Browse by Authors

657

Siddiqi, Hammad (2006): Belief merging and revision under social influence: An explanation for the volatility clustering puzzle.

856

Siddiqi, Hammad (2006): The social norm of leaving the toilet seat down: A game theoretic analysis.

2984

Siddiqi, Hammad (2007): Rational Interacting Agents and Volatility Clustering: A New Approach.

6374

Siddiqi, Hammad (2007): Stock Price Manipulation: The Role of Intermediaries.

6714

Siddiqi, Hammad (2008): Information Transmission in Emerging Markets: The Case of a Unique Financing Instrument.

13514

Siddiqi, Hammad (2009): Ambiguity, Infra-Marginal Investors, and Market Prices.

13515

Siddiqi, Hammad (2009): Does Coarse Thinking Matter for Option Pricing? Evidence from an Experiment.

13516

Siddiqi, Hammad (2009): Coarse Thinking and Collusion in Bertrand Duopoly with Increasing Marginal Costs.

15452

Siddiqi, Hammad (2009): Information Transmission and Micro-structure rents in Emerging Markets.

21749

Siddiqi, Hammad (2009): Coarse Thinking and Pricing a Financial Option.

21750

Siddiqi, Hammad (2009): The Puzzle of a Unique Instrument in Emerging Markets of South Asia.

23261

Siddiqi, Hammad (2010): Coarse thinking, implied volatility, and the valuation of call and put options.

23924

Siddiqi, Hammad (2010): The relevance of coarse thinking for investors' willingness to pay: An experimental study.

23925

Siddiqi, Hammad (2010): Information transmission and the emergence of a peculiar trading facility in certain emerging markets.

31316

Siddiqi, Hammad (2011): Thinking by analogy, systematic risk, and option prices.

48862

Siddiqi, Hammad (2013): Analogy Making, Option Prices, and Implied Volatility.

54269

Siddiqi, Hammad (2013): Mental Accounting: A Closed-Form Alternative to the Black Scholes Model.

60968

Siddiqi, Hammad (2014): Analogy Making and the Structure of Implied Volatility Skew.

61083

Siddiqi, Hammad (2015): Analogy based Valuation of Commodity Options.

62333

Siddiqi, Hammad (2015): Analogy Based Valuation of Currency Options.

62763

Siddiqi, Hammad (2015): Relative Risk Perception and the Puzzle of Covered Call writing.

63528

Siddiqi, Hammad (2015): Explaining the Smile in Currency Options: Is it Anchoring?

66018

Siddiqi, Hammad (2014): Anchoring Heuristic in Option Prices.

68595

Siddiqi, Hammad (2015): Anchoring and Adjustment Heuristic in Option Pricing.

68611

Siddiqi, Hammad (2015): Anchoring Heuristic in Option Pricing.

68729

Siddiqi, Hammad (2015): Anchoring and Adjustment Heuristic: A Unified Explanation for Equity Puzzles.

69835

Siddiqi, Hammad (2015): Anchoring Heuristic and the Equity Premium Puzzle.

86234

Siddiqi, Hammad (2015): Behavioralizing the Black-Scholes Model.

92931

Siddiqi, Hammad (2019): CAPM: A Tale of Two Versions.

100432

Siddiqi, Hammad (2020): Resource allocation in the brain and the equity premium puzzle.

100521

Siddiqi, Hammad (2020): Resource allocation in the brain and the Capital Asset Pricing Model.

120742

Siddiqi, Hammad (2022): Asset Pricing in the Resource-Constrained Brain.