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 1 7 407 3 4 26 1,103
A spatial analysis of international stock market linkages 0 0 0 59 1 3 4 218
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 1 1 2 80
Cross Sectional Analysis of the Swedish Stock Market 0 0 1 294 0 0 2 1,148
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 0 34 0 1 4 70
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 0 0 0 41 1 2 4 268
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 0 0 1 126
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 0 0 93 0 0 3 186
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 0 0 2 552
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 0 2 2 90 2 17 19 371
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 0 0 19 0 0 5 119
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 0 0 0 37 0 1 4 132
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 2 4 121
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 104 1 1 2 306
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 2 47 4 6 14 192
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 55 0 0 3 76
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 14 1 2 5 59
Systemic Risk and Centrality Revisited: The Role of Interactions 0 0 0 39 1 2 4 64
Systemic Risk and Centrality Revisited:The Role of Interactions 0 0 0 11 1 2 7 26
Total Working Papers 0 3 12 1,527 16 44 115 5,217

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 45 2 5 7 272
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 0 17 1 2 3 90
A spatial analysis of international stock market linkages 0 0 1 58 1 5 10 240
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 0 19 0 0 3 87
An event study of price movements following realized jumps 0 0 0 20 0 0 1 97
Are highly leveraged firms more sensitive to an economic downturn? 0 0 2 224 1 3 7 1,439
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 0 38 1 2 4 109
Cross-border asset holdings and comovements in sovereign bond markets 0 0 0 4 2 2 3 37
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 37 1 1 3 154
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 2 7 12 187
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 0 6 0 0 2 49
Evaluating a non-linear asset pricing model on international data 0 0 0 62 0 1 3 267
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 68 0 1 2 300
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 0 14 0 1 4 48
Home bias among European investors from a Bayesian perspective 0 0 0 28 1 2 3 114
Jump Spillover in International Equity Markets 0 0 1 91 1 3 5 294
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 1 43 2 6 10 157
Risk contagion among international stock markets 0 0 1 70 4 5 10 246
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 2 3 8 73 5 9 21 258
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 14 0 1 2 189
Total Journal Articles 2 3 14 969 24 56 115 4,634

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06