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Hammad A. Siddiqi

This is information that was supplied by Hammad Siddiqi in registering through RePEc. If you are Hammad A. Siddiqi, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Hammad
Middle Name:A.
Last Name:Siddiqi
RePEc Short-ID:psi186
Room 518, Colin Clark Building, St Lucia-4067 University of Queensland Brisbane Queensland Australia
Brisbane, Australia

: +61 7 3365 6601
+61 7 3365 6601
Colin Clark Building, no 39, St. Lucia, Qld. 4072
RePEc:edi:rsmuqau (more details at EDIRC)
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  1. Siddiqi, Hammad, 2015. "Analogy based Valuation of Commodity Options," MPRA Paper 61083, University Library of Munich, Germany.
  2. Siddiqi, Hammad, 2014. "Analogy Making and the Structure of Implied Volatility Skew," MPRA Paper 60921, University Library of Munich, Germany.
  3. Siddiqi, Hammad, 2013. "Analogy Making, Option Prices, and Implied Volatility," MPRA Paper 48862, University Library of Munich, Germany.
  4. Siddiqi, Hammad, 2013. "Mental Accounting: A Closed-Form Alternative to the Black Scholes Model," MPRA Paper 50759, University Library of Munich, Germany.
  5. Siddiqi, Hammad, 2011. "Thinking by analogy, systematic risk, and option prices," MPRA Paper 31316, University Library of Munich, Germany.
  6. Siddiqi, Hammad, 2010. "The relevance of coarse thinking for investors' willingness to pay: An experimental study," MPRA Paper 23924, University Library of Munich, Germany.
  7. Siddiqi, Hammad, 2010. "Coarse thinking, implied volatility, and the valuation of call and put options," MPRA Paper 23261, University Library of Munich, Germany.
  8. Siddiqi, Hammad, 2010. "Information transmission and the emergence of a peculiar trading facility in certain emerging markets," MPRA Paper 23925, University Library of Munich, Germany.
  9. Siddiqi, Hammad, 2009. "The Puzzle of a Unique Instrument in Emerging Markets of South Asia," MPRA Paper 21750, University Library of Munich, Germany.
  10. Siddiqi, Hammad, 2009. "Does Coarse Thinking Matter for Option Pricing? Evidence from an Experiment," MPRA Paper 13515, University Library of Munich, Germany.
  11. Siddiqi, Hammad, 2009. "Coarse Thinking and Pricing a Financial Option," MPRA Paper 21749, University Library of Munich, Germany.
  12. Siddiqi, Hammad, 2009. "Information Transmission and Micro-structure rents in Emerging Markets," MPRA Paper 15452, University Library of Munich, Germany.
  13. Siddiqi, Hammad, 2009. "Coarse Thinking and Collusion in Bertrand Duopoly with Increasing Marginal Costs," MPRA Paper 13516, University Library of Munich, Germany.
  14. Siddiqi, Hammad, 2009. "Ambiguity, Infra-Marginal Investors, and Market Prices," MPRA Paper 13514, University Library of Munich, Germany.
  15. Siddiqi, Hammad, 2008. "Information Transmission in Emerging Markets: The Case of a Unique Financing Instrument," MPRA Paper 6714, University Library of Munich, Germany.
  16. Siddiqi, Hammad, 2007. "Rational Interacting Agents and Volatility Clustering: A New Approach," MPRA Paper 2984, University Library of Munich, Germany.
  17. Siddiqi, Hammad, 2007. "Stock Price Manipulation: The Role of Intermediaries," MPRA Paper 6374, University Library of Munich, Germany.
  18. Hammad A. Siddiqi, 2006. "Is it Social Influence on Beliefs Under Ambiguity? A Possible Explanation for Volatility Clustering," Microeconomics Working Papers 22279, East Asian Bureau of Economic Research.
  19. Siddiqi, Hammad, 2006. "The social norm of leaving the toilet seat down: A game theoretic analysis," MPRA Paper 856, University Library of Munich, Germany.
  20. Siddiqi, Hammad, 2006. "Belief merging and revision under social influence: An explanation for the volatility clustering puzzle," MPRA Paper 657, University Library of Munich, Germany.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EXP: Experimental Economics (4) 2009-02-28 2009-02-28 2010-07-24 2013-10-25
  2. NEP-CBE: Cognitive & Behavioural Economics (3) 2009-02-28 2010-04-11 2010-06-18
  3. NEP-CTA: Contract Theory & Applications (3) 2009-06-17 2010-04-11 2010-07-24
  4. NEP-CDM: Collective Decision-Making (2) 2006-11-12 2006-12-04
  5. NEP-CWA: Central & Western Asia (2) 2008-01-19 2010-04-11
  6. NEP-GTH: Game Theory (2) 2006-12-04 2009-02-28
  7. NEP-MIC: Microeconomics (2) 2008-01-05 2009-02-28
  8. NEP-SOC: Social Norms & Social Capital (2) 2006-11-12 2006-12-04
  9. NEP-CFN: Corporate Finance (1) 2007-05-12
  10. NEP-COM: Industrial Competition (1) 2009-02-28
  11. NEP-ICT: Information & Communication Technologies (1) 2010-07-24
  12. NEP-MST: Market Microstructure (1) 2008-01-05
  13. NEP-ORE: Operations Research (1) 2015-01-19
  14. NEP-RMG: Risk Management (1) 2013-08-10
  15. NEP-UPT: Utility Models & Prospect Theory (1) 2009-02-28

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