Ivy Profile

Bio

Mehdi Khorram is an Assistant Professor of Finance in Ivy College of Business at Iowa State University. He received his Ph.D. in finance from Louisiana State University in 2022. He conducts research in Empirical Asset Pricing with a focus on Options, Mutual Fund, Informed Trading, and Credit Rating Agencies. His work has been published in the Journal of Finance, Review of Financial Studies, and Journal of Financial Markets.

Academic History

• PhD, Finance, Louisiana State University, 2022

Expertise

• Empirical Asset Pricing

• Options

• Mutual Funds

• Informed Trading

• Credit Rating Agencies

Selected Publications

• Heston, S. L., Jones, C. S., Khorram, M., Li, S., & Mo, H. (forthcoming) "The Variance Premium and Seasonal Momentum in Option Returns", Review of Financial Studies,

• Duarte, J., Jones, C. S., Khorram, M., Mo, H., & Wang, J. L. (forthcoming) "Too Good to Be True: Look-ahead Bias in Empirical Options Research", Review of Financial Studies, Link to Paper

• Khorram, M., Mo, H., & Sanger, G. C. (2023) "Information flow and credit rating announcements", Journal of Financial Markets, 65:100837. Link to Paper

• Heston, S. L., Jones, C. S., Khorram, M., Li, S., & Mo, H. (2023) "Option Momentum", Journal of Finance, 78 (6):3141-3192. Link to Paper