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 4 408 1 4 14 1,110
A spatial analysis of international stock market linkages 0 0 0 59 1 4 27 242
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 0 2 6 85
Cross Sectional Analysis of the Swedish Stock Market 0 0 0 294 1 7 11 1,159
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 0 34 0 5 11 78
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 0 0 1 42 1 5 11 277
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 0 2 5 131
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 1 1 1 94 1 4 8 193
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 0 2 4 555
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 1 1 3 91 3 12 34 387
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 0 0 19 1 2 10 127
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 0 0 0 37 1 2 6 136
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 4 10 129
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 104 0 1 9 314
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 1 48 0 5 23 205
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 55 0 1 4 79
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 14 1 3 8 65
Systemic Risk and Centrality Revisited: The Role of Interactions 0 0 0 39 0 2 12 73
Systemic Risk and Centrality Revisited:The Role of Interactions 0 0 0 11 1 3 15 38
Total Working Papers 2 2 10 1,532 12 70 228 5,383


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 1 2 47 0 3 13 280
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 0 17 0 5 10 98
A spatial analysis of international stock market linkages 0 0 2 59 1 6 26 258
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 0 19 0 1 5 92
An event study of price movements following realized jumps 0 0 0 20 0 1 2 99
Are highly leveraged firms more sensitive to an economic downturn? 1 1 1 225 2 7 18 1,454
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 1 39 0 1 8 114
Cross-border asset holdings and comovements in sovereign bond markets 0 0 0 4 0 1 4 39
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 37 1 1 7 159
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 1 5 21 200
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 0 6 0 1 6 54
Evaluating a non-linear asset pricing model on international data 0 0 0 62 0 4 8 274
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 68 0 2 6 305
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 0 14 0 2 7 53
Home bias among European investors from a Bayesian perspective 0 0 0 28 2 3 7 119
Jump Spillover in International Equity Markets 0 0 0 91 0 5 13 304
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 0 43 3 6 15 166
Risk contagion among international stock markets 1 1 1 71 1 4 17 258
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 1 2 9 77 2 7 30 274
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 14 0 4 8 196
Total Journal Articles 3 5 16 979 13 69 231 4,796


Statistics updated 2026-06-04