Hossein Asgharian
Professor
Publications
Displaying of publications. Sorted by year, then title.
Green links: Corporate networks and environmental performance
Hossein Asgharian, Michal Dzielinski, Lu Liu, Zahra Hashemzadeh
(2023) Review of Finance
Journal articleInstitutional Quality, Trust, and Stock Market Participation: Learning to Forget
Hossein Asgharian, Lu Liu, Frederik Lundtofte
(2023) Quarterly Journal of Finance
Journal articleThe effect of uncertainty on stock market volatility and correlation
Hossein Asgharian, Charlotte Christiansen, Ai Jun HOU
(2023) Journal of Banking and Finance, 154
Journal articleProduct market competition and stock return dependence
Hossein Asgharian, Lu Liu
(2022) Finance Research Letters, 50
Journal articleSystemic Risk and Centrality Revisited: The Role of Interactions
Hossein Asgharian, Dominika Krygier, Anders Wilhelmsson
(2022) European Financial Management, 28 p.1199-1226
Journal 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
Journal articleSystemic Risk and Centrality Revisited: The Role of Interactions
Hossein Asgharian, Dominika Krygier, Anders Wilhelmsson
(2019) Working Papers
Working paperCross-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
Journal articleStructural Multivariate Spatial Econometrics: Application to Cross-Country Interdependence of Stock and Bond markets
Hossein Asgharian, Krzysztof Podgórski, Nima Shariati Fokalaei, Lu Liu
(2018)
Conference - otherEconomic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation
Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou
(2018)
OtherMacro-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
Journal articleEffects 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, 2016
Working paperA multivariate spatial econometrics model with an intra-location feedback effect
Nima Shariati Fokalaei, Hossein Asgharian
(2016)
Conference - otherEffects of macroeconomic uncertainty on the stock and bond markets
Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou
(2015) Finance Research Letters, 13 p.10-16
Journal articleNon-linearity in the impact of bankruptcy risk on leverage
Emanuel Alfranseder, Hossein Asgharian
(2015) Lund Economic Studies , p.119-137
Book chapterMacro-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 paperInstitutional Quality, Trust and Stock-Market Participation: Learning to Forget
Hossein Asgharian, Lu Liu, Frederik Lundtofte
(2014) Working Paper / Department of Economics, School of Economics and Management, Lund University
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 paperA spatial analysis of international stock market linkages
Hossein Asgharian, Wolfgang Hess, Lu Liu
(2013) Journal of Banking & Finance, 37 p.4738-4754
Journal 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
Journal articleImportance 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
Journal 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
Journal articleA Conditional Asset Pricing Model with the Optimal Orthogonal Portfolio
Hossein Asgharian
(2011) Journal of Banking & Finance, 35 p.1027-1040
Journal articleAn event study of price movements following realized jumps
Hossein Asgharian, Mia Holmfeldt, Marcus Larsson
(2011) Quantitative Finance, 11 p.933-946
Journal articleRisk Contagion among International Stock Markets
Hossein Asgharian, Marcus Nossman
(2011) Journal of International Money and Finance, 30 p.22-38
Journal 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
Journal articleAn analysis of momentum and contrarian anomalies using an orthogonal portfolio approach
Hossein Asgharian, Björn Hansson
(2009) Applied Economics Letters, 16 p.625-628
Journal articleAn Empirical Analysis of Factors Driving the Swap Spread
Hossein Asgharian, Sonnie Carlsson
(2008) Journal of Fixed Income, 18 p.41-56
Journal articleEvaluating a nonlinear asset pricing model on international data
Hossein Asgharian, Sonnie Carlsson
(2008) International Review of Financial Analysis , p.604-621
Journal articleJump Spillover in International Equity Markets
Hossein Asgharian, Christoffer Bengtsson
(2006) Journal of Financial Econometrics, 4 p.167-203
Journal articleEvaluating a nonlinear asset pricing model on international data
Hossein Asgharian, Sonnie Carlsson
(2006) Working Papers, Department of Economics, Lund University
Working paperHome 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
Journal 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
Journal articleA Critical Investigation of the Explanatory Role of Factor Mimicking Portfolios
Hossein Asgharian, Björn Hansson
(2005) Applied Financial Economics, 15 p.47-835
Journal articleEstimation of Common Components of European Equity Indices: A Latent Factor Approach
Hossein Asgharian, Björn Hansson
(2005) Finance Letters, 3
Journal 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.53-325
Journal articleAre Highly Leveraged Firms More Sensitive to an Economic Downturn?
Hossein Asgharian
(2003) European Journal of Finance, 9 p.219-241
Journal 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.57-225
Journal articleCross Sectional Analysis of Stock Returns with Time-varying Beta
Hossein Asgharian, Björn Hansson
(2000) European Financial Management, 6 p.33-213
Journal article