Mark Schneider

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

361 Stadium Dr, Ste 200

Tuscaloosa, AL 35487

United States

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

SCHOLARLY PAPERS

9

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965

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (9)

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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 251 (208,974)
Citation 1

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

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 158 (318,098)

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

3.

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 138 (356,844)

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Market Sharpe Ratio, Optimism, Equity Premium, Asset Allocation

4.

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 118 (399,341)

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

5.

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 (425,894)

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

6.

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 (458,690)

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

7.

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 (719,025)

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

8.

Motives for Cooperation in the One-Shot Prisoner’s Dilemma

Journal of Behavioral Finance, forthcoming
Number of pages: 35 Posted: 18 May 2022
Mark Schneider and Timothy W. Shields
University of Alabama - Department of Economics, Finance and Legal Studies and Chapman University - The George L. Argyros School of Business & Economics
Downloads 34 (761,671)
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Cooperation; Prisoner’s Dilemma; Inequity aversion; Social surplus; Social preference

9.

Reference Dependent Prices in Bargaining: An Experimental Examination of Precise First Offers

Journal of Economic Psychology, Vol. 86, 2021
Number of pages: 50 Posted: 18 Feb 2021 Last Revised: 16 Sep 2021
Erik O. Kimbrough, David Porter and Mark Schneider
Chapman University - The George L. Argyros School of Business & Economics, Chapman University - The George L. Argyros School of Business & Economics and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 21 (870,453)

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bargaining, precise first offers, reference points