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 2 358 1 1 6 969
A spatial analysis of international stock market linkages 0 1 3 46 0 5 19 149
Cross Sectional Analysis of the Swedish Stock Market 0 0 4 285 0 1 8 1,114
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 1 31 1 2 11 21
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 2 4 14 26 3 7 39 76
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 1 1 8 27 1 2 25 40
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 4 15 80 0 5 31 112
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 1 2 9 534
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 0 3 8 71 4 8 36 267
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 0 2 13 0 0 4 79
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 0 2 4 22 0 3 14 51
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 1 2 2 2 3 6 6 6
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 2 3 7 29 2 6 18 79
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 2 2 8 89 9 19 43 191
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 13 0 0 1 36
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 1 2 41 0 1 4 32
Total Working Papers 8 23 80 1,235 25 68 274 3,756


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 2 2 43 1 2 6 161
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 1 14 0 0 2 77
A spatial analysis of international stock market linkages 0 1 1 26 0 3 14 98
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 1 14 1 1 5 72
An event study of price movements following realized jumps 0 0 0 17 0 1 9 82
Are highly leveraged firms more sensitive to an economic downturn? 0 0 0 205 0 0 4 1,374
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 1 32 0 1 4 92
Cross-sectional analysis of Swedish stock returns with time-varying beta: the Swedish stock market 1983-96 0 0 0 32 0 1 3 119
Effects of macroeconomic uncertainty on the stock and bond markets 0 1 7 17 2 6 33 65
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 2 238
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 1 1 66 0 1 4 207
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 1 10 0 0 4 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 4 226
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 2 12 16 3 7 24 35
Risk contagion among international stock markets 0 1 4 40 0 2 14 151
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 1 1 4 12 2 11 36 71
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 13 0 1 1 85
Total Journal Articles 2 9 36 713 9 38 174 3,280


Statistics updated 2018-01-04