Details about Hammad A. Siddiqi

Access statistics for papers by Hammad A. Siddiqi.

Last updated 2015-01-24. Update your information in the RePEc Author Service.

Short-id: psi186

Working Papers

2015

1. Analogy based Valuation of Commodity Options
   MPRA Paper, University Library of Munich, Germany View citations (5)

2014

2. Analogy Making and the Structure of Implied Volatility Skew
   MPRA Paper, University Library of Munich, Germany View citations (6)

2013

3. Analogy Making, Option Prices, and Implied Volatility
   MPRA Paper, University Library of Munich, Germany
4. Mental Accounting: A Closed-Form Alternative to the Black Scholes Model
   MPRA Paper, University Library of Munich, Germany View citations (3)

2011

5. Thinking by analogy, systematic risk, and option prices
   MPRA Paper, University Library of Munich, Germany View citations (1)

2010

6. Coarse thinking, implied volatility, and the valuation of call and put options
   MPRA Paper, University Library of Munich, Germany
7. Information transmission and the emergence of a peculiar trading facility in certain emerging markets
   MPRA Paper, University Library of Munich, Germany
8. The relevance of coarse thinking for investors' willingness to pay: An experimental study
   MPRA Paper, University Library of Munich, Germany

2009

9. Ambiguity, Infra-Marginal Investors, and Market Prices
   MPRA Paper, University Library of Munich, Germany
10. Coarse Thinking and Collusion in Bertrand Duopoly with Increasing Marginal Costs
    MPRA Paper, University Library of Munich, Germany
11. Coarse Thinking and Pricing a Financial Option
    MPRA Paper, University Library of Munich, Germany
12. Does Coarse Thinking Matter for Option Pricing? Evidence from an Experiment
    MPRA Paper, University Library of Munich, Germany View citations (15)
13. Information Transmission and Micro-structure rents in Emerging Markets
    MPRA Paper, University Library of Munich, Germany
14. The Puzzle of a Unique Instrument in Emerging Markets of South Asia
    MPRA Paper, University Library of Munich, Germany

2008

15. Information Transmission in Emerging Markets: The Case of a Unique Financing Instrument
    MPRA Paper, University Library of Munich, Germany View citations (3)

2007

16. Rational Interacting Agents and Volatility Clustering: A New Approach
    MPRA Paper, University Library of Munich, Germany
17. Stock Price Manipulation: The Role of Intermediaries
    Finance Working Papers, East Asian Bureau of Economic Research View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2007) View citations (2)

2006

18. Belief merging and revision under social influence: An explanation for the volatility clustering puzzle
    MPRA Paper, University Library of Munich, Germany
19. Is it Social Influence on Beliefs Under Ambiguity? A Possible Explanation for Volatility Clustering
    Microeconomics Working Papers, East Asian Bureau of Economic Research
20. The social norm of leaving the toilet seat down: A game theoretic analysis
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article The social norm of leaving the toilet seat down: A game theoretic analysis, Economics Bulletin, AccessEcon (2006) (2006)

Journal Articles

2012

1. The relevance of thinking-by-analogy for investors’ willingness-to-pay: An experimental study
   Journal of Economic Psychology, 2012, 33, (1), 19-29 View citations (20)

2011

2. A Creative Institutional Response to Twin Problems of Liquidity and Information Gaps in Certain Emerging Markets
   International Review of Finance, 2011, 11, (4), 537-552 View citations (1)
3. Comment on Kamstra: Reasons for Developing Countries to Be Thrilled about Trills
   The Economists' Voice, 2011, 8, (1), 2

2009

4. Is the lure of choice reflected in market prices? Experimental evidence based on the 4-door Monty Hall problem
   Journal of Economic Psychology, 2009, 30, (2), 203-215 View citations (22)

2006

5. Bargaining under ambiguity: some experimental evidence
   Economics Bulletin, 2006, 4, (7), 1-7
6. The social norm of leaving the toilet seat down: A game theoretic analysis
   Economics Bulletin, 2006, 28, (13), A0
   See also Working Paper The social norm of leaving the toilet seat down: A game theoretic analysis, MPRA Paper (2006) (2006)