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 6 408 0 0 15 1,106
A spatial analysis of international stock market linkages 0 0 0 59 1 19 24 239
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 1 3 5 84
Cross Sectional Analysis of the Swedish Stock Market 0 0 0 294 0 3 4 1,152
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 0 34 1 3 7 74
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 0 1 1 42 0 3 6 272
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 1 4 4 130
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 0 0 93 1 4 5 190
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 0 0 2 553
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 0 0 2 90 3 5 25 378
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 0 0 19 0 6 10 125
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 0 0 0 37 0 1 4 134
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 2 6 125
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 104 0 6 8 313
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 1 48 3 8 21 203
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 55 0 0 4 78
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 14 0 2 6 62
Systemic Risk and Centrality Revisited: The Role of Interactions 0 0 0 39 1 7 11 72
Systemic Risk and Centrality Revisited:The Role of Interactions 0 0 0 11 1 7 13 36
Total Working Papers 0 1 10 1,530 13 83 180 5,326


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 1 2 2 47 1 5 11 278
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 0 17 1 4 6 94
A spatial analysis of international stock market linkages 0 1 2 59 4 13 24 256
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 0 19 0 2 4 91
An event study of price movements following realized jumps 0 0 0 20 0 0 1 98
Are highly leveraged firms more sensitive to an economic downturn? 0 0 0 224 1 4 12 1,448
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 1 39 0 3 7 113
Cross-border asset holdings and comovements in sovereign bond markets 0 0 0 4 0 0 3 38
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 37 0 2 6 158
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 1 8 17 196
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 0 6 0 3 5 53
Evaluating a non-linear asset pricing model on international data 0 0 0 62 2 5 7 272
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 68 0 3 4 303
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 0 14 0 3 5 51
Home bias among European investors from a Bayesian perspective 0 0 0 28 1 3 5 117
Jump Spillover in International Equity Markets 0 0 0 91 3 6 11 302
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 0 43 1 4 10 161
Risk contagion among international stock markets 0 0 1 70 0 5 15 254
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 0 0 7 75 1 5 25 268
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 14 1 3 5 193
Total Journal Articles 1 3 13 975 17 81 183 4,744


Statistics updated 2026-04-09