Hossein Asgharian
Professor
Publications
Displaying of publications. Sorted by year, then title.
Biodiversity actions, investor reactions: The stock market impact of biodiversity initiatives
Hossein Asgharian, Michał Dzieliński, Lu Liu, Sara Jonsson
(2026)
Preprint (in preprint archive)Pricing Biodiversity Risk: The Role of Investor Attention Dynamics.
Hossein Asgharian, Shayan Meskinimood, Armin Pourkhanali, Reza Mirghaffari
(2026)
Preprint (in preprint archive)Parsimonious multivariate structural spatial models with intra-location feedback
Hossein Asgharian, Krzysztof Podgórski, Nima Shariati
(2026) Journal of Multivariate Analysis, 211
ArticleBiodiversity risks and lender credit allocation: The role of lenders’ commitments to environmental sustainability
Hossein Asgharian, Najmeh Hajimirza, Sara Jonsson, Lu Liu
(2025)
Preprint (in preprint archive)Does competitive pressure drive effective corporate environmental actions?
Simone Cenci, Hossein Asgharian, Lu Liu, Marek Rei, Maurizio Zollo
(2025) Journal of Cleaner Production, 511
ArticleDoes competitive pressure drive effective corporate actions?
Simone Cenci, Hossein Asgharian, Lu Liu, Marek Rei, Maurizio Zollo
(2024)
Preprint (in preprint archive)Institutional Quality, Trust, and Stock Market Participation: Learning to Forget
Hossein Asgharian, Lu Liu, Frederik Lundtofte
(2024) Quarterly Journal of Finance, 14
ArticleLender-Borrower Stock Return Dependencies in Credit Networks: Evidence from Syndicated Loan Deals
Hossein Asgharian, Dominice Goodwin, Lu Liu
(2024)
OtherThe Interplay of US and International Term Premiums: The Role of Uncertainty and Economic Conditions
Hossein Asgharian, Charlotte Christiansen, Ai Jun HOU, Caihong Xu
(2024)
Paper, not in proceedingGreen links: Corporate networks and environmental performance
Hossein Asgharian, Michal Dzielinski, Lu Liu, Zahra Hashemzadeh
(2024) Review of Finance, 28 p.1027-1058
ArticleThe effect of uncertainty on stock market volatility and correlation
Hossein Asgharian, Charlotte Christiansen, Ai Jun HOU
(2023) Journal of Banking and Finance, 154
ArticleProduct market competition and stock return dependence
Hossein Asgharian, Lu Liu
(2022) Finance Research Letters, 50
ArticleSystemic Risk and Centrality Revisited: The Role of Interactions
Hossein Asgharian, Dominika Krygier, Anders Wilhelmsson
(2022) European Financial Management, 28 p.1199-1226
ArticleLong- and short-run components of factor betas : Implications for stock pricing
Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou, Weining Wang
(2021) Journal of International Financial Markets, Institutions and Money, 74
ArticleSystemic Risk and Centrality Revisited: The Role of Interactions
Hossein Asgharian, Dominika Krygier, Anders Wilhelmsson
(2019) Working Papers
Working paperEconomic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation
Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou
(2018)
MiscellaneousStructural Multivariate Spatial Econometrics: Application to Cross-Country Interdependence of Stock and Bond markets
Hossein Asgharian, Krzysztof Podgórski, Nima Shariati Fokalaei, Lu Liu
(2018)
OtherCross-Border Asset Holdings and Comovements in Sovereign Bond Markets
Hossein Asgharian, Lu Liu, Marcus Larsson
(2018) Journal of International Money and Finance, 86 p.189-206
ArticleA multivariate spatial econometrics model with an intra-location feedback effect
Nima Shariati Fokalaei, Hossein Asgharian
(2016)
OtherEffects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou
(2016) CREATES Research Papers
Working paperMacro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou
(2016) Journal of Financial Econometrics, 14 p.617–642
ArticleEffects of macroeconomic uncertainty on the stock and bond markets
Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou
(2015) Finance Research Letters, 13 p.10-16
ArticleNon-linearity in the impact of bankruptcy risk on leverage
Emanuel Alfranseder, Hossein Asgharian
(2015) Lund Economic Studies , p.119-137
Book chapterInstitutional Quality, Trust and Stock-Market Participation: Learning to Forget
Hossein Asgharian, Lu Liu, Frederik Lundtofte
(2014) Working Papers
Working paperPredicting Stock Price Volatility by Analyzing Semantic Content in Media.
Hossein Asgharian, Sverker Sikström
(2014) Working Paper / Department of Economics, School of Economics and Management, Lund University
Working paperMacro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
Hossein Asgharian, Charlotte Christiansen, Ai Jun HOU
(2014) Working Paper / Department of Economics, School of Economics and Management, Lund University
Working paperImportance of macroeconomic variables for variance prediction: a GARCH-MIDAS approach
Hossein Asgharian, Ai Jun HOU, Farrukh Javed
(2013) Journal of Forecasting, 32 p.600-612
Specialist publication articleThe Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH-MIDAS Approach
Hossein Asgharian, Ai Jun Hou, Farrukh Javed
(2013) Journal of Forecasting, 32 p.600-612
ArticleA spatial analysis of international stock market linkages
Hossein Asgharian, Wolfgang Hess, Lu Liu
(2013) Journal of Banking & Finance, 37 p.4738-4754
ArticleFinancial and economic integration’s impact on Asian equity markets' sensitivity to external shocks
Hossein Asgharian, Marcus Nossman
(2013) Financial Review, 48 p.343-363
ArticleAn event study of price movements following realized jumps
Hossein Asgharian, Mia Holmfeldt, Marcus Larsson
(2011) Quantitative Finance, 11 p.933-946
ArticleRisk Contagion among International Stock Markets
Hossein Asgharian, Marcus Nossman
(2011) Journal of International Money and Finance, 30 p.22-38
ArticleA Conditional Asset Pricing Model with the Optimal Orthogonal Portfolio
Hossein Asgharian
(2011) Journal of Banking & Finance, 35 p.1027-1040
ArticleBook-to-Market and Size Effect: Compensations for risks or outcomes of market inefficiencies
Hossein Asgharian, Björn Hansson
(2010) European Journal of Finance, 16 p.119-136
ArticleAn analysis of momentum and contrarian anomalies using an orthogonal portfolio approach
Hossein Asgharian, Björn Hansson
(2009) Applied Economics Letters, 16 p.625-628
ArticleAn Empirical Analysis of Factors Driving the Swap Spread
Hossein Asgharian, Sonnie Carlsson
(2008) Journal of Fixed Income, 18 p.41-56
ArticleEvaluating a nonlinear asset pricing model on international data
Hossein Asgharian, Sonnie Carlsson
(2008) International Review of Financial Analysis , p.604-621
ArticleHome Bias in European Countries within a Bayesian Framework
Hossein Asgharian, Björn Hansson
(2006) Journal of International Financial Markets, Institutions, and Money, 16 p.397-410
ArticleEvaluating a nonlinear asset pricing model on international data
Hossein Asgharian, Sonnie Carlsson
(2006) Working Papers, Department of Economics, Lund University
Working paperJump Spillover in International Equity Markets
Hossein Asgharian, Christoffer Bengtsson
(2006) Journal of Financial Econometrics, 4 p.167-203
ArticleEvaluating the Importance of Missing Risk Factors Using the Optimal Orthogonal Portfolio Approach
Hossein Asgharian, Björn Hansson
(2005) Journal of Empirical Finance, 12 p.556-575
ArticleEstimation of Common Components of European Equity Indices: A Latent Factor Approach
Hossein Asgharian, Björn Hansson
(2005) Finance Letters, 3
ArticleA Critical Investigation of the Explanatory Role of Factor Mimicking Portfolios
Hossein Asgharian, Björn Hansson
(2005) Applied Financial Economics, 15 p.835-47
ArticleA Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors
Hossein Asgharian
(2004) Working Papers. Department of Economics, Lund University
Working paperThe Explanatory Role of Factor Portfolios for Industries Exposed to Foreign Competition
Hossein Asgharian, Björn Hansson
(2003) Journal of International Financial Markets, Institutions, and Money, 13 p.325-53
ArticleAre Highly Leveraged Firms More Sensitive to an Economic Downturn?
Hossein Asgharian
(2003) European Journal of Finance, 9 p.219-241
ArticleCross Sectional Analysis of the Swedish Stock Market
Hossein Asgharian, Björn Hansson
(2002) Working Papers. Department of Economics, Lund University
Working paperEquity Risk Factors for a Small Open Economy: A Risk Management Perspective
Hossein Asgharian, Björn Hansson
(2001) Multinational Finance Journal, 5 p.225-57
ArticleCross Sectional Analysis of Stock Returns with Time-varying Beta
Hossein Asgharian, Björn Hansson
(2000) European Financial Management, 6 p.213-33
ArticleEssays on Capital Structure
Hossein Asgharian
(1997) Lund Economic Studies
Doctoral Thesis (compilation)