Mohammad Dehghani
The University of Manchester - Alliance Manchester Business School
Lecturer in Finance and Economics
Booth Street West
Manchester, M15 6PB
United Kingdom
http://research.manchester.ac.uk/en/persons/mohammad.dehghani
SCHOLARLY PAPERS
3
DOWNLOADS
413
TOTAL CITATIONS
0
Ideas:
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I have two working papers: the first is modelling bubbles in the cryptocurrency market with the aim of distinguishing them from speculative bubbles in the stock market. The second paper presents a novel Capital Asset Pricing Model (CAPM), which introduces a new parameter, CAPM gamma, in addition to the CAPM beta, in order to explain firm-specific risk premium. The implication is of great importance because the gamma and beta in this model differs from the conventional CAPM beta, which measures the market-related risks as an association (regression coefficient) between the asset and market return. For more information, have a look at my personal website: sites.google.com/view/mohammaddehghani
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