Hassan Tanha

Victoria University

Footscray Park

PO Box 14428

Melbourne, 8001

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

68

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Macroeconomic Annnouncements and Volatility of Equity Returns: High-Frequency Evidence from Indonesia

2015 Financial Markets & Corporate Governance Conference
Number of pages: 29 Posted: 03 Dec 2014 Last Revised: 08 Dec 2014
Victoria University, Victoria University and Victoria University
Downloads 68 (404,307)

Abstract:

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Macroeconomic news, monetary policy, Indonesian stock market, intraday volatility, financial crisis

2.

Macroeconomic Information and Implied Volatility: Evidence from Australian Index Options

Posted: 26 Aug 2013
Victoria University, Ton Duc Thang University (TDTU) and Victoria University

Abstract:

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Implied Volatility, Options, Macroeconomic Information