3 citations · 6 across the 3 of their papers we have counts for
3 papers
q-fin.ST2025★ 2 cited
Broken Symmetry of Stock Returns -- a Modified Jones-Faddy Skew t-Distribution
Siqi Shao, Arshia Ghasemi, Hamed Farahani +1
We argue that negative skew and positive mean of the distribution of stock returns are largely due to the broken symmetry of stochastic volatility governing gains and losses. Start…
q-fin.ST2025★ 3 cited
Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns
Hamed Farahani, R. A. Serota
We study decades-long historic distributions of accumulated S\&P500 returns, from daily returns to those over several weeks. The time series of the returns emphasize major upheaval…
econ.EM2023★ 1 cited
Exploring Distributions of House Prices and House Price Indices
Jiong Liu, Hamed Farahani, R. A. Serota
We use house prices (HP) and house price indices (HPI) as a proxy to income distribution. Specifically, we analyze sale prices in the 1970-2010 window of over 116,000 single-family…