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 6 408 0 3 19 1,106
A spatial analysis of international stock market linkages 0 0 0 59 1 20 23 238
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 0 3 4 83
Cross Sectional Analysis of the Swedish Stock Market 0 0 0 294 1 4 4 1,152
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 0 34 0 3 6 73
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 1 1 1 42 2 4 7 272
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 1 3 3 129
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 0 0 93 2 3 4 189
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 0 1 2 553
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 0 0 2 90 1 4 22 375
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 2 4 134
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 1 4 6 125
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 1 2 48 0 8 19 200
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 104 1 7 8 313
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 55 0 2 4 78
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 14 1 3 6 62
Systemic Risk and Centrality Revisited: The Role of Interactions 0 0 0 39 3 7 10 71
Systemic Risk and Centrality Revisited:The Role of Interactions 0 0 0 11 3 9 13 35
Total Working Papers 1 3 11 1,530 17 96 174 5,313


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 1 1 46 2 5 10 277
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 0 17 0 3 5 93
A spatial analysis of international stock market linkages 1 1 2 59 6 12 20 252
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 0 19 0 4 4 91
An event study of price movements following realized jumps 0 0 0 20 0 1 1 98
Are highly leveraged firms more sensitive to an economic downturn? 0 0 1 224 1 8 12 1,447
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 1 1 39 0 4 7 113
Cross-border asset holdings and comovements in sovereign bond markets 0 0 0 4 0 1 3 38
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 37 1 4 6 158
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 2 8 16 195
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 0 6 0 4 5 53
Evaluating a non-linear asset pricing model on international data 0 0 0 62 0 3 5 270
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 68 1 3 4 303
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 0 14 2 3 5 51
Home bias among European investors from a Bayesian perspective 0 0 0 28 1 2 4 116
Jump Spillover in International Equity Markets 0 0 0 91 1 5 8 299
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 0 43 1 3 9 160
Risk contagion among international stock markets 0 0 1 70 1 8 15 254
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 0 2 8 75 2 9 25 267
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 14 0 3 4 192
Total Journal Articles 2 5 14 974 21 93 168 4,727


Statistics updated 2026-03-04