Details about James S. Doran
Access statistics for papers by James S. Doran.
Last updated 2007-12-01. Update your information in the RePEc Author Service.
Short-id: pdo142
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Journal Articles
Working Papers
2007
- Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle
MPRA Paper, University Library of Munich, Germany
Journal Articles
2007
- Implied volatility and future portfolio returns
Journal of Banking & Finance, 2007, 31, (10), 3183-3199
2005
- The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets
Review of Derivatives Research, 2005, 8, (3), 177-198