Ihsan Badshah : Citation Profile


Are you Ihsan Badshah?

Auckland University of Technology

4

H index

2

i10 index

42

Citations

RESEARCH PRODUCTION:

8

Articles

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 6
   Journals where Ihsan Badshah has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 2 (4.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba828
   Updated: 2019-10-15    RAS profile: 2019-01-16    
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Relations with other researchers


Works with:

Tourani-Rad, Alireza (2)

Frijns, Bart (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ihsan Badshah.

Is cited by:

Powell, Robert (3)

naoui, kamel (3)

Dimpfl, Thomas (3)

Bekiros, Stelios (3)

Allen, David (3)

Uddin, Gazi (3)

McAleer, Michael (3)

Sosvilla-Rivero, Simon (2)

Baur, Dirk (1)

Anoruo, Emmanuel (1)

Resta, Marina (1)

Cites to:

Diebold, Francis (5)

Bekaert, Geert (5)

Yilmaz, Kamil (4)

Bollerslev, Tim (4)

bloom, nicholas (3)

Engle, Robert (2)

Amihud, Yakov (2)

lucey, brian (2)

Harvey, Campbell (2)

Lo Duca, Marco (2)

Hoerova, Marie (2)

Main data


Where Ihsan Badshah has published?


Journals with more than one article published# docs
Journal of Futures Markets2

Recent works citing Ihsan Badshah (2018 and 2017)


YearTitle of citing document
2018Is VIX still the investor fear gauge? Evidence for the US and BRIC markets. (2018). Resta, Marina ; Neffelli, Marco. In: Papers. RePEc:arx:papers:1806.07556.

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2019Think again: volatility asymmetry and volatility persistence. (2019). Thomas, Dimpfl ; Dirk, Baur. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:19:n:4.

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2019Economic complexity and sovereign risk premia. (2019). Ozmen, Utku. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00975.

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2019Asymmetric volatility in equity markets around the world. (2019). Olsen, Torbjorn B ; Molnar, Peter ; Lyocsa, Tefan ; Horpestad, Jone B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:540-554.

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2018Analyzing volatility transmission using group transfer entropy. (2018). Dimpfl, Thomas ; Peter, Franziska J. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:368-376.

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2019Are alternative energies a real alternative for investors?. (2019). Miralles-Quiros, Maria Mar. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:535-545.

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2018The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares. (2018). Frijns, Bart ; Tourani-Rad, Alireza ; Indriawan, Ivan. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:136-152.

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2018Risk perception in financial markets: On the flip side. (2018). naoui, kamel ; Bekiros, Stelios ; Uddin, Gazi Salah ; Jlassi, Mouna. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:184-206.

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2018The influence of terrorism risk on stock market integration: Evidence from eight OECD countries. (2018). Narayan, Seema ; LE, Thai-Ha ; Sriananthakumar, S ; Le, T.-H., . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:247-259.

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2017Examining the flight-to-safety with the implied volatilities. (2017). GhulamSarwar, . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:118-124.

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2017The asymmetric relationship between returns and implied volatility: Evidence from global stock markets. (2017). Uddin, Gazi ; naoui, kamel ; Bekiros, Stelios ; Jlassi, Mouna. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:156-174.

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2019Forecasting the KOSPI200 spot volatility using various volatility measures. (2019). Chun, Dohyun ; Ryu, Doojin ; Cho, Hoon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:156-166.

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2019The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

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2017Time-varying return-volatility relation in international stock markets. (2017). Jin, Xiaoye. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:157-173.

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2017A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index. (2017). Pati, Pratap Chandra ; Barai, Parama ; Rajib, Prabina. In: Review of Financial Economics. RePEc:eee:revfin:v:35:y:2017:i:c:p:66-81.

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2018Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach. (2018). Economou, Fotini ; Tsouma, Ekaterini ; Panagopoulos, Yannis. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:459-470.

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2017Fear connectedness among asset classes. (2017). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felixa, Julian. In: IREA Working Papers. RePEc:ira:wpaper:201703.

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2019Extreme spillovers of VIX fear index to international equity markets. (2019). Tongurai, Jittima ; Boonchoo, Pattana ; Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-018-0323-6.

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2017Regime switching behavior of Indian VIX and its time dependent correlation with select developed economies. (2017). Chittineni, Jyothi. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:13:y:2017:i:5:p:666-675.

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2017Discerning lead-lag between fear index and realized volatility. (2017). Masih, Abul ; Wahab, Fatin Farhana . In: MPRA Paper. RePEc:pra:mprapa:79433.

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2018Indian Implied Volatility Index: A Macroeconomic Study. (2018). Chittineni, Jyothi. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:5:y:2018:i:5:p:75-82.

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2017An examination of the REIT return–implied volatility relation: a frequency domain approach. (2017). Anoruo, Emmanuel. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:3:d:10.1007_s12197-016-9378-2.

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2018Fear connectedness among asset classes. (2018). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:39:p:4234-4249.

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2017Does behavioural theory explain return-implied volatility relationship? Evidence from India. (2017). Chakrabarti, Prasenjit ; McMillan, David ; Kumar, Kiran K. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1355521.

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2018Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach. (2018). Lee, Jaeram ; Ryu, Doojin. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201868.

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Works by Ihsan Badshah:


YearTitleTypeCited
2018Asymmetric linkages among the fear index and emerging market volatility indices In: Emerging Markets Review.
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article1
2016Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis.
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article5
2017Illusory Nature of Pricing of Illiquidity Effect: The Test Case of Australian Stock Market In: Journal of Finance and Economics Research.
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article0
2011Return-volatility relationships: cross-country evidence In: International Journal of Behavioural Accounting and Finance.
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article0
2015The information content of the VDAX volatility index and backtesting daily value-at-risk models In: International Journal of Financial Markets and Derivatives.
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article0
2018Volatility Spillover from the Fear Index to Developed and Emerging Markets In: Emerging Markets Finance and Trade.
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article5
2013Quantile Regression Analysis of the Asymmetric Return‐Volatility Relation In: Journal of Futures Markets.
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article20
2013Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices In: Journal of Futures Markets.
[Citation analysis]
article11

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