Nihad Aliyev

University of Technology Sydney (UTS) - School of Finance and Economics

Haymarket

Sydney, NSW 2007

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

323

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Toward a General Model of Financial Markets

29th Australasian Finance and Banking Conference 2016
Number of pages: 42 Posted: 03 May 2016 Last Revised: 30 Oct 2018
Nihad Aliyev and Xuezhong He
University of Technology Sydney (UTS) - School of Finance and Economics and University of Technology Sydney (UTS) - Finance Discipline Group, Business School
Downloads 132 (221,873)

Abstract:

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Efficient markets; Behavioral finance; Decision theory; Information uncertainty

2.

Ambiguous Price Formation

Number of pages: 57 Posted: 27 Dec 2016 Last Revised: 16 Nov 2018
Nihad Aliyev and Xuezhong He
University of Technology Sydney (UTS) - School of Finance and Economics and University of Technology Sydney (UTS) - Finance Discipline Group, Business School
Downloads 93 (284,370)

Abstract:

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Market microstructure, ambiguity, ambiguity aversion, liquidity, value of information, welfare

3.

Learning about Toxicity: Why Order Imbalance Can Destabilize Markets

Number of pages: 54 Posted: 13 Dec 2018
Nihad Aliyev, Xuezhong He and Tālis J. Putniņš
University of Technology Sydney (UTS) - School of Finance and Economics, University of Technology Sydney (UTS) - Finance Discipline Group, Business School and University of Technology Sydney (UTS)
Downloads 74 (326,697)
Citation 2

Abstract:

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Flow toxicity, market instability, order imbalance, multidimensional uncertainty

4.

The Pricing of Composition Uncertainty

Number of pages: 50 Posted: 16 Oct 2018 Last Revised: 20 Nov 2018
Nihad Aliyev and Xuezhong He
University of Technology Sydney (UTS) - School of Finance and Economics and University of Technology Sydney (UTS) - Finance Discipline Group, Business School
Downloads 24 (510,345)
Citation 1

Abstract:

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Financial Market Microstructure, Rational Expectations Equilibrium, Composition Uncertainty, Asset Pricing, Value of Information