Dr Hassan Tanha
Adjunct Fellow, College of Business
Dr Hassan Tanha is an Adjunct Fellow in the College of Business at Victoria University.
He has 15 years working experience in the industry including 7 in the banking sector. Hassan spent 5 years as the Member of the Board and Acting Managing Director at a large bank.
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.
Haryadi, H., Hallahan, T. & Tanha, H. (2016). "Trading Volume and Volatility: Evidence from the Indonesian Stock Market" 23rd Annual Conference of the Multinational Finance Society, Stockholm Business School, Stockholm, Sweden, June 26 - 29, 2016.
Haryadi, H., Hallahan, T. & Tanha, H. (2015). "The Impact of Macroeconomic Announcements on the Volatility of Equity Returns: High-Frequency Evidence from Indonesia. 22nd Annual Conference of the Multinational Finance Society, Porto Carras Grand Resort Hotel, Halkidiki, Greece, June 28 - July 1, 2015.
Haryadi, H., Hallahan, T. & Tanha, H. (2015). "Macroeconomic Announcements and Volatility of Equity Returns: High-Frequency Evidence from Indonesia". 6th Financial Markets and Corporate Governance Conference Fremantle, Western Australia 9 – 10 April 2015.
Tanha, H., Dempsey, M. & Hallahan, T. (2013) . “Macroeconomic information and implied volatility: evidence from Australian index options” Annual conference of European Financial Management Association, Reading, UK.
- Member, Economics Society of Australia
- Member, AFAANZ.
Areas of expertise
- Behavioural finance
- Financial Risk Management, Bank Management, Investment and Portfolio Management
- Pricing, dynamics and modelling of financial derivatives