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 3 361 0 1 5 977
A spatial analysis of international stock market linkages 1 1 2 51 1 1 12 172
Credit Constraints, Growth and Inequality Dynamics 0 0 0 29 1 2 2 59
Cross Sectional Analysis of the Swedish Stock Market 0 0 1 286 1 1 2 1,117
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 1 34 2 2 13 47
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 1 4 41 2 4 12 111
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 0 2 87 2 4 14 143
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 0 0 2 539
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 0 0 0 75 2 4 11 286
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 1 1 2 16 2 3 11 93
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 1 1 5 28 5 9 22 82
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 1 1 4 2 3 4 15
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 6 99 0 1 28 264
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 5 36 2 4 17 106
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 1 14 1 1 6 43
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 43 0 0 3 45
Total Working Papers 3 6 33 1,306 23 40 164 4,099


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 43 1 1 7 171
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 1 15 0 0 1 78
A spatial analysis of international stock market linkages 0 1 1 27 2 7 15 127
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 1 1 2 16 1 1 2 74
An event study of price movements following realized jumps 0 0 0 17 0 0 2 84
Are highly leveraged firms more sensitive to an economic downturn? 0 0 1 208 0 0 8 1,388
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 1 33 0 0 1 93
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 1 34 0 0 8 132
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 3 25 2 5 32 111
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 1 4 0 2 3 33
Evaluating a non-linear asset pricing model on international data 0 0 0 60 1 3 4 244
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 66 0 0 4 211
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 0 10 0 0 3 37
Home bias among European investors from a Bayesian perspective 0 0 0 25 0 0 2 68
Jump Spillover in International Equity Markets 0 1 8 77 0 1 15 247
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 2 20 0 5 22 70
Risk contagion among international stock markets 0 1 4 48 0 2 9 169
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 0 0 2 17 1 2 13 93
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 13 2 2 4 89
Total Journal Articles 1 4 27 758 10 31 155 3,519


Statistics updated 2019-09-09