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 2 172
Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle 0 0 1 140 1 1 4 639
Total Working Papers 0 0 1 180 1 2 6 811


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 0 0 2 112 2 2 9 499
Confidence, opinions of market efficiency, and investment behavior of finance professors 0 0 6 153 0 0 14 593
Do option open-interest changes foreshadow future equity returns? 0 0 2 50 0 1 5 156
Earnings Conference Call Content and Stock Price: The Case of REITs 0 1 4 36 0 5 9 128
Earnings conference calls and stock returns: The incremental informativeness of textual tone 3 5 18 234 4 17 70 730
Gambling Preference and the New Year Effect of Assets with Lottery Features 0 0 0 19 0 2 4 81
Implied volatility and future portfolio returns 0 1 3 195 0 3 8 533
Is there information in the volatility skew? 0 1 1 20 0 1 2 62
Market Discipline in the Individual Annuity Market 0 0 0 2 0 0 0 20
On the Demand for Portfolio Insurance 0 0 0 14 0 0 1 38
Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach 0 1 1 19 1 2 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 3 32
The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns 0 0 2 37 1 1 6 161
Total Journal Articles 3 9 39 1,096 8 34 135 3,946


Statistics updated 2025-03-03