Zobrazeno 1 - 10
of 23
pro vyhledávání: '"Ihsan Badshah"'
Publikováno v:
Journal of Economic Behavior & Organization. 211:31-48
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2ef4acb2b8240b08e8dbc6a650652f75
https://doi.org/10.1016/j.jebo.2023.04.029
https://doi.org/10.1016/j.jebo.2023.04.029
Publikováno v:
Algorithmic Finance. 9:63-79
We examine the effect of VIX futures’ new trading hours on price discovery as these causal relations have not been investigated before and are consequential for regulators and practitioners involved in the VIX futures market. Our data include VIX f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c8ac91ad457ae833253c1172f43e8c0
https://doi.org/10.3233/af-200342
https://doi.org/10.3233/af-200342
Publikováno v:
International Review of Finance.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7d0ae5385fdcb2a0b3f5c29385a3cc82
https://doi.org/10.1111/irfi.12407
https://doi.org/10.1111/irfi.12407
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::344e21af15c7eed1838ebde7c7622d83
https://doi.org/10.2139/ssrn.4432798
https://doi.org/10.2139/ssrn.4432798
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3f0020b86b83eb963fd1419d757f5043
https://doi.org/10.2139/ssrn.4010287
https://doi.org/10.2139/ssrn.4010287
Publikováno v:
International Review of Finance. 21:645-652
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::db5a7abf3168541257881d094a5acfcd
https://doi.org/10.1111/irfi.12281
https://doi.org/10.1111/irfi.12281
Publikováno v:
Pacific-Basin Finance Journal. 74:101797
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4f3983b57fe3a6094ddd5b5cb931411b
https://doi.org/10.1016/j.pacfin.2022.101797
https://doi.org/10.1016/j.pacfin.2022.101797
Publikováno v:
Global Finance Journal. 52:100693
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b14d56d929e2db4c98bb393b0334e81c
https://doi.org/10.1016/j.gfj.2021.100693
https://doi.org/10.1016/j.gfj.2021.100693
Net Buying Pressure and Informed Trading in the Options Market: Evidence from Earnings Announcements
Autor:
Ihsan Badshah, Hardjo Koerniadi
Publikováno v:
Journal of Risk and Financial Management; Volume 15; Issue 2; Pages: 53
By employing the modified net buying pressure as a measure of informed option trading, this study tested whether option trading around quarterly earnings announcements is either directionally motivated and/or volatility motivated. We found evidence t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ba6c0769a8b79f059309de28db9957e5
https://doi.org/10.3390/jrfm15020053
https://doi.org/10.3390/jrfm15020053
Publikováno v:
Emerging Markets Review. 37:17-31
This study explores the relationships between changes in the fear index (VIX) and changes in emerging market volatilities i.e., Chinese, Brazilian and the overall emerging volatility index, across their conditional distributions by employing a mixed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::81b2553167c655154c9b8667944ba635
https://doi.org/10.1016/j.ememar.2018.03.002
https://doi.org/10.1016/j.ememar.2018.03.002