| The importance of the macroeconomic variables in forecasting stock return variance: A GARCH‐MIDAS approach H Asgharian, AJ Hou, F Javed Journal of Forecasting 32 (7), 600-612, 2013 | 260 | 2013 |
| A spatial analysis of international stock market linkages H Asgharian, W Hess, L Liu Journal of Banking & Finance 37 (12), 4738-4754, 2013 | 199 | 2013 |
| Risk contagion among international stock markets H Asgharian, M Nossman Journal of International Money and Finance 30 (1), 22-38, 2011 | 132 | 2011 |
| Macro-finance determinants of the long-run stock–bond correlation: The DCC-MIDAS specification H Asgharian, C Christiansen, AJ Hou Journal of Financial Econometrics 14 (3), 617-642, 2016 | 119 | 2016 |
| Macro-finance determinants of the long-run stock–bond correlation: The DCC-MIDAS specification H Asgharian, C Christiansen, AJ Hou Journal of Financial Econometrics 14 (3), 617-642, 2016 | 119 | 2016 |
| Effects of macroeconomic uncertainty on the stock and bond markets H Asgharian, C Christiansen, AJ Hou Finance Research Letters 13, 10-16, 2015 | 98 | 2015 |
| Effects of macroeconomic uncertainty on the stock and bond markets H Asgharian, C Christiansen, AJ Hou Finance Research Letters 13, 10-16, 2015 | 98 | 2015 |
| Jump spillover in international equity markets H Asgharian, C Bengtsson Journal of Financial Econometrics 4 (2), 167-203, 2006 | 86 | 2006 |
| Are highly leveraged firms more sensitive to an economic downturn? H Asgharian The European Journal of Finance 9 (3), 219-241, 2003 | 49 | 2003 |
| Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 H Asgharian, B Hansson European Financial Management 6 (2), 213-233, 2000 | 42 | 2000 |
| Räntebärande instrument: värdering och riskhantering H Asgharian Studentlitteratur AB, 2007 | 34 | 2007 |
| Räntebärande instrument: värdering och riskhantering H Asgharian Studentlitteratur AB, 2007 | 34 | 2007 |
| Essays on capital structure. H Asgharian | 29 | 1998 |
| Economic policy uncertainty and long-run stock market volatility and correlation H Asgharian, C Christiansen, AJ Hou | 23 | 2018 |
| An event study of price movements following realized jumps H Asgharian, M Holmfeldt, M Larson Quantitative Finance 11 (6), 933-946, 2011 | 21 | 2011 |
| Institutional quality, trust, and stock market participation: learning to forget H Asgharian, L Liu, F Lundtofte The Quarterly Journal of Finance, 2450002, 2024 | 16 | 2024 |
| Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks H Asgharian, M Nossman Financial Review 48 (2), 343-363, 2013 | 16 | 2013 |
| Empirical Finance–Lecture Notes H Asgharian Lund University, 2016 | 14 | 2016 |
| Home bias among European investors from a Bayesian perspective H Asgharian, B Hansson Journal of International Financial Markets, Institutions and Money 16 (5 …, 2006 | 14 | 2006 |
| A conditional asset-pricing model with the optimal orthogonal portfolio H Asgharian Journal of Banking & Finance 35 (5), 1027-1040, 2011 | 13 | 2011 |
Lu LiuStockholm UniversityVerified email at sbs.su.se
