Paymon Khorrami

Imperial College Business School

South Kensington Campus

Exhibition Road

London SW7 2AZ, SW7 2AZ

United Kingdom

http://www.paymonkhorrami.com

  • Imperial College Business School

SCHOLARLY PAPERS

3

DOWNLOADS

516

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

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1.

Entry and slow-moving capital: using asset markets to infer the costs of risk concentration

Number of pages: 108 Posted: 10 May 2016 Last Revised: 29 Oct 2021
Paymon Khorrami
Imperial College Business School
Downloads 390 (104,422)

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Limited Participation, Intermediary Asset Pricing, Entry, Extrapolative Beliefs.

2.

Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress

Downloads 72 (430,321)
Citation 1

Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-136
Number of pages: 82 Posted: 26 Nov 2019
Zhiguo He, Paymon Khorrami and Zhaogang Song
University of Chicago - Finance, Imperial College Business School and Johns Hopkins University - Carey Business School
Downloads 67 (452,967)
Citation 1

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Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress

NBER Working Paper No. w26494
Number of pages: 81 Posted: 27 Nov 2019 Last Revised: 22 Nov 2021
Zhiguo He, Paymon Khorrami and Zhaogang Song
University of Chicago - Finance, Imperial College Business School and Johns Hopkins University - Carey Business School
Downloads 5 (844,555)

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3.

Arbitrage and Beliefs

CESifo Working Paper No. 8490
Number of pages: 49 Posted: 18 Aug 2020
Paymon Khorrami and Alexander Zentefis
Imperial College Business School and Yale School of Management
Downloads 54 (495,876)

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limits to arbitrage, segmented markets, volatility, self-fulfilling prices, multiple equilibria, covered interest parity