Mehdi Khorram

Rochester Institute of Technology (RIT)

Rochester, NY 14623

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 24,137

SSRN RANKINGS

Top 24,137

in Total Papers Downloads

3,872

SSRN CITATIONS
Rank 33,172

SSRN RANKINGS

Top 33,172

in Total Papers Citations

24

CROSSREF CITATIONS

6

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

Scholarly Papers (5)

1.
Downloads 2,612 ( 7,047)
Citation 16

Option Momentum

Journal of Finance, Forthcoming
Number of pages: 73 Posted: 20 May 2022
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 1,540 (21,715)
Citation 3

Abstract:

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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 1,072 (36,958)
Citation 3

Abstract:

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options, momentum, reversal, seasonality

2.

Seasonal Momentum in Option Returns

Number of pages: 56 Posted: 25 Jul 2022
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 573 (86,548)

Abstract:

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options, VIX, seasonal momentum

3.

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

Number of pages: 55 Posted: 31 Oct 2023 Last Revised: 04 Nov 2023
Rice University, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Rochester Institute of Technology (RIT) and University of Kansas
Downloads 426 (124,368)

Abstract:

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Options; look-ahead bias

4.

Returns-to-Scale Effect in Corporate Bond Mutual Funds

Number of pages: 59 Posted: 23 Nov 2020 Last Revised: 24 Mar 2022
Mehdi Khorram
Rochester Institute of Technology (RIT)
Downloads 133 (382,755)

Abstract:

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Returns to scale effect, Skill, Active management, Mutual fund, Corporate bond, 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 128 (394,386)

Abstract:

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