Hossein Asgharian : Citation Profile

Lunds Universitet

8

H index

7

i10 index

445

Citations

RESEARCH PRODUCTION:

20

Articles

19

Papers

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 23
   Journals where Hossein Asgharian has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 14 (3.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pas128
   Updated: 2025-04-19    RAS profile: 2022-10-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Hossein Asgharian.

Is cited by:

GUPTA, RANGAN (25)

Conrad, Christian (8)

Salisu, Afees (8)

Nguyen, Hoang (6)

Demirer, Riza (6)

Mishra, Anil (6)

Wang, Weining (5)

Cepni, Oguzhan (5)

Yin, Libo (5)

Zhang, Yaojie (5)

Papadamou, Stephanos (5)

Cites to:

Engle, Robert (20)

Pastor, Lubos (20)

Fama, Eugene (17)

French, Kenneth (15)

Harvey, Campbell (14)

Bollerslev, Tim (12)

Jagannathan, Ravi (12)

Diebold, Francis (11)

Christiansen, Charlotte (10)

Andersen, Torben (9)

Wang, Zhenyu (8)

Main data

Where Hossein Asgharian has published?

Journals with more than one article published# docs
Journal of Financial Econometrics2
The European Journal of Finance2
Journal of International Money and Finance2
Journal of Banking & Finance2
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
Working Papers / Lund University, Department of Economics8
Knut Wicksell Working Paper Series / Lund University, Knut Wicksell Centre for Financial Studies5

Recent works citing Hossein Asgharian (2025 and 2024)

YearTitle of citing document
2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2024The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2404.01641.

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2024Effects of higher education subsidies on equity and efficiency across developmental stages. (2024). Getachew, Yoseph. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s026499932400110x.

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2024The spillover and contagion effects of sovereign risk on stock markets. (2024). Simo-Kengne, Beatrice Desiree ; Gnagne, Pascal Xavier ; Manguzvane, Mathias Mandla. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002785.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530.

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2024Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050.

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2024Volatility forecasting of Chinese energy market: Which uncertainty have better performance?. (2024). Zou, Yang ; Xiang, Yitian ; Zhang, Jiaming ; Guo, Songlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684.

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2024Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model. (2024). Liu, Xiaoquan ; Jiang, Ying ; Ye, Wuyi ; Wang, Yuejing. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000267.

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2024Forecasting US Stock Market Volatility: Evidence from ESG and CPU indices. (2024). Qin, Quande ; Zhu, BO ; Ghani, Usman. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011832.

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2024Tail risk network of Chinese green-related stocks market. (2024). Ye, Wuyi ; Guo, Ranran ; Hu, Chenglong. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008328.

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2024Deep learning enhanced volatility modeling with covariates. (2024). Nguyen, Hoang ; Tran, Minh-Ngoc. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011747.

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2024A state-dependent international CAPM for partially integrated markets: Using local and US risk factors. (2024). Tajaddini, Reza ; Hematizadeh, Roksana. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000954.

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2024Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889.

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2024International crash risk premium. (2024). Chen, Steven Shu-Hsiu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000805.

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2024Airlines and climate policy uncertainty: Are the sectors stocks soaring or stalling?. (2024). Kansheba, Jonathan Mukiza ; Marobhe, Mutaju Isaack. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:115:y:2024:i:c:s0969699724000012.

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2024The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024Does mixed frequency variables help to forecast value at risk in the crude oil market?. (2024). Ke, Rui ; Qin, Fanshu ; Lyu, Yongjian ; Kong, Mengzhen ; Wei, YU. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011376.

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2024Asymmetric nexus between economic policy uncertainty and the Indian stock market: Evidence using NARDL approach. (2024). Sharma, Anil Kumar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:91-101.

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2024Measuring spatial impacts and tracking cross-border risk. (2024). Xiao, Yang ; Wang, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:50-84.

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2024Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Chen, Shoudong ; Li, Yueshan ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203.

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2024Exploring the nexus between ESG risk variations and investment preferences: Insights from sustainable ETFs during the COVID-19 era. (2024). Ricciardi, Irene ; Muto, Valerio ; Turriziani, Lorenzo ; Landi, Giovanni Catello. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002386.

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2024Economic Policy Uncertainty and Emerging Stock Market Volatility. (2024). Ghani, Usman. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09410-1.

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2024Global and domestic economic policy uncertainties and tourism stock market: Evidence from China. (2024). Song, Haiyan ; Yang, Peng ; Liu, Han ; Wu, Doris Chenguang. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:3:p:567-591.

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2024Modelling foreign exchange rate co-movement and its spatial dependence in emerging markets: a spatial econometrics approach. (2024). Eita, Joel ; Tchuinkam, Charles Raoul. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02482-y.

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2024Testing the correct specification of a system of spatial dependence models for stock returns. (2024). Wied, Dominik ; Kutzker, Tim. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02518-3.

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2024An innovative machine learning workflow to research China’s systemic financial crisis with SHAP value and Shapley regression. (2024). Zhou, Yingxue ; Wang, DA. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00574-3.

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2024It Is Not Your Risk but It Is Your Problem: A Spatial Analysis of Emerging Market Credit Default Swap Premia. (2024). Ozturk, Huseyin ; Yilmaz, Muhammed Hasan ; Korkmaz, Sumeyra ; Colak, Mehmet Selman. In: CBT Research Notes in Economics. RePEc:tcb:econot:2406.

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2024.

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Works by Hossein Asgharian:

YearTitleTypeCited
2014Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification In: CREATES Research Papers.
[Full Text][Citation analysis]		paper31
2014Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2016Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification.(2016) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2015Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper41
2015Effects of macroeconomic uncertainty on the stock and bond markets.(2015) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		article
2016Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2017Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2000Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 In: European Financial Management.
[Full Text][Citation analysis]		article7
2013Financial and Economic Integrations Impact on Asian Equity Markets’ Sensitivity to External Shocks In: The Financial Review.
[Full Text][Citation analysis]		article4
2005Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2008Evaluating a non-linear asset pricing model on international data In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2006Evaluating a nonlinear asset pricing model on international data.(2006) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2003The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2006Home bias among European investors from a Bayesian perspective In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article12
2011A conditional asset-pricing model with the optimal orthogonal portfolio In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2013A spatial analysis of international stock market linkages In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article85
2013A spatial analysis of international stock market linkages.(2013) In: Knut Wicksell Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2011Risk contagion among international stock markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article56
2018Cross-border asset holdings and comovements in sovereign bond markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article3
2015Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2002Cross Sectional Analysis of the Swedish Stock Market In: Working Papers.
[Full Text][Citation analysis]		paper1
2004A Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Predicting Stock Price Volatility by Analyzing Semantic Content in Media In: Working Papers.
[Full Text][Citation analysis]		paper1
2013Predicting Stock Price Volatility by Analyzing Semantic Content in Media.(2013) In: Knut Wicksell Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2014Institutional Quality, Trust and Stock-Market Participation: Learning to Forget In: Working Papers.
[Full Text][Citation analysis]		paper5
2014Institutional Quality, Trust and Stock Market Participation: Learning to Forget.(2014) In: Knut Wicksell Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2019Systemic Risk and Centrality Revisited: The Role of Interactions In: Working Papers.
[Full Text][Citation analysis]		paper1
2019Systemic Risk and Centrality Revisited:The Role of Interactions.(2019) In: Knut Wicksell Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2013Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach In: Knut Wicksell Working Paper Series.
[Full Text][Citation analysis]		paper8
2001Equity Risk Factors for a Small Open Economy: A Risk Management Perspective In: Multinational Finance Journal.
[Full Text][Citation analysis]		article0
2006Jump Spillover in International Equity Markets In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article28
2016Credit Constraints, Growth and Inequality Dynamics In: Working Papers.
[Citation analysis]		paper6
2009An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2005A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2010Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2003Are highly leveraged firms more sensitive to an economic downturn? In: The European Journal of Finance.
[Full Text][Citation analysis]		article8
2011An event study of price movements following realized jumps In: Quantitative Finance.
[Full Text][Citation analysis]		article4
2013The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach In: Journal of Forecasting.
[Full Text][Citation analysis]		article132

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