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 5 365 1 3 12 988
A spatial analysis of international stock market linkages 0 2 3 53 0 3 12 183
Credit Constraints, Growth and Inequality Dynamics 0 0 1 30 0 3 11 68
Cross Sectional Analysis of the Swedish Stock Market 0 0 2 288 1 1 9 1,125
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 0 34 2 3 9 54
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 1 1 10 27 3 6 41 209
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 2 42 0 1 8 115
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 1 1 1 88 3 11 20 160
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 0 0 1 540
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 0 0 3 78 1 3 23 305
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 0 1 16 1 3 10 101
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 0 1 6 33 2 6 26 102
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 1 3 6 1 3 15 27
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 2 101 4 4 13 276
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 4 40 5 10 29 132
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 14 0 0 3 45
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 8 51 0 1 16 61
Systemic Risk and Centrality Revisited: The Role of Interactions 1 1 7 37 5 6 28 36
Systemic Risk and Centrality Revisited:The Role of Interactions 0 8 8 8 1 6 6 6
Total Working Papers 3 15 66 1,413 30 73 292 4,533


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 2 3 10 180
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 1 1 16 1 2 3 81
A spatial analysis of international stock market linkages 1 2 7 33 4 7 29 153
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 1 16 1 1 2 75
An event study of price movements following realized jumps 0 0 1 18 0 0 4 88
Are highly leveraged firms more sensitive to an economic downturn? 0 1 1 209 0 2 4 1,392
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 1 34 1 1 5 98
Cross-border asset holdings and comovements in sovereign bond markets 1 1 1 3 1 2 11 23
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 34 1 1 7 139
Effects of macroeconomic uncertainty on the stock and bond markets 0 1 1 26 4 7 21 128
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 1 5 0 0 6 37
Evaluating a non-linear asset pricing model on international data 0 0 0 60 0 0 7 248
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 66 1 2 5 216
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 0 10 1 1 1 38
Home bias among European investors from a Bayesian perspective 1 2 3 28 2 3 9 77
Jump Spillover in International Equity Markets 0 0 0 77 0 2 7 254
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 1 2 5 25 3 6 30 97
Risk contagion among international stock markets 0 0 4 51 0 0 11 179
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 2 4 8 25 2 5 26 117
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 1 1 14 1 3 12 99
Total Journal Articles 6 15 36 793 25 48 210 3,719


Statistics updated 2020-07-04