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Details about James S. Doran

E-mail:
Homepage:http://jamesdoran.org
Workplace:Department of Finance, College of Business, Florida State University, (more information at EDIRC)

Access statistics for papers by James S. Doran.

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

Short-id: pdo142


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Working Papers

2009

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

2007

  1. Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle
    MPRA Paper, University Library of Munich, Germany Downloads 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 Downloads View citations (1)

2013

  1. On the Demand for Portfolio Insurance
    Risk Management and Insurance Review, 2013, 16, (2), 167-193 Downloads View citations (1)

2012

  1. Earnings Conference Call Content and Stock Price: The Case of REITs
    The Journal of Real Estate Finance and Economics, 2012, 45, (2), 402-434 Downloads View citations (12)
  2. Earnings conference calls and stock returns: The incremental informativeness of textual tone
    Journal of Banking & Finance, 2012, 36, (4), 992-1011 Downloads View citations (31)
  3. 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 Downloads View citations (13)

2011

  1. Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns
    Journal of Futures Markets, 2011, 31, (1), 34-54 Downloads View citations (7)
  2. Do option open-interest changes foreshadow future equity returns?
    Financial Markets and Portfolio Management, 2011, 25, (3), 265-280 Downloads View citations (4)
  3. Gambling Preference and the New Year Effect of Assets with Lottery Features
    Review of Finance, 2011, 16, (3), 685-731 Downloads View citations (7)
    See also Working Paper (2009)
  4. Market Discipline in the Individual Annuity Market
    Risk Management and Insurance Review, 2011, 14, (1), 27-47 Downloads View citations (1)

2010

  1. Confidence, opinions of market efficiency, and investment behavior of finance professors
    Journal of Financial Markets, 2010, 13, (1), 174-195 Downloads View citations (9)
  2. Option Market Efficiency and Analyst Recommendations
    Journal of Business Finance & Accounting, 2010, 37, (5-6), 560-590 Downloads View citations (2)

2008

  1. Computing the market price of volatility risk in the energy commodity markets
    Journal of Banking & Finance, 2008, 32, (12), 2541-2552 Downloads View citations (44)
  2. 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 Downloads View citations (16)

2007

  1. Implied volatility and future portfolio returns
    Journal of Banking & Finance, 2007, 31, (10), 3183-3199 Downloads View citations (49)
  2. Is there information in the volatility skew?
    Journal of Futures Markets, 2007, 27, (10), 921-959 Downloads View citations (10)

2005

  1. The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets
    Review of Derivatives Research, 2005, 8, (3), 177-198 Downloads View citations (12)
 
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