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Hammad A. Siddiqi

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Personal Details

First Name:Hammad
Middle Name:A.
Last Name:Siddiqi
Suffix:
RePEc Short-ID:psi186
Email:
Homepage:http://www.uq.edu.au/economics/siddiqi-hammad
Postal Address:Room 518, Colin Clark Building, St Lucia-4067 University of Queensland Brisbane Queensland Australia
Phone:
Location: Brisbane, Australia
Homepage: http://www.uq.edu.au/economics/rsmg/
Email:
Phone: +61 7 3365 6601
Fax: +61 7 3365 6601
Postal: Colin Clark Building, no 39, St. Lucia, Qld. 4072
Handle: 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. "Coarse thinking, implied volatility, and the valuation of call and put options," MPRA Paper 23261, University Library of Munich, Germany.
  7. Siddiqi, Hammad, 2010. "The relevance of coarse thinking for investors' willingness to pay: An experimental study," MPRA Paper 23924, 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. "Does Coarse Thinking Matter for Option Pricing? Evidence from an Experiment," MPRA Paper 13515, University Library of Munich, Germany.
  10. Siddiqi, Hammad, 2009. "Coarse Thinking and Pricing a Financial Option," MPRA Paper 21749, University Library of Munich, Germany.
  11. Siddiqi, Hammad, 2009. "The Puzzle of a Unique Instrument in Emerging Markets of South Asia," MPRA Paper 21750, University Library of Munich, Germany.
  12. Siddiqi, Hammad, 2009. "Ambiguity, Infra-Marginal Investors, and Market Prices," MPRA Paper 13514, 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. "Information Transmission and Micro-structure rents in Emerging Markets," MPRA Paper 15452, 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. "Stock Price Manipulation: The Role of Intermediaries," MPRA Paper 6374, University Library of Munich, Germany.
  17. Siddiqi, Hammad, 2007. "Rational Interacting Agents and Volatility Clustering: A New Approach," MPRA Paper 2984, 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. "Belief merging and revision under social influence: An explanation for the volatility clustering puzzle," MPRA Paper 657, University Library of Munich, Germany.
  20. Siddiqi, Hammad, 2006. "The social norm of leaving the toilet seat down: A game theoretic analysis," MPRA Paper 856, University Library of Munich, Germany.
17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBE: Cognitive & Behavioural Economics (3) 2009-02-28 2010-04-11 2010-06-18
  2. NEP-CDM: Collective Decision-Making (2) 2006-11-12 2006-12-04
  3. NEP-CFN: Corporate Finance (1) 2007-05-12
  4. NEP-COM: Industrial Competition (1) 2009-02-28
  5. NEP-CTA: Contract Theory & Applications (3) 2009-06-17 2010-04-11 2010-07-24
  6. NEP-CWA: Central & Western Asia (2) 2008-01-19 2010-04-11
  7. NEP-EXP: Experimental Economics (4) 2009-02-28 2009-02-28 2010-07-24 2013-10-25
  8. NEP-GTH: Game Theory (2) 2006-12-04 2009-02-28
  9. NEP-ICT: Information & Communication Technologies (1) 2010-07-24
  10. NEP-MIC: Microeconomics (2) 2008-01-05 2009-02-28
  11. NEP-MST: Market Microstructure (1) 2008-01-05
  12. NEP-ORE: Operations Research (1) 2015-01-19
  13. NEP-RMG: Risk Management (1) 2013-08-10
  14. NEP-SOC: Social Norms & Social Capital (2) 2006-11-12 2006-12-04
  15. NEP-UPT: Utility Models & Prospect Theory (1) 2009-02-28

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