Hossein Asgharian
Professor
Publikationer
Visar av publikationer. Sorterade efter år och sen titel.
Biodiversity actions, investor reactions: The stock market impact of biodiversity initiatives
Hossein Asgharian, Michał Dzieliński, Lu Liu, Sara Jonsson
(2026)
Preprint (i preprint-arkiv)Pricing Biodiversity Risk: The Role of Investor Attention Dynamics.
Hossein Asgharian, Shayan Meskinimood, Armin Pourkhanali, Reza Mirghaffari
(2026)
Preprint (i preprint-arkiv)Parsimonious multivariate structural spatial models with intra-location feedback
Hossein Asgharian, Krzysztof Podgórski, Nima Shariati
(2026) Journal of Multivariate Analysis, 211
Artikel i vetenskaplig tidskriftBiodiversity risks and lender credit allocation: The role of lenders’ commitments to environmental sustainability
Hossein Asgharian, Najmeh Hajimirza, Sara Jonsson, Lu Liu
(2025)
Preprint (i preprint-arkiv)Does competitive pressure drive effective corporate environmental actions?
Simone Cenci, Hossein Asgharian, Lu Liu, Marek Rei, Maurizio Zollo
(2025) Journal of Cleaner Production, 511
Artikel i vetenskaplig tidskriftDoes competitive pressure drive effective corporate actions?
Simone Cenci, Hossein Asgharian, Lu Liu, Marek Rei, Maurizio Zollo
(2024)
Preprint (i preprint-arkiv)Institutional Quality, Trust, and Stock Market Participation: Learning to Forget
Hossein Asgharian, Lu Liu, Frederik Lundtofte
(2024) Quarterly Journal of Finance, 14
Artikel i vetenskaplig tidskriftLender-Borrower Stock Return Dependencies in Credit Networks: Evidence from Syndicated Loan Deals
Hossein Asgharian, Dominice Goodwin, Lu Liu
(2024)
AnnanThe Interplay of US and International Term Premiums: The Role of Uncertainty and Economic Conditions
Hossein Asgharian, Charlotte Christiansen, Ai Jun HOU, Caihong Xu
(2024)
Konferenspaper, ej i proceeding/ej förlagsutgivetGreen links: Corporate networks and environmental performance
Hossein Asgharian, Michal Dzielinski, Lu Liu, Zahra Hashemzadeh
(2024) Review of Finance, 28 p.1027-1058
Artikel i vetenskaplig tidskriftThe effect of uncertainty on stock market volatility and correlation
Hossein Asgharian, Charlotte Christiansen, Ai Jun HOU
(2023) Journal of Banking and Finance, 154
Artikel i vetenskaplig tidskriftProduct market competition and stock return dependence
Hossein Asgharian, Lu Liu
(2022) Finance Research Letters, 50
Artikel i vetenskaplig tidskriftSystemic Risk and Centrality Revisited: The Role of Interactions
Hossein Asgharian, Dominika Krygier, Anders Wilhelmsson
(2022) European Financial Management, 28 p.1199-1226
Artikel i vetenskaplig tidskriftLong- 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
Artikel i vetenskaplig tidskriftSystemic 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)
ÖvrigtStructural Multivariate Spatial Econometrics: Application to Cross-Country Interdependence of Stock and Bond markets
Hossein Asgharian, Krzysztof Podgórski, Nima Shariati Fokalaei, Lu Liu
(2018)
AnnanCross-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
Artikel i vetenskaplig tidskriftA multivariate spatial econometrics model with an intra-location feedback effect
Nima Shariati Fokalaei, Hossein Asgharian
(2016)
AnnanEffects 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
Artikel i vetenskaplig tidskriftEffects of macroeconomic uncertainty on the stock and bond markets
Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou
(2015) Finance Research Letters, 13 p.10-16
Artikel i vetenskaplig tidskriftNon-linearity in the impact of bankruptcy risk on leverage
Emanuel Alfranseder, Hossein Asgharian
(2015) Lund Economic Studies , p.119-137
Kapitel samlingsverkInstitutional 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
Artikel i facktidskrift eller populärpressThe 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
Artikel i vetenskaplig tidskriftA spatial analysis of international stock market linkages
Hossein Asgharian, Wolfgang Hess, Lu Liu
(2013) Journal of Banking & Finance, 37 p.4738-4754
Artikel i vetenskaplig tidskriftFinancial and economic integration’s impact on Asian equity markets' sensitivity to external shocks
Hossein Asgharian, Marcus Nossman
(2013) Financial Review, 48 p.343-363
Artikel i vetenskaplig tidskriftAn event study of price movements following realized jumps
Hossein Asgharian, Mia Holmfeldt, Marcus Larsson
(2011) Quantitative Finance, 11 p.933-946
Artikel i vetenskaplig tidskriftRisk Contagion among International Stock Markets
Hossein Asgharian, Marcus Nossman
(2011) Journal of International Money and Finance, 30 p.22-38
Artikel i vetenskaplig tidskriftA Conditional Asset Pricing Model with the Optimal Orthogonal Portfolio
Hossein Asgharian
(2011) Journal of Banking & Finance, 35 p.1027-1040
Artikel i vetenskaplig tidskriftBook-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
Artikel i vetenskaplig tidskriftAn analysis of momentum and contrarian anomalies using an orthogonal portfolio approach
Hossein Asgharian, Björn Hansson
(2009) Applied Economics Letters, 16 p.625-628
Artikel i vetenskaplig tidskriftAn Empirical Analysis of Factors Driving the Swap Spread
Hossein Asgharian, Sonnie Carlsson
(2008) Journal of Fixed Income, 18 p.41-56
Artikel i vetenskaplig tidskriftEvaluating a nonlinear asset pricing model on international data
Hossein Asgharian, Sonnie Carlsson
(2008) International Review of Financial Analysis , p.604-621
Artikel i vetenskaplig tidskriftHome 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
Artikel i vetenskaplig tidskriftEvaluating 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
Artikel i vetenskaplig tidskriftEvaluating 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
Artikel i vetenskaplig tidskriftEstimation of Common Components of European Equity Indices: A Latent Factor Approach
Hossein Asgharian, Björn Hansson
(2005) Finance Letters, 3
Artikel i vetenskaplig tidskriftA Critical Investigation of the Explanatory Role of Factor Mimicking Portfolios
Hossein Asgharian, Björn Hansson
(2005) Applied Financial Economics, 15 p.835-47
Artikel i vetenskaplig tidskriftA 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
Artikel i vetenskaplig tidskriftAre Highly Leveraged Firms More Sensitive to an Economic Downturn?
Hossein Asgharian
(2003) European Journal of Finance, 9 p.219-241
Artikel i vetenskaplig tidskriftCross 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
Artikel i vetenskaplig tidskriftCross Sectional Analysis of Stock Returns with Time-varying Beta
Hossein Asgharian, Björn Hansson
(2000) European Financial Management, 6 p.213-33
Artikel i vetenskaplig tidskriftEssays on Capital Structure
Hossein Asgharian
(1997) Lund Economic Studies
Doktorsavhandling (sammanläggning)