Dr Hassan Tanha is an Adjunct Fellow in the Victoria University Business School 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