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 5 363 0 3 10 983
A spatial analysis of international stock market linkages 0 0 1 51 1 5 13 177
Credit Constraints, Growth and Inequality Dynamics 0 1 1 30 1 4 7 64
Cross Sectional Analysis of the Swedish Stock Market 0 1 2 288 1 4 6 1,122
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 0 34 0 1 7 49
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 1 41 0 1 9 112
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 0 1 87 1 1 12 145
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 0 1 3 540
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 0 1 1 76 5 10 21 297
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 0 1 16 0 3 9 96
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 2 3 8 32 3 8 29 92
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 1 1 2 5 2 5 10 21
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 1 1 5 100 3 4 23 270
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 2 5 38 2 9 22 116
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 1 2 2 45 3 8 10 53
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 14 0 2 6 45
Total Working Papers 5 14 35 1,322 22 69 197 4,182


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 43 0 3 8 175
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 1 15 0 0 1 78
A spatial analysis of international stock market linkages 1 3 4 30 6 9 23 137
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 1 16 0 0 1 74
An event study of price movements following realized jumps 0 0 0 17 1 1 2 85
Are highly leveraged firms more sensitive to an economic downturn? 0 0 0 208 1 2 4 1,390
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 0 33 0 1 1 94
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 34 2 4 6 136
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 1 25 2 6 31 118
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 1 1 5 0 2 5 36
Evaluating a non-linear asset pricing model on international data 0 0 0 60 1 3 8 248
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 66 0 1 4 212
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 0 10 0 0 3 37
Home bias among European investors from a Bayesian perspective 0 0 1 26 1 2 7 73
Jump Spillover in International Equity Markets 0 0 6 77 1 3 11 250
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 1 1 21 1 8 23 81
Risk contagion among international stock markets 1 1 4 49 4 5 10 174
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 1 1 3 18 2 5 15 101
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 13 0 1 6 91
Total Journal Articles 3 7 23 766 22 56 169 3,590


Statistics updated 2020-01-03