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Hossein Asgharian

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This is information that was supplied by Hossein Asgharian in registering through RePEc. If you are Hossein Asgharian , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Hossein
Middle Name:
Last Name: Asgharian
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RePEc Short-ID: pas128

Email: [This author has chosen not to make the email address public]
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Affiliation

Nationalekonomiska Institutionen
Ekonomihögskolan
Lunds Universitet
Location: Lund, Sweden
Homepage: http://www.nek.lu.se/
Email:
Phone: +46 +46 222 0000
Fax: +46 +46 2224613
Postal: P.O. Box 7082, S-222 07 LUND
Handle: RePEc:edi:delunse (more details at EDIRC)

Works

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Working papers

  1. Asgharian, Hossein & Hou, Ai Jun & Javed, Farrukh, 2013. "Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach," Knut Wicksell Working Paper Series, Knut Wicksell Centre for Financial Studies, Lund University 2013/4, Knut Wicksell Centre for Financial Studies, Lund University.
  2. Asgharian, Hossein & Hess, Wolfgang & Liu, Lu, 2013. "A spatial analysis of international stock market linkages," Knut Wicksell Working Paper Series, Knut Wicksell Centre for Financial Studies, Lund University 2013/3, Knut Wicksell Centre for Financial Studies, Lund University.
  3. Asgharian, Hossein & Sikström, Sverker, 2013. "Predicting Stock Price Volatility by Analyzing Semantic Content in Media," Knut Wicksell Working Paper Series, Knut Wicksell Centre for Financial Studies, Lund University 2013/16, Knut Wicksell Centre for Financial Studies, Lund University.
  4. Asgharian, Hossein & Karlsson, Sonnie, 2006. "Evaluating a nonlinear asset pricing model on international data," Working Papers, Lund University, Department of Economics 2006:5, Lund University, Department of Economics.
  5. Asgharian, Hossein, 2004. "A Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors," Working Papers, Lund University, Department of Economics 2004:10, Lund University, Department of Economics.
  6. Asgharian, Hossein & Hansson, Björn, 2002. "Cross Sectional Analysis of the Swedish Stock Market," Working Papers, Lund University, Department of Economics 2002:19, Lund University, Department of Economics.

Articles

  1. Hossein Asgharian & Marcus Nossman, 2013. "Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks," The Financial Review, Eastern Finance Association, Eastern Finance Association, vol. 48(2), pages 343-363, 05.
  2. Hossein Asgharian & Mia Holmfeldt & Marcus Larson, 2011. "An event study of price movements following realized jumps," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 11(6), pages 933-946.
  3. Asgharian, Hossein & Nossman, Marcus, 2011. "Risk contagion among international stock markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(1), pages 22-38, February.
  4. Asgharian, Hossein, 2011. "A conditional asset-pricing model with the optimal orthogonal portfolio," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(5), pages 1027-1040, May.
  5. Hossein Asgharian & Bjorn Hansson, 2010. "Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies?," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(2), pages 119-136.
  6. Hossein Asgharian & Bjorn Hansson, 2009. "An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(6), pages 625-628.
  7. Asgharian, Hossein & Karlsson, Sonnie, 2008. "Evaluating a non-linear asset pricing model on international data," International Review of Financial Analysis, Elsevier, Elsevier, vol. 17(3), pages 604-621, June.
  8. Hossein Asgharian & Christoffer Bengtsson, 2006. "Jump Spillover in International Equity Markets," Journal of Financial Econometrics, Society for Financial Econometrics, Society for Financial Econometrics, vol. 4(2), pages 167-203.
  9. Asgharian, Hossein & Hansson, Bjorn, 2006. "Home bias among European investors from a Bayesian perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 16(5), pages 397-410, December.
  10. Hossein Asgharian & Bjorn Hansson, 2005. "A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 15(12), pages 835-847.
  11. Asgharian, Hossein & Hansson, Bjorn, 2005. "Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach," Journal of Empirical Finance, Elsevier, Elsevier, vol. 12(4), pages 556-575, September.
  12. Asgharian, Hossein & Hansson, Bjorn, 2003. "The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 13(4), pages 325-353, October.
  13. Hossein Asgharian, 2003. "Are highly leveraged firms more sensitive to an economic downturn?," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(3), pages 219-241.
  14. Hossein Asgharian & Björn Hansson, 2000. "Cross-sectional analysis of Swedish stock returns with time-varying beta: the Swedish stock market 1983-96," European Financial Management, European Financial Management Association, European Financial Management Association, vol. 6(2), pages 213-233.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-RMG: Risk Management (2) 2004-03-14 2006-03-11. Author is listed

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