Majid Maleki

Specialization: Finance

Thesis supervisor: Mehmet Özsoy
Thesis title: Essays on Risk Premia and Trading in Derivatives Markets

Research interests: Asset Pricing, Derivatives, Financial Econometrics

Majid Maleki is a PhD candidate in Finance at Concordia University, John Molson School of Business, specializing in Asset Pricing and Derivatives. His research focuses on how derivatives prices and trading activity reveal information about risk premia, investor expectations and market behaviour. He studies option-implied information, correlation risk premia, investors’ positioning and liquidity provision in options markets.

Prior to pursuing his PhD in Finance, he obtained a Bachelor's degree in Mechanical Engineering from University of Tehran, followed by an MBA from Sharif University of Technology. Subsequently, he gained four years of professional experience as an equity research associate at Kardan Investment Bank, along with working at two other financial institutions.

Working papers:

• Option-Implied Dependence and Correlation Risk Premia in Currency Markets
• Retail Trading in Binary Options: Evidence from Nadex
• Bias in the CBOE Open-Close Volume Summary

Courses taught:

• COMM 220 – Analysis of Markets (Fall 2022; Summer 2023)
• COMM 221 – Financial Markets (Fall 2024; Summer 2025)

Academic degrees:

• MBA, Sharif University of Technology, Tehran, Iran (2016)
• BSc in Mechanical Engineering, University of Tehran, Tehran, Iran (2013)