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Publications

by members of

Department of Finance
Faculty of Business, Economics and Law
Auckland University of Technology
Auckland, New Zealand

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2011

  1. Thorsten Lehnert & Bart Frijn & Aaron Gilbert & Alireza Tourani-Rad, 2011. "Cultural Values, CEO Risk Aversion and Corporate Takeovers," LSF Research Working Paper Series 11-01, Luxembourg School of Finance, University of Luxembourg.

2005

  1. Gilbert, Aaron & Tourani Rad, Alireza & Wisniewski, Tomasz Piotr, 2005. "The relationship between insider trading and volume-induced return autocorrelation," Working Paper Series 2005,9, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.

Journal articles

2021

  1. Ihsan Badshah & Hardjo Koerniadi & James Kolari, 2021. "The Sarbanes‐Oxley act and informed trading in the options market: Evidence from share repurchase announcements," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 645-652, June.

2019

  1. Badshah, Ihsan & Demirer, Riza & Suleman, Muhammad Tahir, 2019. "The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging," Energy Economics, Elsevier, vol. 84(C).
  2. Ihsan Badshah & Hardjo Koerniadi & James Kolari, 2019. "Testing the Information-Based Trading Hypothesis in the Option Market: Evidence from Share Repurchases," JRFM, MDPI, vol. 12(4), pages 1-11, November.

2018

  1. Ihsan U. Badshah, 2018. "Volatility Spillover from the Fear Index to Developed and Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(1), pages 27-40, January.
  2. Badshah, Ihsan & Bekiros, Stelios & Lucey, Brian M. & Uddin, Gazi Salah, 2018. "Asymmetric linkages among the fear index and emerging market volatility indices," Emerging Markets Review, Elsevier, vol. 37(C), pages 17-31.

2017

  1. Hilal Anwar Butt, Ihsan Ullah Badshah, Muhammad Tahir Suleman, 2017. "Illusory Nature of Pricing of Illiquidity Effect: The Test Case of Australian Stock Market," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 2(2), pages 115-129, October.

2016

  1. Badshah, Ihsan & Frijns, Bart & Knif, Johan & Tourani-Rad, Alireza, 2016. "Asymmetries of the intraday return-volatility relation," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 182-192.

2015

  1. Ihsan Ullah Badshah, 2015. "The information content of the VDAX volatility index and backtesting daily value-at-risk models," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 4(3/4), pages 213-230.

2013

  1. Bart Frijns & Aaron Gilbert & Alireza Tourani-Rad, 2013. "Do Criminal Sanctions Deter Insider Trading?," The Financial Review, Eastern Finance Association, vol. 48(2), pages 205-232, May.
  2. Bart Frijns & Aaron Gilbert & Remco C.J. Zwinkels, 2013. "Market timing ability and mutual funds: a heterogeneous agent approach," Quantitative Finance, Taylor & Francis Journals, vol. 13(10), pages 1613-1620, October.
  3. Frijns, Bart & Gilbert, Aaron & Lehnert, Thorsten & Tourani-Rad, Alireza, 2013. "Uncertainty avoidance, risk tolerance and corporate takeover decisions," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2457-2471.
  4. Ihsan Ullah Badshah & Bart Frijns & Alireza Tourani‐Rad, 2013. "Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(6), pages 555-572, June.
  5. Ihsan Ullah Badshah, 2013. "Quantile Regression Analysis of the Asymmetric Return‐Volatility Relation," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(3), pages 235-265, March.

2011

  1. Bart Frijns & Aaron Gilbert & Alireza Tourani-Rad, 2011. "Heterogeneity and sentiment in the stock market," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 140-151.
  2. Ihsan U. Badshah, 2011. "Return-volatility relationships: cross-country evidence," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 178-190.

2010

  1. Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza, 2010. "The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 498-508, March.

2009

  1. Chen, Jun & Tse, Yiuman & Williams, Michael, 2009. "Trading location and equity returns: Evidence from US trading of British cross-listed firms," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 729-741, December.

2008

  1. Bart Frijns & Aaron Gilbert & Alireza Tourani‐Rad, 2008. "Insider Trading, Regulation, And The Components Of The Bid–Ask Spread," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 31(3), pages 225-246, September.
  2. Aaron Gilbert & Alireza Tourani-Rad, 2008. "The Impact of Regulations on the Informational Basis of Insider Trading," Australian Journal of Management, Australian School of Business, vol. 33(2), pages 407-435, December.

2006

  1. Gilbert, Aaron & Tourani-Rad, Alireza & Wisniewski, Tomasz Piotr, 2006. "Do insiders crowd out analysts?," Finance Research Letters, Elsevier, vol. 3(1), pages 40-48, March.

2004

  1. Etebari, Ahmad & Tourani-Rad, Alireza & Gilbert, Aaron, 2004. "Disclosure regulation and the profitability of insider trading: Evidence from New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 12(5), pages 479-502, November.

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