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 0 40 0 1 2 173
Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle 0 0 1 140 1 2 4 640
Total Working Papers 0 0 1 180 1 3 6 813


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 2 3 114 1 5 10 502
Confidence, opinions of market efficiency, and investment behavior of finance professors 0 0 4 153 1 1 12 594
Do option open-interest changes foreshadow future equity returns? 0 0 2 50 0 0 4 156
Earnings Conference Call Content and Stock Price: The Case of REITs 0 1 5 37 1 3 11 131
Earnings conference calls and stock returns: The incremental informativeness of textual tone 1 5 16 236 9 15 68 741
Gambling Preference and the New Year Effect of Assets with Lottery Features 0 0 0 19 0 0 4 81
Implied volatility and future portfolio returns 2 3 6 198 3 4 12 537
Is there information in the volatility skew? 0 0 1 20 0 0 2 62
Market Discipline in the Individual Annuity Market 0 0 0 2 1 1 1 21
On the Demand for Portfolio Insurance 0 0 0 14 0 0 0 38
Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach 0 0 1 19 0 1 2 168
The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets 0 0 0 189 0 0 2 727
The information content in implied idiosyncratic volatility and the cross‐section of stock returns: Evidence from the option markets 0 0 0 13 0 0 2 32
The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns 0 0 1 37 1 3 6 163
Total Journal Articles 4 11 39 1,104 17 33 136 3,971


Statistics updated 2025-05-12