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Ihsan Badshah
Title
Cited by
Cited by
Year
Quantile regression analysis of the asymmetric return‐volatility relation
IU Badshah
Journal of Futures Markets 33 (3), 235-265, 2013
1232013
The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging
I Badshah, R Demirer, MT Suleman
Energy Economics 84, 104553, 2019
1092019
Contemporaneous spill‐over among equity, gold, and exchange rate implied volatility indices
IU Badshah, B Frijns, A Tourani‐Rad
Journal of Futures Markets 33 (6), 555-572, 2013
722013
Asymmetric linkages among the fear index and emerging market volatility indices
I Badshah, S Bekiros, BM Lucey, GS Uddin
Emerging Markets Review 37, 17-31, 2018
642018
Volatility spillover from the fear index to developed and emerging markets
IU Badshah
Emerging Markets Finance and Trade 54 (1), 27-40, 2018
472018
Asymmetries of the intraday return-volatility relation
I Badshah, B Frijns, J Knif, A Tourani-Rad
International Review of Financial Analysis 48, 182-192, 2016
422016
Asymmetric return-volatility relation, volatility transmission and implied volatility indexes
I Badshah
Volatility Transmission and Implied Volatility Indexes (February 15, 2009), 2009
232009
Modeling the dynamics of implied volatility surfaces
I Badshah
Available at SSRN 1347981, 2009
182009
Economic policy uncertainty and institutional investment returns: The case of New Zealand
S Ali, I Badshah, R Demirer, P Hegde
Pacific-Basin Finance Journal 74 (September 2022, 101797), 2022
112022
Value-at-risk and the cross section of emerging market hedge fund returns
S Ali, I Badshah, R Demirer
Global Finance Journal 52, 100693, 2022
102022
Return-volatility relationships: cross-country evidence
IU Badshah
International Journal of Behavioural Accounting and Finance 2 (2), 178-190, 2011
62011
Anti-herding by hedge funds, idiosyncratic volatility and expected returns
S Ali, I Badshah, R Demirer
Available at SSRN 4010287, 2022
42022
Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand
S Ali, I Badshah, R Demirer, P Hegde
International Review of Finance 23 (3), 666-679, 2023
32023
Illusory Nature of Pricing of Illiquidity Effect: The Test Case of Australian Stock Market
HA Butt, IU Badshah, MT Suleman
Journal of Finance and Economics Research 2 (2), 115-129, 2017
3*2017
Modeling and Forecasting Implied Volatility
IU BADSHAH
Implications for Trading, Pricing, and Risk Management. Helsinki, 2010
32010
The Sarbanes‐Oxley act and informed trading in the options market: Evidence from share repurchase announcements
I Badshah, H Koerniadi, J Kolari
International Review of Finance 21 (2), 645-652, 2021
22021
Illusory nature of pricing of illiquidity risk: the test case of Australian stock market
H Butt, I Badshah, MT Suleman
Available at SSRN 2645681, 2015
22015
Modeling and forecasting implied volatility: Implications for trading, pricing, and risk management
IU Badshah
Svenska handelshögskolan, 2010
22010
Anti-herding by hedge funds and its implications for expected returns
S Ali, I Badshah, R Demirer
Journal of Economic Behavior & Organization 211, 31-48, 2023
12023
Climate Uncertainty and Investor Learning in Sustainable Funds
S Ali, I Badshah, R Demirer, P Hegde, L Rognone
SSRN Electronic Journal, 2023
12023
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Articles 1–20