Access Statistics for James S. Doran

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Gambling Preference and the New Year Effect of Assets with Lottery Features 0 0 1 41 0 0 3 174
Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle 0 0 0 140 1 1 4 642
Total Working Papers 0 0 1 181 1 1 7 816


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns 0 0 0 3 0 0 0 18
Computing the market price of volatility risk in the energy commodity markets 1 1 3 115 2 4 9 506
Confidence, opinions of market efficiency, and investment behavior of finance professors 0 0 1 154 1 5 12 605
Do option open-interest changes foreshadow future equity returns? 0 0 0 50 2 4 6 161
Earnings Conference Call Content and Stock Price: The Case of REITs 0 0 2 37 2 3 16 139
Earnings conference calls and stock returns: The incremental informativeness of textual tone 4 10 27 256 20 55 130 843
Gambling Preference and the New Year Effect of Assets with Lottery Features 0 0 0 19 0 0 2 81
Implied volatility and future portfolio returns 1 1 5 199 4 5 18 548
Is there information in the volatility skew? 0 0 3 22 0 1 5 66
Market Discipline in the Individual Annuity Market 0 0 0 2 1 4 5 25
On the Demand for Portfolio Insurance 0 0 0 14 0 1 1 39
Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach 0 0 1 19 1 2 4 170
The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets 0 0 0 189 0 1 1 728
The information content in implied idiosyncratic volatility and the cross‐section of stock returns: Evidence from the option markets 0 0 0 13 1 3 4 36
The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns 0 0 0 37 6 6 15 175
Total Journal Articles 6 12 42 1,129 40 94 228 4,140


Statistics updated 2025-12-06