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Book-to-market and size effects : compensations for risks or outcomes of market inefficiencies?

Asgharian, Hossein; Hansson, Björn A. - In: The European journal of finance 16 (2010) 1/2, pp. 119-136

Persistent link: https://www.econbiz.de/10003954436

Home bias among European investors from a Bayesian perspective

Asgharian, Hossein; Hansson, Björn A. - In: Journal of international financial markets, … 16 (2006) 5, pp. 397-410

Persistent link: https://www.econbiz.de/10003392552

Cross-border asset holdings and comovements in sovereign bond markets

Asgharian, Hossein; Liu, Lu; Larsson, Marcus - 2015

Persistent link: https://www.econbiz.de/10011343394

Financial and economic integration's impact on Asian equity market's sensivity to external shocks

Asgharian, Hossein; Nossman, Marcus - In: The financial review : the official publication of the … 48 (2013) 2, pp. 343-363

Persistent link: https://www.econbiz.de/10009746454

The importance of the macroeconomic variables in forecasting stock return variance : a GARCH-MIDAS approach

Asgharian, Hossein; Hou, Ai Jun; Javed, Farrukh - In: Journal of forecasting 32 (2013) 7, pp. 600-612

Persistent link: https://www.econbiz.de/10010202170

An empirical analysis of factors driving the swap spread

Asgharian, Hossein; Karlsson, Sonnie - 2008

In this paper, we perform a robust analysis of the determinants of US swap spreads using a wide range of theoretically motivated candidate factors. We conduct an analysis in the frequency domain to see how the impacts of the candidate factors on the swap spread differ between different horizons....

Persistent link: https://www.econbiz.de/10010126547