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Effects of macroeconomic uncertainty on the stock and bond markets
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Finance research letters 13 (2015), pp. 10-16
Persistent link: https://www.econbiz.de/10011552317
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Predicting stock price volatility by analyzing semantic content in media
Asgharian, Hossein; Sikström, Sverker - 2014
Persistent link: https://www.econbiz.de/10010433980
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Long- and short-run components of factor betas : implications for stock pricing
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun; … - In: Journal of international financial markets, … 74 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012803274
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The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Journal of banking & finance 154 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014486544