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 2 8 968
A spatial analysis of international stock market linkages 0 0 3 45 1 4 18 143
Cross Sectional Analysis of the Swedish Stock Market 0 0 4 285 0 1 8 1,111
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 2 31 1 3 11 19
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 1 1 20 75 3 6 41 106
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 0 1 19 532
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 1 2 6 67 3 6 33 257
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 0 2 13 1 1 8 79
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 0 1 3 20 0 3 15 46
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 1 5 26 0 1 17 73
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 1 1 8 87 3 8 40 172
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 1 13 0 1 2 36
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 2 40 1 2 5 31
Total Working Papers 3 6 59 1,162 14 39 225 3,573


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 0 41 0 0 9 159
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 1 14 0 1 8 77
A spatial analysis of international stock market linkages 0 0 0 25 1 5 13 94
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 1 14 1 1 5 71
An event study of price movements following realized jumps 0 0 0 17 0 1 6 79
Are highly leveraged firms more sensitive to an economic downturn? 0 0 1 205 0 1 8 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 1 6 118
Effects of macroeconomic uncertainty on the stock and bond markets 1 1 6 16 3 7 29 56
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 0 2 0 2 6 28
Evaluating a non-linear asset pricing model on international data 0 1 1 60 0 1 5 238
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 65 0 1 3 206
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 1 10 0 1 8 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 0 1 2 224
Risk contagion among international stock markets 1 1 2 38 3 3 14 148
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 0 1 5 10 0 5 29 54
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 2 4 19 688 8 31 154 3,200


Statistics updated 2017-09-03