Mehdi Khorram

Rochester Institute of Technology (RIT)

Rochester, NY 14623

United States

  • Rochester Institute of Technology (RIT)

SCHOLARLY PAPERS

5

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TOTAL CITATIONS
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Top 24,506

in Total Papers Citations

13

Ideas:
“  Options, Mutual Funds, Informed Trading, Credit Rating Agencies  ”

  • Rochester Institute of Technology (RIT)

Scholarly Papers (5)

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1.

Option Momentum

Downloads 3,502 ( 5,337)
Citation 13

Option Momentum

Journal of Finance, Forthcoming
Number of pages: 73 Posted: 20 May 2022
Steven L. Heston, Christopher S. Jones, Mehdi Khorram, Shuaiqi Li and Haitao Mo
University of Maryland - Department of Finance, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Rochester Institute of Technology (RIT), City University of Hong Kong and University of Kansas
Downloads 2,299 (13,563)
Citation 10

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options, momentum, reversal

Momentum, Reversal, and Seasonality in Option Returns

Number of pages: 85 Posted: 17 Nov 2020 Last Revised: 20 Nov 2020
Christopher S. Jones, Mehdi Khorram and Haitao Mo
University of Southern California - Marshall School of Business - Finance and Business Economics Department, Rochester Institute of Technology (RIT) and University of Kansas
Downloads 1,203 (36,566)
Citation 3

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options, momentum, reversal, seasonality

2.

Too Good to Be True: Look-ahead Bias in Empirical Options Research

Number of pages: 64 Posted: 31 Oct 2023 Last Revised: 11 Apr 2024
Jefferson Duarte, Christopher S. Jones, Mehdi Khorram, Haitao Mo and Junbo L. Wang
Rice University - Jesse H. Jones Graduate School of Business, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Rochester Institute of Technology (RIT), University of Kansas and Louisiana State University, Baton Rouge
Downloads 965 (50,961)

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Options; look-ahead bias

3.

Seasonal Momentum in Option Returns

Number of pages: 56 Posted: 25 Jul 2022
Steven L. Heston, Christopher S. Jones, Mehdi Khorram, Shuaiqi Li and Haitao Mo
University of Maryland - Department of Finance, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Rochester Institute of Technology (RIT), City University of Hong Kong and University of Kansas
Downloads 828 (62,845)

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options, VIX, seasonal momentum

4.

Returns-to-Scale and Manager Skill in US Bond Funds

Number of pages: 56 Posted: 23 Nov 2020 Last Revised: 01 May 2024
Mehdi Khorram and Gary C. Sanger
Rochester Institute of Technology (RIT) and Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Downloads 154 (400,733)

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Returns-to-scale effect, Skill, Active management, Mutual fund, Corporate bonds, Liquidity, Limited attention constraints

5.

Information flow and credit rating announcements

Journal of Financial Markets, Forthcoming
Number of pages: 62 Posted: 02 Aug 2019 Last Revised: 27 Aug 2023
Mehdi Khorram, Haitao Mo and Gary C. Sanger
Rochester Institute of Technology (RIT), University of Kansas and Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Downloads 130 (458,995)

Abstract:

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Credit Rating Announcements, Implied Volatility Spread, Stock Lending Market, Options Market, Return Predictability