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

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

SCHOLARLY PAPERS

10

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1,243

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (10)

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1.

Market Risk and Speculation Factors

Number of pages: 38 Posted: 18 Aug 2022 Last Revised: 02 Sep 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 252 (208,853)
Citation 1

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Stock Market Anomalies, Risk Premium, Speculation Premium, Left-tail Risk

2.

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 171 (298,539)
Citation 5

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

3.

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 160 (317,562)

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

4.

Forecast the Sharpe Ratio, Invest with Optimism

Number of pages: 70 Posted: 01 Nov 2023
Mehran Azimi, Soroush Ghazi and Mark Schneider
University of Massachusetts Boston - Department of Accounting and Finance, University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 146 (342,582)

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Market Sharpe Ratio, Optimism, Equity Premium, Asset Allocation

5.

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 119 (398,368)

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

6.

Market Value of Rarity: A Theory of Fair Value and Evidence from Rare Baseball Cards

Number of pages: 42 Posted: 24 Mar 2022 Last Revised: 21 Nov 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 108 (427,494)

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Rarity, Scarcity, Rank Dependent Utility, Power Laws, Zipf’s Law, Baseball Cards

7.

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 97 (460,500)

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

8.

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 81 (518,993)

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

9.

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 69 (564,022)
Citation 2

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

10.

Market Ambiguity Attitude Restores the Risk-Return Tradeoff

Number of pages: 58 Posted: 21 Sep 2023
Soroush Ghazi, Mark Schneider and Jack Strauss
University of Alabama - Department of Economics, Finance and Legal Studies, University of Alabama - Department of Economics, Finance and Legal Studies and University of Denver - Daniels College of Business
Downloads 40 (721,828)

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Ambiguity Attitude; Risk-Return Tradeoff; Equity Premium; Knightian Uncertainty