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 4 408 0 1 13 1,110
A spatial analysis of international stock market linkages 0 0 0 59 0 1 27 242
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 0 0 6 85
Cross Sectional Analysis of the Swedish Stock Market 0 0 0 294 0 2 12 1,160
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 0 34 0 1 10 79
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 0 0 1 42 0 1 11 277
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 0 0 5 131
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 1 1 94 0 1 8 193
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 0 1 5 556
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 0 1 3 91 0 4 34 388
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 0 0 19 0 1 8 127
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 0 0 0 37 0 1 6 136
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 0 10 129
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 1 48 0 1 21 206
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 104 0 0 9 314
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 55 0 0 4 79
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 14 0 1 8 65
Systemic Risk and Centrality Revisited: The Role of Interactions 0 0 0 39 0 1 12 74
Systemic Risk and Centrality Revisited:The Role of Interactions 0 0 0 11 0 1 14 38
Total Working Papers 0 2 10 1,532 0 18 223 5,389


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 2 47 0 4 17 284
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 0 17 0 0 10 98
A spatial analysis of international stock market linkages 0 0 1 59 1 2 25 259
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 0 19 0 0 5 92
An event study of price movements following realized jumps 0 0 0 20 1 2 4 101
Are highly leveraged firms more sensitive to an economic downturn? 0 1 1 225 1 3 19 1,455
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 1 39 0 2 10 116
Cross-border asset holdings and comovements in sovereign bond markets 0 0 0 4 0 0 4 39
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 37 1 2 8 160
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 3 4 24 203
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 0 6 0 0 6 54
Evaluating a non-linear asset pricing model on international data 0 0 0 62 1 1 9 275
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 68 0 3 9 308
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 0 14 0 0 6 53
Home bias among European investors from a Bayesian perspective 0 0 0 28 0 2 7 119
Jump Spillover in International Equity Markets 0 0 0 91 0 0 13 304
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 1 1 44 1 6 18 169
Risk contagion among international stock markets 0 1 1 71 1 2 18 259
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 0 1 7 77 2 4 30 276
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 14 0 1 9 197
Total Journal Articles 0 4 14 980 12 38 251 4,821


Statistics updated 2026-08-07