Details about James S. Doran

Access statistics for papers by James S. Doran.

Last updated 2010-02-02. Update your information in the RePEc Author Service.

Short-id: pdo142

Working Papers

2009

1. Gambling Preference and the New Year Effect of Assets with Lottery Features
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article Gambling Preference and the New Year Effect of Assets with Lottery Features, Review of Finance, European Finance Association (2011) View citations (22) (2011)

2007

2. Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle
   MPRA Paper, University Library of Munich, Germany View citations (2)

Journal Articles

2014

1. Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach
   Journal of Empirical Finance, 2014, 28, (C), 36-59 View citations (1)

2013

2. On the Demand for Portfolio Insurance
   Risk Management and Insurance Review, 2013, 16, (2), 167-193 View citations (2)

2012

3. Earnings Conference Call Content and Stock Price: The Case of REITs
   The Journal of Real Estate Finance and Economics, 2012, 45, (2), 402-434 View citations (31)
4. Earnings conference calls and stock returns: The incremental informativeness of textual tone
   Journal of Banking & Finance, 2012, 36, (4), 992-1011 View citations (140)
5. The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns
   Journal of Banking & Finance, 2012, 36, (3), 786-802 View citations (18)

2011

6. Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns
   Journal of Futures Markets, 2011, 31, (1), 34-54 View citations (13)
7. Do option open-interest changes foreshadow future equity returns?
   Financial Markets and Portfolio Management, 2011, 25, (3), 265-280 View citations (9)
8. Gambling Preference and the New Year Effect of Assets with Lottery Features
   Review of Finance, 2011, 16, (3), 685-731 View citations (22)
   See also Working Paper Gambling Preference and the New Year Effect of Assets with Lottery Features, MPRA Paper (2009) View citations (3) (2009)
9. Market Discipline in the Individual Annuity Market
   Risk Management and Insurance Review, 2011, 14, (1), 27-47 View citations (2)

2010

10. Confidence, opinions of market efficiency, and investment behavior of finance professors
    Journal of Financial Markets, 2010, 13, (1), 174-195 View citations (16)

2008

11. Computing the market price of volatility risk in the energy commodity markets
    Journal of Banking & Finance, 2008, 32, (12), 2541-2552 View citations (57)
12. The information content in implied idiosyncratic volatility and the cross‐section of stock returns: Evidence from the option markets
    Journal of Futures Markets, 2008, 28, (11), 1013-1039 View citations (25)

2007

13. Implied volatility and future portfolio returns
    Journal of Banking & Finance, 2007, 31, (10), 3183-3199 View citations (81)
14. Is there information in the volatility skew?
    Journal of Futures Markets, 2007, 27, (10), 921-959 View citations (21)

2005

15. The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets
    Review of Derivatives Research, 2005, 8, (3), 177-198 View citations (16)