Ihsan Badshah

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	All	Since 2019
Citations	568	438
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Riza DemirerDistinguished Research Professor of Economics & Finance, Southern Illinois University EdwardsvilleVerified email at siue.edu
Bart FrijnsOpen University of the NetherlandsVerified email at ou.nl
Alireza Tourani RadAuckland University of TechnologyVerified email at aut.ac.nz
Sara AliAuckland University of TechnologyVerified email at aut.ac.nz
Muhammad Tahir SulemanDepartment of Accountancy and Finance, University of OtagoVerified email at otago.ac.nz
Prasad HegdeAuckland University of TechnologyVerified email at aut.ac.nz
Brian LuceyProfessor of International Finance and Commodities, Trinity Business School, Trinity College DublinVerified email at tcd.ie
Stelios BekirosJoint Chair of FinTech/AI, Econometrics & Data Science UniTo • University of Malta • IPAG • LSEVerified email at um.edu.mt
Gazi Salah UddinDepartment of Management and Engineering, Linköping UniversityVerified email at liu.se
Hardjo KoerniadiSenior Lecturer, Auckland University of TechnologyVerified email at aut.ac.nz
James KolariTexas A&M UniversityVerified email at tamu.edu
Dr. Hilal Anwar ButtInstitute of Business AdministrationVerified email at iba.edu.pk
Lavinia RognoneUniversity of Edinburgh Business School, Univerisity of EdinburghVerified email at ed.ac.uk
Catalina HurwitzSUNY OneontaVerified email at oneonta.edu
Robert DaiglerProfessor of Finance, Florida International UniversityVerified email at fiu.edu
Suchismita MishraFlorida International UniversityVerified email at fiu.edu

Ihsan Badshah

Senior lecturer in finance, auckland university of technology

Verified email at aut.ac.nz - Homepage

Empirical Asset Pricing Behavioral Finance Sustainable Investing Institutional Investment &


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Quantile regression analysis of the asymmetric return‐volatility relation IU Badshah Journal of Futures Markets 33 (3), 235-265, 2013	124	2013
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	113	2019
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	74	2013
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	65	2018
Volatility spillover from the fear index to developed and emerging markets IU Badshah Emerging Markets Finance and Trade 54 (1), 27-40, 2018	48	2018
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	45	2016
Asymmetric return-volatility relation, volatility transmission and implied volatility indexes I Badshah Volatility Transmission and Implied Volatility Indexes (February 15, 2009), 2009	23	2009
Modeling the dynamics of implied volatility surfaces I Badshah Available at SSRN 1347981, 2009	18	2009
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	17	2022
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	11	2022
Return-volatility relationships: cross-country evidence IU Badshah International Journal of Behavioural Accounting and Finance 2 (2), 178-190, 2011	6	2011
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	4	2023
Anti-herding by hedge funds, idiosyncratic volatility and expected returns S Ali, I Badshah, R Demirer Available at SSRN 4010287, 2022	4	2022
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	3	2010
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	2	2023
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	2	2021
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	2	2015
Modeling and forecasting implied volatility: Implications for trading, pricing, and risk management IU Badshah Svenska handelshögskolan, 2010	2	2010
Climate Uncertainty and Investor Learning in Sustainable Funds S Ali, I Badshah, R Demirer, P Hegde, L Rognone SSRN Electronic Journal, 2023	1	2023

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