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 0 3 358 1 1 8 967
A spatial analysis of international stock market linkages 0 1 3 45 1 5 17 140
Cross Sectional Analysis of the Swedish Stock Market 0 1 4 285 1 2 8 1,111
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 2 31 0 2 10 16
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 5 21 74 1 11 44 101
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 0 0 20 531
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 1 2 6 66 1 7 32 252
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 2 2 13 0 2 14 78
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 0 0 2 19 0 3 17 43
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 1 8 86 2 11 38 166
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 2 6 25 0 7 26 72
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 3 40 1 1 6 30
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 1 13 1 1 2 36
Total Working Papers 1 14 61 1,157 9 53 242 3,543


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 0 1 15 159
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 1 14 1 1 10 77
A spatial analysis of international stock market linkages 0 0 0 25 2 4 14 91
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 1 14 0 1 4 70
An event study of price movements following realized jumps 0 0 1 17 1 3 9 79
Are highly leveraged firms more sensitive to an economic downturn? 0 0 1 205 0 0 8 1,373
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 1 32 0 2 5 91
Cross-sectional analysis of Swedish stock returns with time-varying beta: the Swedish stock market 1983-96 0 0 0 32 1 1 7 118
Effects of macroeconomic uncertainty on the stock and bond markets 0 2 6 15 3 15 29 52
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 0 2 0 3 6 26
Evaluating a non-linear asset pricing model on international data 1 1 1 60 1 1 6 238
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 65 1 2 5 206
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 1 10 1 3 12 33
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 1 2 6 224
Risk contagion among international stock markets 0 1 1 37 0 4 13 145
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 0 1 5 9 3 9 31 52
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 1 5 21 685 15 52 185 3,184


Statistics updated 2017-07-04