Ihsan Badshah

Auckland University of Technology

Senior Lecturer in Finance

3 Wakefield Street

Private Bag 92006

Auckland Central 1020

New Zealand

Auckland Center for Financial Research(ACFR)

Fellow

42 Wakefield Street

WF810

Auckland Central, 1010

  • Auckland University of Technology

    • Email
    • Tel: +64 9 9219999 Extn: 5394
    • Fax: +64 9 219940
SCHOLARLY PAPERS

10

DOWNLOADS
Rank 39,215

SSRN RANKINGS

Top 39,215

in Total Papers Downloads

2,043

SSRN CITATIONS

11

CROSSREF CITATIONS

2

Scholarly Papers (10)

Actions:
Email selected abstracts
1.

Modeling the Dynamics of Implied Volatility Surfaces

Number of pages: 31 Posted: 26 Feb 2009 Last Revised: 04 Apr 2010
Ihsan Badshah
Auckland University of Technology
Downloads 738 (55,763)

Abstract:

Loading...

implied volatility, implied volatility surface, options, principal component analysis, smirk

2.

Asymmetric Return-Volatility Relation, Volatility Transmission and Implied Volatility Indexes

Number of pages: 37 Posted: 16 Feb 2009 Last Revised: 27 Jan 2010
Ihsan Badshah
Auckland University of Technology
Downloads 543 (82,561)
Citation 7

Abstract:

Loading...

implied volatility, index options, volatility indexes, volatility-return relation, volatility transmissions.

3.

Contemporaneous Spill-Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices

25th Australasian Finance and Banking Conference 2012
Number of pages: 33 Posted: 16 Aug 2012
Ihsan Badshah, Bart Frijns and Alireza Tourani-Rad
Auckland University of Technology, Open University of the Netherlands - School of Management and Auckland University of Technology - Faculty of Business & Law
Downloads 200 (242,150)
Citation 3

Abstract:

Loading...

spill-over, implied volatility indices

4.

Economic Policy Uncertainty and Institutional Investment Returns: The Case of New Zealand

Number of pages: 35 Posted: 13 Apr 2022
Sara Ali, Ihsan Badshah, Riza Demirer and Prasad Hegde
Auckland University of Technology, Auckland University of Technology, Southern Illinois University Edwardsville - Department of Economics & Finance and Auckland University of Technology
Downloads 176 (271,278)

Abstract:

Loading...

Economic uncertainty, New Zealand EPU, News-Based EPU index, Cross-section of fund returns, ICAPM

5.

The Effect of Economic Policy Uncertainty on Stock-Commodity Correlations and its Implications on Optimal Hedging

Number of pages: 24 Posted: 11 Sep 2018
Ihsan Badshah, Riza Demirer and Tahir Suleman
Auckland University of Technology, Southern Illinois University Edwardsville - Department of Economics & Finance and Wellington Institute of Technology
Downloads 123 (362,090)
Citation 8

Abstract:

Loading...

Commodity market, Policy uncertainty, Conditional correlation

6.

Anti-Herding by Hedge Funds, Idiosyncratic Volatility and Expected Returns

Number of pages: 33 Posted: 04 Mar 2022
Sara Ali, Ihsan Badshah and Riza Demirer
Auckland University of Technology, Auckland University of Technology and Southern Illinois University Edwardsville - Department of Economics & Finance
Downloads 99 (422,506)
Citation 1

Abstract:

Loading...

Hedge Funds, Herding Behavior, Fundamental Information, Idiosyncratic Volatility

7.

Illusory Nature of Pricing of Illiquidity Risk: The Test Case of Australian Stock Market

Number of pages: 38 Posted: 17 Aug 2015
Hilal Anwar Butt, Ihsan Badshah and Muhammad Tahir Suleman
University of Karachi - Institute of Business Administration (IBA), Karachi, Auckland University of Technology and University of Otago - Department of Accountancy and Finance
Downloads 73 (508,110)

Abstract:

Loading...

Asset pricing, Australian stock market, Illiquidity Premium, Illiquidity level, illiquidity risks, Illiquidity measures.

8.

Climate Uncertainty and Investor Learning in Sustainable Funds

Number of pages: 47 Posted: 01 May 2023 Last Revised: 03 May 2023
Sara Ali, Ihsan Badshah, Riza Demirer, Prasad Hegde and Lavinia Rognone
Auckland University of Technology, Auckland University of Technology, Southern Illinois University Edwardsville - Department of Economics & Finance, Auckland University of Technology and University of Manchester - Alliance Manchester Business School
Downloads 47 (627,810)

Abstract:

Loading...

Climate risk, Physical and transition risk, Investor learning, Fund flow-performance sensitivity

9.

Economic Policy Uncertainty and Fund Flow Performance Sensitivity: Evidence from New Zealand

Number of pages: 12 Posted: 27 Jun 2022
Sara Ali, Ihsan Badshah, Riza Demirer and Prasad Hegde
Auckland University of Technology, Auckland University of Technology, Southern Illinois University Edwardsville - Department of Economics & Finance and Auckland University of Technology
Downloads 44 (644,769)

Abstract:

Loading...

Economic policy uncertainty, New Zealand EPU, investor learning, fund flow performance sensitivity

10.

Quantile Regression Analysis of the Asymmetric Return-Volatility Relation

Forthcoming in the Journal of Futures Markets
Posted: 27 Jan 2010 Last Revised: 09 Apr 2012
Ihsan Badshah
Auckland University of Technology

Abstract:

Loading...

Asymmetric return-volatility relation, implied volatility, index options, quantile regression, volatility index