Hossein Asgharian

Professor, PhD

Research areas and keywords

UKÄ subject classification

  • Economics

Keywords

  • Asset pricing, Financial risks, Networks, Spatial Statistics

Research

My research deals in general with empirical issues within finance. In recent years my research has been focused on two major projects. One of the projects is related to the network theory and aims to analyze how firms’ product market linkages affect their stock market co-movement.  Related to this project we develop a multivariate spatial model that allows an intra-location feedback effect of different economic variables. The second project employs the mixed data sampling approach to decompose financial risk into a long-term component and a short-term component. Among other things, we investigate how the two components of risk are related to different types of economic information.

Teaching

I am the director of the Master Program in Finance at Lund University. The program is ranked among the top 50 pre-experience programs in the world by the Financial Times. 

I have had the responsibility for developing, coordinating and teaching a wide variety of courses from the first year of the undergraduate program to the postgraduate program. Currently, I only teach the master course Empirical Finance.

 

1. Teaching/Course responsibility:

- Role (responsible for the course, lecturer, teaching assistant): Responsible

- Course name: Empirical Finance

- Course code: NEKN82
- Number of clock hours: 150

 

 

- Role (responsible for the course, lecturer, teaching assistant): Responsible

- Course name: Master essays of the Finance program
- Course code: NEKN02
- Number of clock hours: 0

(if there is more teaching, continue downwards) 

 

2. Supervision of theses (including theses completed by Feb-19):

Undergraduate level (number of theses 2018): 0

Master level (number of theses 2018): 3 

 

3. Examiner of theses (including theses completed by Feb-19):

Undergraduate level (number of theses 2018): 0

Master level (number of theses 2018): 2 

 

 

4. Briefly describe development work in education – renewal of curriculum and/or pedagogical development:

 

 

5. Involvement of guest teachers:

- Course name: Empirical Finance
- Course code: NEKN82
- Name of guest teacher and company/organization: Andreas Graflund and Charlotte Christiansen

(if there are more guest teachers, continue downwards) 

 

6. Programme responsibility (name of programme)

Master program in finance
Responsible for NEK’s part of the master program in Financial Engineering at LTH. 

 

 

7. Additional work in education (e.g. planning, implementation, and pedagogical leadership)

Improving the structure and quality of the master program in finance by planning supporting lectures, guest lectures, and collaboration with other universities. In 2018 I initiated and planned lectures in matlab programming (spring 2018) and lectures in Bloomberg terminal (fall 2018) for the master students. 

 

 

 

8. Briefly describe your work with IT-supported teaching and learning

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9. Production of cases, publications on teaching and learning, teaching materials and textbooks

 

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Recent research outputs

Hossein Asgharian, Krygier, D. & Anders Wilhelmsson, 2019 Mar 3

Research output: Other contributionMiscellaneous

Hossein Asgharian, Krygier, D. & Anders Wilhelmsson, 2019, 38 p. (Working Papers; no. 2019:4).

Research output: Working paper

Hossein Asgharian, Liu, L. & Larsson, M., 2018 Sep, In : Journal of International Money and Finance. 86, p. 189-206 18 p.

Research output: Contribution to journalArticle

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