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 0 1 6 968
A spatial analysis of international stock market linkages 0 0 3 45 0 2 17 144
Cross Sectional Analysis of the Swedish Stock Market 0 0 4 285 1 3 9 1,114
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 2 31 1 2 12 20
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 1 3 18 77 2 6 38 109
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 1 1 18 533
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 2 4 8 70 3 8 37 262
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 0 2 13 0 1 4 79
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 1 1 4 21 1 3 14 49
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 4 26 2 2 15 75
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 1 6 87 2 5 32 174
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 2 40 0 1 5 31
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 1 13 0 0 2 36
Total Working Papers 4 9 57 1,168 13 35 209 3,594


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 1 1 1 42 1 1 9 160
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 1 14 0 0 6 77
A spatial analysis of international stock market linkages 0 0 0 25 0 2 13 95
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 1 14 0 1 4 71
An event study of price movements following realized jumps 0 0 0 17 0 2 8 81
Are highly leveraged firms more sensitive to an economic downturn? 0 0 0 205 0 0 5 1,374
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 1 32 0 0 3 91
Cross-sectional analysis of Swedish stock returns with time-varying beta: the Swedish stock market 1983-96 0 0 0 32 0 0 2 118
Effects of macroeconomic uncertainty on the stock and bond markets 1 2 7 17 3 9 32 62
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 0 2 0 0 5 28
Evaluating a non-linear asset pricing model on international data 0 0 1 60 0 0 3 238
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 1 1 1 66 1 1 4 207
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 1 10 0 0 5 33
Home bias among European investors from a Bayesian perspective 0 0 0 25 0 0 0 66
Jump Spillover in International Equity Markets 0 0 0 69 1 2 4 226
Risk contagion among international stock markets 0 2 3 39 1 5 15 150
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 0 1 4 11 4 10 33 64
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 13 0 0 0 84
Total Journal Articles 3 7 21 693 11 33 151 3,225


Statistics updated 2017-11-04