Browse by Authors

August 2006

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

16 November 2006

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

27 April 2007

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

December 2007

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

13 January 2008

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

13 January 2009

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

10 February 2009

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

19 February 2009

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

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

December 2009

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

30 December 2009

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

10 January 2010

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

11 April 2010

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

2 July 2010

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

7 June 2011

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

1 July 2013

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

30 August 2013

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

10 January 2014

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

1 October 2014

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

1 January 2015

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

23 February 2015

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

1 March 2015

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

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

10 March 2015

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

8 April 2015

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

1 November 2015

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

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

30 December 2015

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

1 March 2019

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

1 January 2020

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

1 February 2020

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

5 April 2022

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