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 2 370 0 1 8 1,008
A spatial analysis of international stock market linkages 0 0 0 56 0 0 11 208
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 1 1 3 76
Cross Sectional Analysis of the Swedish Stock Market 0 0 0 291 0 0 5 1,134
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 0 34 0 1 4 63
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 1 3 5 36 1 5 15 251
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 1 2 2 44 1 2 5 123
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 0 2 91 0 0 6 176
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 0 1 4 546
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 0 0 2 84 0 2 12 335
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 0 1 17 0 0 3 108
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 0 0 1 36 0 0 13 121
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 1 7 3 5 44 83
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 41 1 2 5 162
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 101 0 0 3 292
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 2 55 1 2 6 72
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 14 0 0 2 50
Systemic Risk and Centrality Revisited: The Role of Interactions 0 0 0 38 0 0 6 55
Systemic Risk and Centrality Revisited:The Role of Interactions 0 0 0 8 1 2 6 15
Total Working Papers 2 6 18 1,455 9 24 161 4,878


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 0 6 27 229
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 0 17 0 1 1 85
A spatial analysis of international stock market linkages 0 2 6 48 0 3 17 203
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 0 18 0 0 1 79
An event study of price movements following realized jumps 0 0 0 19 0 1 1 91
Are highly leveraged firms more sensitive to an economic downturn? 0 0 2 217 0 0 9 1,416
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 0 37 0 1 3 104
Cross-border asset holdings and comovements in sovereign bond markets 0 0 0 3 0 0 0 26
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 35 0 1 3 145
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 5 37 0 0 15 165
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 0 6 0 0 1 43
Evaluating a non-linear asset pricing model on international data 0 1 2 62 1 3 7 257
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 66 1 5 14 235
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 1 12 0 0 1 41
Home bias among European investors from a Bayesian perspective 0 0 0 28 0 1 5 90
Jump Spillover in International Equity Markets 0 1 4 84 1 4 12 277
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 1 2 7 36 1 4 14 126
Risk contagion among international stock markets 1 1 4 62 1 1 19 218
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 3 7 14 43 6 13 28 167
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 14 0 0 15 129
Total Journal Articles 5 14 45 887 11 44 193 4,126


Statistics updated 2022-06-07