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 7 408 0 6 23 1,106
A spatial analysis of international stock market linkages 0 0 0 59 17 20 22 237
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 2 4 4 83
Cross Sectional Analysis of the Swedish Stock Market 0 0 0 294 2 3 3 1,151
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 0 34 2 3 6 73
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 0 0 0 41 1 3 5 270
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 2 2 2 128
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 0 0 93 1 1 2 187
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 0 1 2 553
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 0 0 2 90 1 5 21 374
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 0 0 19 6 6 10 125
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 0 0 0 37 1 2 5 134
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 1 3 5 124
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 104 5 7 7 312
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 1 2 48 5 12 20 200
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 55 0 2 4 78
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 14 1 3 5 61
Systemic Risk and Centrality Revisited: The Role of Interactions 0 0 0 39 3 5 7 68
Systemic Risk and Centrality Revisited:The Role of Interactions 0 0 0 11 3 7 12 32
Total Working Papers 0 2 11 1,529 53 95 165 5,296

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 9 275
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 0 17 3 4 6 93
A spatial analysis of international stock market linkages 0 0 1 58 3 7 14 246
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 0 19 2 4 4 91
An event study of price movements following realized jumps 0 0 0 20 0 1 1 98
Are highly leveraged firms more sensitive to an economic downturn? 0 0 1 224 2 8 11 1,446
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 1 1 39 3 5 7 113
Cross-border asset holdings and comovements in sovereign bond markets 0 0 0 4 0 3 3 38
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 37 1 4 5 157
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 5 8 16 193
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 0 6 3 4 5 53
Evaluating a non-linear asset pricing model on international data 0 0 0 62 3 3 5 270
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 68 2 2 3 302
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 0 14 1 1 3 49
Home bias among European investors from a Bayesian perspective 0 0 0 28 1 2 3 115
Jump Spillover in International Equity Markets 0 0 0 91 2 5 7 298
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 1 43 2 4 10 159
Risk contagion among international stock markets 0 0 1 70 4 11 15 253
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 0 4 8 75 2 12 25 265
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 14 2 3 4 192
Total Journal Articles 0 5 13 972 43 96 156 4,706

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Statistics updated 2026-02-12