Paymon Khorrami

Duke University - Fuqua School of Business

SCHOLARLY PAPERS

4

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658

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37

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Scholarly Papers (4)

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1.

Entry and slow-moving capital: using asset markets to infer the costs of risk concentration

Number of pages: 108 Posted: 10 May 2016 Last Revised: 29 Oct 2021
Paymon Khorrami
Duke University - Fuqua School of Business
Downloads 428 (118,780)

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Limited Participation, Intermediary Asset Pricing, Entry, Extrapolative Beliefs.

2.

Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress

Downloads 118 (401,970)
Citation 18

Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-136
Number of pages: 82 Posted: 26 Nov 2019
Zhiguo He, Paymon Khorrami and Zhaogang Song
University of Chicago - Finance, Duke University - Fuqua School of Business and Johns Hopkins University - Carey Business School
Downloads 95 (471,912)
Citation 19

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Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress

NBER Working Paper No. w26494
Number of pages: 81 Posted: 27 Nov 2019 Last Revised: 24 May 2023
Zhiguo He, Paymon Khorrami and Zhaogang Song
University of Chicago - Finance, Duke University - Fuqua School of Business and Johns Hopkins University - Carey Business School
Downloads 23 (884,601)

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3.

Arbitrage and Beliefs

CESifo Working Paper No. 8490
Number of pages: 49 Posted: 18 Aug 2020
Paymon Khorrami and Alexander Zentefis
Duke University - Fuqua School of Business and Yale School of Management
Downloads 75 (540,482)

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limits to arbitrage, segmented markets, volatility, self-fulfilling prices, multiple equilibria, covered interest parity

4.

Segmentation and Beliefs: A Theory of Self-Fulfilling Idiosyncratic Risk

Number of pages: 64 Posted: 09 May 2023
Paymon Khorrami and Alexander Zentefis
Duke University - Fuqua School of Business and Yale School of Management
Downloads 37 (745,111)

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idiosyncratic risk, segmented markets, volatility, self-fulfilling prices, multiple equilibria