| The disappearance of momentum S Hwang, A Rubesam The European Journal of Finance 21 (7), 584-607, 2015 | 65 | 2015 |
| Carteiras de variância mínima no Brasil A Rubesam, AL Beltrame Revista Brasileira de Finanças 11 (1), 81-118, 2013 | 51* | 2013 |
| The disappearance of momentum S Hwang, A Rubesam Social Science Research Network. SSRN, 2008 | 37 | 2008 |
| Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly S Hwang, A Rubesam, M Salmon Journal of International Money and Finance 111, 102318, 2021 | 30 | 2021 |
| A behavioral explanation of the value anomaly based on time-varying return reversals S Hwang, A Rubesam Journal of banking & finance 37 (7), 2367-2377, 2013 | 24 | 2013 |
| Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market A Rubesam Emerging Markets Review 51, 100891, 2022 | 19 | 2022 |
| Overconfidence, sentiment and beta herding: A behavioral explanation of the low-beta anomaly S Hwang, A Rubesam, M Salmon SSRN Electronic Journal 82 (0), 1-60, 2018 | 18 | 2018 |
| Bayesian selection of asset pricing factors using individual stocks S Hwang, A Rubesam Journal of Financial Econometrics 20 (4), 716-761, 2022 | 14 | 2022 |
| Covid-19 and herding in global equity markets A Rubesam, GSR Júnior Journal of Behavioral and Experimental Finance 35, 100672, 2022 | 11 | 2022 |
| Searching the Factor Zoo S Hwang, A Rubesam Working paper, IÉSEG School of Management, 2018 | 10 | 2018 |
| Is Value Really Riskier than Growth S Hwang, A Rubesam working paper, Cass Business School, 2007 | 5 | 2007 |
| Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective A Rubesam, S Hwang IÉSEG WORKING PAPER SERIES 2018-ACF-04, 2019 | 4 | 2019 |
| Fishing with a licence: An empirical search for asset pricing factors S Hwang, A Rubesam Available at SSRN 1297376, 2008 | 4 | 2008 |
| Estimação não parametrica aplicada a problemas de classificação via Bagging e Boosting A Rubesam [sn], 2004 | 2 | 2004 |
| The Long and the Short of Risk Parity. A Rubesam Journal of Portfolio Management 48 (4), 2022 | 1 | 2022 |
| It Takes Two to Tango: Economic Theory and Model Uncertainty for Equity Premium Prediction D Bianchi, A Rubesam, A Tamoni Available at SSRN 4513241, 2023 | | 2023 |
| Multi-facets of Beta S Hwang, A Rubesam Available at SSRN 4241990, 2022 | | 2022 |
| Forecasting Realized Volatility: Does Anything Beat Linear Models? R Branco, A Rubesam, M Zevallos Available at SSRN 4228131, 2022 | | 2022 |
| Micro-efficiency vs. Macro-(in) efficiency: The Role of Capital Structure Arbitrage in Stock Return Predictability A Rubesam, P Zimmermann | | 2022 |
| COVID-19 and Herding in Global Equity Markets (preprint) A Rubesam, G de Souza Raimundo Júnior | | 2021 |
Soosung HwangDepatment of Economics, Sungkyunkwan UniveristyE-mail confirmado em skku.edu
