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 3 3 17 1,109
A spatial analysis of international stock market linkages 0 0 0 59 2 4 26 241
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 1 2 6 85
Cross Sectional Analysis of the Swedish Stock Market 0 0 0 294 6 7 10 1,158
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 0 34 4 5 11 78
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 0 1 1 42 4 6 10 276
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 1 3 5 131
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 0 0 93 2 5 7 192
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 2 2 4 555
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 0 0 2 90 6 10 31 384
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 0 0 19 1 1 11 126
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 0 0 0 37 1 1 5 135
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 4 5 10 129
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 104 1 2 9 314
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 1 48 2 5 23 205
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 55 1 1 5 79
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 14 2 3 7 64
Systemic Risk and Centrality Revisited: The Role of Interactions 0 0 0 39 1 5 12 73
Systemic Risk and Centrality Revisited:The Role of Interactions 0 0 0 11 1 5 14 37
Total Working Papers 0 1 10 1,530 45 75 223 5,371


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 2 2 47 2 5 13 280
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 0 17 4 5 10 98
A spatial analysis of international stock market linkages 0 1 2 59 1 11 25 257
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 0 19 1 1 5 92
An event study of price movements following realized jumps 0 0 0 20 1 1 2 99
Are highly leveraged firms more sensitive to an economic downturn? 0 0 0 224 4 6 16 1,452
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 1 39 1 1 8 114
Cross-border asset holdings and comovements in sovereign bond markets 0 0 0 4 1 1 4 39
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 37 0 1 6 158
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 3 6 20 199
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 0 6 1 1 6 54
Evaluating a non-linear asset pricing model on international data 0 0 0 62 2 4 9 274
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 68 2 3 6 305
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 0 14 2 4 7 53
Home bias among European investors from a Bayesian perspective 0 0 0 28 0 2 5 117
Jump Spillover in International Equity Markets 0 0 0 91 2 6 13 304
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 0 43 2 4 12 163
Risk contagion among international stock markets 0 0 1 70 3 4 18 257
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 1 1 8 76 4 7 28 272
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 14 3 4 8 196
Total Journal Articles 1 4 14 976 39 77 221 4,783


Statistics updated 2026-05-06