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 3 11 407 1 3 29 1,100
A spatial analysis of international stock market linkages 0 0 0 59 0 0 1 215
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 0 0 1 79
Cross Sectional Analysis of the Swedish Stock Market 0 0 1 294 0 0 3 1,148
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 0 34 0 2 3 69
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 0 0 1 41 0 0 4 266
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 1 3 186
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 0 1 2 552
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 1 1 1 89 2 3 4 356
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 0 0 19 0 1 5 119
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 0 0 1 37 0 1 4 131
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 0 2 119
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 104 0 0 1 305
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 3 47 0 4 10 186
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 14 0 0 3 57
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 55 0 1 3 76
Systemic Risk and Centrality Revisited: The Role of Interactions 0 0 0 39 0 1 2 62
Systemic Risk and Centrality Revisited:The Role of Interactions 0 0 0 11 1 1 6 25
Total Working Papers 2 4 18 1,526 4 19 87 5,177


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 0 0 3 267
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 0 17 0 0 1 88
A spatial analysis of international stock market linkages 0 0 1 58 0 1 5 235
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 0 0 4 1,436
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 0 38 0 1 2 107
Cross-border asset holdings and comovements in sovereign bond markets 0 0 0 4 0 0 1 35
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 37 0 1 2 153
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 1 2 6 181
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 0 6 0 1 2 49
Evaluating a non-linear asset pricing model on international data 0 0 0 62 0 0 2 266
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 68 0 0 1 299
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 0 14 0 0 3 47
Home bias among European investors from a Bayesian perspective 0 0 0 28 1 1 2 113
Jump Spillover in International Equity Markets 0 0 2 91 0 0 3 291
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 1 43 1 1 5 152
Risk contagion among international stock markets 0 0 1 70 0 0 5 241
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 1 1 9 71 1 4 21 250
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 14 0 0 1 188
Total Journal Articles 1 1 16 967 4 12 73 4,582


Statistics updated 2025-10-06