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 1 4 358 0 1 8 966
A spatial analysis of international stock market linkages 1 2 3 45 2 7 18 137
Cross Sectional Analysis of the Swedish Stock Market 1 3 4 285 1 3 7 1,110
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 2 31 1 4 9 15
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 1 4 18 70 3 10 39 93
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 0 2 21 531
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 0 0 5 64 3 12 31 248
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 1 1 2 12 1 2 15 77
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 0 1 2 19 3 5 18 43
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 1 4 9 86 5 11 35 160
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 1 2 5 24 2 6 23 67
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 1 3 40 0 1 7 29
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 2 13 0 0 3 35
Total Working Papers 6 19 59 1,149 21 64 234 3,511


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 4 16 159
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 1 2 14 0 1 10 76
A spatial analysis of international stock market linkages 0 0 1 25 0 3 14 87
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 1 1 14 0 2 3 69
An event study of price movements following realized jumps 0 0 1 17 1 4 7 77
Are highly leveraged firms more sensitive to an economic downturn? 0 0 2 205 0 3 9 1,373
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 1 1 32 1 2 5 90
Cross-sectional analysis of Swedish stock returns with time-varying beta: the Swedish stock market 1983-96 0 0 0 32 0 1 6 117
Effects of macroeconomic uncertainty on the stock and bond markets 1 4 5 14 7 11 24 44
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 0 2 1 1 4 24
Evaluating a non-linear asset pricing model on international data 0 0 0 59 0 1 5 237
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 1 65 0 1 5 204
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 1 10 1 1 12 31
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 1 69 0 0 4 222
Risk contagion among international stock markets 1 1 1 37 3 7 12 144
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 1 1 5 9 2 9 24 45
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 13 0 0 1 84
Total Journal Articles 3 9 23 683 17 51 165 3,149


Statistics updated 2017-05-02