Hasan A. Fallahgoul
Monash University
H-index: 8
Oceania-Australia
Top articles of Hasan A. Fallahgoul
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Asset pricing with neural networks: Significance tests | Journal of Econometrics | Hasan Fallahgoul Vincentius Franstianto Xin Lin | 2024/1/1 |
An L-Moment Approach for Portfolio Choice under Non-Expected Utility | Swiss Finance Institute Research Paper | Hasan Fallahgoul Loriano Mancini Stoyan V Stoyanov | 2023/2/10 |
Risk premia and Lévy jumps: theory and evidence | Journal of Financial Econometrics | Hasan Fallahgoul Julien Hugonnier Loriano Mancini | 2023/6/1 |
Investor Disagreement: The Secret Fuel Behind Stock Price Jumps | Available at SSRN 4278315 | Hasan Fallahgoul Xin Lin | 2022/11/16 |
Modelling tail risk with tempered stable distributions: an overview | Hasan Fallahgoul Gregoire Loeper | 2021/4 | |
Asset Pricing with Neural Networks: A Variable Significant Test | Available at SSRN | Hasan Fallahgoul Vincentius Franstianto Xin Lin | 2020/3/12 |
Who influences whom? behavior contagion among investors | Behavior Contagion among Investors (November 6, 2020) | Hasan Fallahgoul Xin Lin | 2020/11/6 |
Inside the mind of investors during the COVID-19 pandemic: Evidence from the StockTwits data | arXiv preprint arXiv:2004.11686 | Hasan Fallahgoul | 2020/4/24 |
Co-Authors
