Details about Ihsan Badshah

Access statistics for papers by Ihsan Badshah.

Last updated 2021-12-22. Update your information in the RePEc Author Service.

Short-id: pba828

Journal Articles

2021

1. The Sarbanes‐Oxley act and informed trading in the options market: Evidence from share repurchase announcements
   International Review of Finance, 2021, 21, (2), 645-652 View citations (1)

2019

2. Testing the Information-Based Trading Hypothesis in the Option Market: Evidence from Share Repurchases
   JRFM, 2019, 12, (4), 1-11 View citations (1)
3. The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging
   Energy Economics, 2019, 84, (C) View citations (61)

2018

4. Asymmetric linkages among the fear index and emerging market volatility indices
   Emerging Markets Review, 2018, 37, (C), 17-31 View citations (35)
5. Volatility Spillover from the Fear Index to Developed and Emerging Markets
   Emerging Markets Finance and Trade, 2018, 54, (1), 27-40 View citations (24)

2017

6. Illusory Nature of Pricing of Illiquidity Effect: The Test Case of Australian Stock Market
   Journal of Finance and Economics Research, 2017, 2, (2), 115-129 View citations (1)

2016

7. Asymmetries of the intraday return-volatility relation
   International Review of Financial Analysis, 2016, 48, (C), 182-192 View citations (17)

2015

8. The information content of the VDAX volatility index and backtesting daily value-at-risk models
   International Journal of Financial Markets and Derivatives, 2015, 4, (3/4), 213-230

2013

9. Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices
   Journal of Futures Markets, 2013, 33, (6), 555-572 View citations (19)
10. Quantile Regression Analysis of the Asymmetric Return‐Volatility Relation
    Journal of Futures Markets, 2013, 33, (3), 235-265 View citations (52)

2011

11. Return-volatility relationships: cross-country evidence
    International Journal of Behavioural Accounting and Finance, 2011, 2, (2), 178-190