Soroush Ghazi

University of Alabama - Department of Economics, Finance and Legal Studies

P.O. Box 870244

Tuscaloosa, AL 35487

United States

http://sites.google.com/view/soroush-ghazi

SCHOLARLY PAPERS

7

DOWNLOADS

494

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

Implications of Tax Policy for Innovation and Aggregate Productivity Growth

Duke I&E Research Paper No. 2017-11
Number of pages: 76 Posted: 12 May 2017
Domenico Ferraro, Soroush Ghazi and Pietro F. Peretto
Arizona State University (ASU) - Economics Department, University of Alabama - Department of Economics, Finance and Legal Studies and Duke University - Department of Economics
Downloads 136 (289,025)
Citation 5

Abstract:

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Individual income tax; Corporate tax; Economic growth; Total factor productivity (TFP); Firms' entry; Innovation; Research and development (R&D)

2.

Market Sentiment and the Sharpe Ratio: A Prospect Theory Approach

Number of pages: 36 Posted: 16 Mar 2020 Last Revised: 13 Jul 2020
Soroush Ghazi and Mark Schneider
University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 124 (309,642)

Abstract:

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Prospect Theory; EU-Hurwicz Preferences; Sharpe Ratio; Equity Premium; Sentiment Indexes

3.

Asset Pricing under Knightian Uncertainty: A Case for Optimism

Number of pages: 49 Posted: 22 Dec 2021 Last Revised: 03 Jul 2022
Soroush Ghazi and Mark Schneider
University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 66 (467,690)

Abstract:

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Optimism, Uncertainty, Ambiguity, Skewness, NEO-EU CAPM, Stock Market Anomalies

4.

Skewness Preference, Range-based Expectations, and Stock Market Momentum

Number of pages: 19 Posted: 28 Mar 2022
Soroush Ghazi and Mark Schneider
University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 51 (515,319)

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skewness preference, momentum, ranged-based expectation, efficient market hypothesis

5.

Lessons for Tax Reform from an Equilibrium Model of Innovation

Economic Research Initiatives at Duke (ERID) Working Paper No. 282 (2019)
Number of pages: 48 Posted: 19 Feb 2019
Domenico Ferraro, Soroush Ghazi and Pietro F. Peretto
Arizona State University (ASU) - Economics Department, University of Alabama - Department of Economics, Finance and Legal Studies and Duke University - Department of Economics
Downloads 47 (533,187)
Citation 2

Abstract:

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Individual income tax; Economic growth; Total factor productivity; Firms’ entry; Innovation; R&D

6.

Large Firms and Long-Run Growth: How Trends in Market Structure Affected U.S. High-R&D Industries

Number of pages: 56 Posted: 08 Dec 2019 Last Revised: 02 Dec 2021
Soroush Ghazi
University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 36 (588,515)

Abstract:

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Economic growth; Endogenous productivity; Market share of dominant firms; Market structure; Research and development (R\&D); Innovation; Firm entry

7.

Preference for Scarcity

Number of pages: 23 Posted: 24 Mar 2022
Soroush Ghazi and Mark Schneider
University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 34 (599,582)

Abstract:

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Preference for Scarcity, Constant Elasticity, Baseball Cards, Auctions