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 1 2 2 360 1 2 4 976
A spatial analysis of international stock market linkages 0 0 3 50 0 5 15 171
Credit Constraints, Growth and Inequality Dynamics 0 0 1 29 0 0 7 57
Cross Sectional Analysis of the Swedish Stock Market 0 0 1 286 0 0 1 1,116
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 2 34 1 2 16 45
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 4 40 0 4 14 107
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 0 5 87 1 4 18 139
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 0 1 3 539
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 0 0 1 75 0 6 9 282
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 0 1 15 0 2 9 90
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 1 2 4 27 3 6 14 73
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 3 0 1 3 12
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 1 2 5 36 4 6 15 102
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 2 3 6 99 4 10 40 263
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 1 14 0 1 6 42
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 43 0 0 4 45
Total Working Papers 5 9 36 1,300 14 50 178 4,059


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 0 8 170
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 1 1 1 15 1 1 1 78
A spatial analysis of international stock market linkages 0 0 0 26 1 5 12 120
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 1 15 0 0 1 73
An event study of price movements following realized jumps 0 0 0 17 0 1 2 84
Are highly leveraged firms more sensitive to an economic downturn? 0 0 1 208 0 1 8 1,388
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 1 33 0 0 1 93
Cross-sectional analysis of Swedish stock returns with time-varying beta: the Swedish stock market 1983-96 0 0 1 34 0 1 9 132
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 6 25 3 15 34 106
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 1 4 0 0 1 31
Evaluating a non-linear asset pricing model on international data 0 0 0 60 0 1 1 241
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 66 1 2 4 211
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 0 10 0 2 3 37
Home bias among European investors from a Bayesian perspective 0 0 0 25 0 1 2 68
Jump Spillover in International Equity Markets 0 4 7 76 0 4 18 246
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 2 20 3 6 25 65
Risk contagion among international stock markets 0 2 5 47 1 3 12 167
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 1 1 3 17 2 4 14 91
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 13 1 2 2 87
Total Journal Articles 2 8 29 754 13 49 158 3,488


Statistics updated 2019-06-03