Mehdi Khorram
Mehdi Khorram
2025 Submissions
Invited Keynote/Presentation
Fallah, M., & Khorram, M. (2025). Factor Momentum in Cryptocurrencies. SWFA.
2024 Submissions
Invited Keynote/Presentation
Duarte, J., Jones, C., Khorram, M., Mo, H., & Wang, J. (2024). Too Good to Be True: Look-ahead Bias in Empirical Option Research. Eastern Finance Association.
2023 Submissions
Invited Article/Publication
Khorram, M., Mo, H., & Sanger, G. (2023). Information flow and credit rating announcements. <em>Journal of Financial Markets</em> 65. .
Heston, S., Jones, C., Khorram, M., Li, S., & Mo, H. (2023). Option Momentum. <em>Journal of Finance</em> 78. 3141-3192.
Invited Keynote/Presentation
Khorram, M., & Sanger, G. (2023). Returns-to-Scale and Skill in US Bond Funds. Southern Finance Association.
Heston, S., Jones, C., Khorram, M., Li, S., & Mo, H. (2023). Seasonal Momentum in Option Returns. Eastern Finance Association.
2022 Submissions
Invited Keynote/Presentation
Heston, S., Jones, C., Khorram, M., Li, S., & Mo, H. (2022). Seasonal Momentum in Option Returns. Financial Manaagement Association Meeting.
Khorram, M., (2022). Returns-to-Scale Effect in Corporate Bond Mutual Funds. Financial Manaagement Association Meeting.