Mehdi Khorram

Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration

Baton Rouge, LA 70803-6308

United States

SCHOLARLY PAPERS

3

DOWNLOADS

740

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

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, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Downloads 595 (53,053)
Citation 1

Abstract:

Loading...

options, momentum, reversal, seasonality

2.

Information flow and credit rating announcements

Number of pages: 56 Posted: 02 Aug 2019 Last Revised: 04 Nov 2020
Mehdi Khorram, Haitao Mo and Gary C. Sanger
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Downloads 89 (335,417)

Abstract:

Loading...

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

3.

Adverse Scale Effect and Managerial Skill in Mutual Funds: Evidence from Corporate Bond Mutual Funds

Number of pages: 51 Posted: 23 Nov 2020
Mehdi Khorram
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Downloads 56 (425,599)

Abstract:

Loading...

Returns to scale, Skill, Liquidity, Active management, Mutual fund, Corporate bond