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 1 8 408 3 6 27 1,106
A spatial analysis of international stock market linkages 0 0 0 59 2 5 6 220
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 1 2 3 81
Cross Sectional Analysis of the Swedish Stock Market 0 0 0 294 1 1 2 1,149
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 0 34 1 2 5 71
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 0 0 0 41 1 3 5 269
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 2 186
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 1 1 3 553
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 0 1 2 90 2 17 21 373
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 1 2 5 133
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 2 4 6 123
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 104 1 2 3 307
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 1 1 2 48 3 9 16 195
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 55 2 2 5 78
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 14 1 3 5 60
Systemic Risk and Centrality Revisited: The Role of Interactions 0 0 0 39 1 3 5 65
Systemic Risk and Centrality Revisited:The Role of Interactions 0 0 0 11 3 4 10 29
Total Working Papers 2 3 12 1,529 26 66 135 5,243

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 1 6 8 273
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 0 17 0 2 3 90
A spatial analysis of international stock market linkages 0 0 1 58 3 8 12 243
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 0 19 2 2 4 89
An event study of price movements following realized jumps 0 0 0 20 1 1 2 98
Are highly leveraged firms more sensitive to an economic downturn? 0 0 1 224 5 8 11 1,444
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 1 1 1 39 1 3 5 110
Cross-border asset holdings and comovements in sovereign bond markets 0 0 0 4 1 3 4 38
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 37 2 3 5 156
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 1 7 12 188
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 0 6 1 1 3 50
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 0 1 3 114
Jump Spillover in International Equity Markets 0 0 1 91 2 5 7 296
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 1 43 0 5 9 157
Risk contagion among international stock markets 0 0 1 70 3 8 12 249
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 2 4 9 75 5 13 25 263
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 14 1 2 3 190
Total Journal Articles 3 5 15 972 29 81 137 4,663

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Statistics updated 2026-01-09