Hassan Tanha on Clubhouse

Bio

PhD (Finance) (Monash),
MFi (RMIT), GradCertTerEd (VU), MIE, BE (Electronics), Certificate Finance and Banking (Japan), Certificate International Postal Savings (Japan), Certificate Quality Management through Customer Satisfaction (Japan)


Adjunct Fellow in the Victoria University Business School

AREAS OF EXPERTISE

Behavioural finance

Financial risk management

Bank management

Investment and portfolio management

Pricing, dynamics and modelling of financial derivatives

REFEREED JOURNAL ARTICLES

Tanha, H., M. Dempsey, & M. Labeb. (2018). Derivatives Usage by Australian Industrial Firms: Pre-, during and post-GFC. Review of Economics & Finance vol 11(1): 31-39.
Tanha, H. & Dempsey, M. (2017). Derivatives usage in emerging markets following the GFC: Evidence from the GCC countries. Emerging Markets Finance and Trade. 53:170–179.
Tanha, H. & Dempsey, M. (2016).The evolving dynamics of the Australian SPI 200 Implied Volatility Surface. Journal of International Financial Markets, Institutions & Money. 43: 44-57.
Tanha, H. & Dempsey, M. (2016). The Information content of ASX SPI 200 implied volatility. Review of Pacific Basin Financial Markets and Policies. 19(1).
Tanha, H. & Dempsey, M. (2016). The Impact of Macroeconomic Information Releases on the Smile Shape: Evidence from the Australian Options Market. Review of Behavioural Finance. 8(1).
Tanha, H. & Dempsey, M. (2015). The asymmetric response of volatility to market changes and the volatility smile: Evidence from the Australian options market. Research in International Business and Finance. 34:164 176.
Tanha, H., & Dempsey, M. (2015). Do Aussie markets smile? Implied volatility functions and determinants. Applied Economics. 47(30): 3143-3163.
Tanha, H., Dempsey, M. & Hallahan, T. (2014). Macroeconomic information and implied volatility: evidence from Australian index options. Review of Behavioural Finance. 6(1): 46-62.