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 1 2 12 402 4 10 37 1,087
A spatial analysis of international stock market linkages 0 0 1 59 0 1 4 215
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 0 1 2 79
Cross Sectional Analysis of the Swedish Stock Market 0 1 2 294 0 2 10 1,148
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets 0 0 0 34 0 1 2 67
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 0 0 1 41 0 1 6 265
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 0 1 1 126
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 0 0 93 0 2 2 185
Evaluating a nonlinear asset pricing model on international data 0 0 0 102 0 1 1 551
Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach 0 0 0 88 0 1 2 353
Institutional Quality, Trust and Stock Market Participation: Learning to Forget 0 0 0 19 0 1 2 115
Institutional Quality, Trust and Stock-Market Participation: Learning to Forget 0 0 1 37 1 2 3 130
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 2 4 119
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 1 104 0 1 3 305
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 1 3 46 1 3 10 181
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 14 0 2 3 56
Predicting Stock Price Volatility by Analyzing Semantic Content in Media 0 0 0 55 0 1 1 74
Systemic Risk and Centrality Revisited: The Role of Interactions 0 0 1 39 0 1 2 61
Systemic Risk and Centrality Revisited:The Role of Interactions 0 0 1 11 2 3 4 22
Total Working Papers 1 4 23 1,519 8 37 99 5,139

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 1 45 1 2 5 267
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 0 17 1 1 1 88
A spatial analysis of international stock market linkages 0 0 2 57 0 2 9 232
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 0 19 0 3 3 87
An event study of price movements following realized jumps 0 0 0 20 0 1 2 97
Are highly leveraged firms more sensitive to an economic downturn? 0 1 2 223 0 3 7 1,435
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 0 38 0 1 1 106
Cross-border asset holdings and comovements in sovereign bond markets 0 0 0 4 0 1 1 35
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 37 0 1 1 152
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 2 4 6 179
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective 0 0 0 6 0 1 3 48
Evaluating a non-linear asset pricing model on international data 0 0 0 62 0 1 1 265
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 1 68 0 1 2 299
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks 0 0 0 14 0 2 3 46
Home bias among European investors from a Bayesian perspective 0 0 0 28 0 1 1 112
Jump Spillover in International Equity Markets 0 1 3 91 0 2 4 291
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 1 1 5 43 2 4 10 151
Risk contagion among international stock markets 0 0 2 69 1 3 7 239
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach 0 2 7 67 2 5 23 242
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 14 0 1 1 188
Total Journal Articles 1 5 23 960 9 40 91 4,559

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Statistics updated 2025-03-03