| 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 | 300 | 2013 |
| A nonparametric GARCH model of crude oil price return volatility A Hou, S Suardi Energy Economics 34 (2), 618-626, 2012 | 235 | 2012 |
| Pricing cryptocurrency options AJ Hou, W Wang, CYH Chen, WK Härdle Journal of Financial Econometrics 18 (2), 250-279, 2020 | 134* | 2020 |
| 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 | 128 | 2016 |
| Effects of macroeconomic uncertainty on the stock and bond markets H Asgharian, C Christiansen, AJ Hou Finance Research Letters 13, 10-16, 2015 | 104 | 2015 |
| Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods A Mobarek, G Muradoglu, S Mollah, AJ Hou Journal of Financial Stability 24, 1-11, 2016 | 95 | 2016 |
| The effect of uncertainty on stock market volatility and correlation H Asgharian, C Christiansen, AJ Hou Journal of Banking & Finance 154, 106929, 2023 | 56* | 2023 |
| Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach AJ Hou Journal of International Financial Markets, Institutions and Money 23, 12-32, 2013 | 49 | 2013 |
| Modelling and forecasting short-term interest rate volatility: A semiparametric approach AJ Hou, S Suardi Journal of Empirical Finance 18 (4), 692-710, 2011 | 20 | 2011 |
| Pricing cryptocurrency options: The case of bitcoin and crix AJ Hou, W Wang, CYH Chen, WK Härdle Available at SSRN 3159130, 2019 | 13 | 2019 |
| EMU equity markets' return variance and spillover effects from the short-term interest rate AJ Hou Quantitative Finance 13 (3), 451-470, 2013 | 10 | 2013 |
| Hedge and safe haven investing with investment styles AJ Hou, I Khrashchevskyi, J Peltomäki Journal of Asset Management 20 (5), 351-364, 2019 | 8 | 2019 |
| VIX Futures Calendar Spreads AJ Hou, L Norden Journal of Futures markets 38, 822-838, 2018 | 8 | 2018 |
| Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation H Asgharian, C Christiansen, R Gupta, AJ Hou Available at SSRN 2846925, 2016 | 7 | 2016 |
| Commodity inflation risk premium and stock market returns AJ Hou, E Platanakis, X Ye, G Zhou Available at SSRN, 2023 | 5* | 2023 |
| The Trade Imbalance Network and Currency Returns AJ Hou, L Sarno, X Ye Available at SSRN 4534287, 2024 | 4 | 2024 |
| Long-and short-run components of factor betas: Implications for stock pricing H Asgharian, C Christiansen, AJ Hou, W Wang Journal of International Financial Markets, Institutions and Money 74, 101412, 2021 | 4 | 2021 |
| Long-and Short-Run Components of Factor Betas: Implications for Equity Pricing H Asgharian, C Christiansen, AJ Hou, W Wang | 4 | 2017 |
| Do oil price forecast disagreement of survey of professional forecasters predict crude oil return volatility? A Hasselgren, AJ Hou, S Suardi, C Xu, X Ye International Journal of Forecasting 41 (1), 141-152, 2025 | 3 | 2025 |
| From employee to entrepreneur: The role of unemployment risk AJ Hou, S Jonsson, X Li, Q Ouyang Journal of Financial Economics 163, 103966, 2025 | 2 | 2025 |
Hossein AsgharianLund UniversityVerified email at nek.lu.se
