Access Statistics for Hossein Asgharian

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors 0 2 3 357 0 3 12 965
A spatial analysis of international stock market linkages 1 2 2 44 3 6 17 133
Cross Sectional Analysis of the Swedish Stock Market 1 2 2 283 1 2 6 1,108
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 1 3 31 0 2 7 11
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 2 4 19 68 3 8 38 86
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 2 11 33 531
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 0 1 7 64 6 15 37 242
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 0 3 11 0 0 18 75
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 0 1 4 18 1 3 19 39
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 1 2 9 83 3 7 37 152
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 1 1 5 23 2 3 24 63
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 3 13 0 0 5 35
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 5 39 0 1 12 28
Total Working Papers 6 16 65 1,136 21 61 265 3,468


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A conditional asset-pricing model with the optimal orthogonal portfolio 0 0 1 41 1 3 14 156
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 1 13 0 4 11 75
A spatial analysis of international stock market linkages 0 0 1 25 2 4 15 86
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 0 13 0 0 2 67
An event study of price movements following realized jumps 0 0 1 17 2 2 7 75
Are highly leveraged firms more sensitive to an economic downturn? 0 0 4 205 1 2 17 1,371
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 0 31 0 0 5 88
Cross-sectional analysis of Swedish stock returns with time-varying beta: the Swedish stock market 1983-96 0 0 1 32 0 0 12 116
Effects of macroeconomic uncertainty on the stock and bond markets 1 1 3 11 2 4 21 35
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 0 2 0 0 5 23
Evaluating a non-linear asset pricing model on international data 0 0 0 59 0 0 8 236
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 1 65 0 0 6 203
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 1 1 10 0 2 12 30
Home bias among European investors from a Bayesian perspective 0 0 0 25 0 0 4 66
Jump Spillover in International Equity Markets 0 0 2 69 0 0 10 222
Risk contagion among international stock markets 0 0 1 36 3 4 13 140
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 0 0 4 8 2 4 23 38
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 13 0 0 2 84
Total Journal Articles 1 2 21 675 13 29 187 3,111


Statistics updated 2017-03-07