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 40 0 0 4 167
Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle 0 0 1 139 1 12 43 621
Total Working Papers 0 0 2 179 1 12 47 788

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 1 18
Computing the market price of volatility risk in the energy commodity markets 1 1 1 108 1 2 5 487
Confidence, opinions of market efficiency, and investment behavior of finance professors 0 1 5 144 0 3 14 563
Do option open-interest changes foreshadow future equity returns? 0 0 0 48 2 3 5 150
Earnings Conference Call Content and Stock Price: The Case of REITs 0 1 4 27 2 3 7 108
Earnings conference calls and stock returns: The incremental informativeness of textual tone 4 9 39 180 9 19 78 573
Gambling Preference and the New Year Effect of Assets with Lottery Features 0 0 0 17 0 0 4 72
Implied volatility and future portfolio returns 1 4 9 187 4 15 36 495
Is there information in the volatility skew? 0 0 2 19 0 0 6 59
Market Discipline in the Individual Annuity Market 0 0 0 2 0 0 1 19
On the Demand for Portfolio Insurance 0 0 0 14 0 0 0 37
Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach 0 0 2 18 1 8 37 150
The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets 0 0 1 189 0 0 3 722
The information content in implied idiosyncratic volatility and the cross‐section of stock returns: Evidence from the option markets 1 2 2 12 1 3 4 28
The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns 0 0 1 33 1 1 7 153
Total Journal Articles 7 18 66 1,001 21 57 208 3,634

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Statistics updated 2023-05-07