2000 |
| Smoothing, nonsynchronous appraisal and cross‐sectional aggregation in real estate price indices SA Bond, S Hwang Real Estate Economics 35 (3), 349-382, 2007 | 49 | 2007 |
| Performance measurement with loss aversion G Gemmill, S Hwang, M Salmon Journal of Asset Management 7 (3), 190-207, 2006 | 42 | 2006 |
| Will private equity and hedge funds replace real estate in mixed-asset portfolios? SA Bond, S Hwang, P Mitchell, SE Satchell The Journal of Portfolio Management 33 (5), 74-84, 2007 | 40 | 2007 |
| A measure of fundamental volatility in the commercial property market SA Bond, S Hwang Real Estate Economics 31 (4), 577-600, 2003 | 39 | 2003 |
| Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly S Hwang, A Rubesam, M Salmon Journal of International Money and Finance, 102318, 2020 | 38 | 2020 |
Mark SalmonCambridgeEmail verificata su cam.ac.uk
