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 2 35 0 0 3 157
Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle 0 0 2 138 2 6 18 541
Total Working Papers 0 0 4 173 2 6 21 698


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 1 2 2 0 1 4 12
Computing the market price of volatility risk in the energy commodity markets 2 2 4 106 3 4 13 475
Confidence, opinions of market efficiency, and investment behavior of finance professors 0 0 7 126 5 12 39 461
Do option open-interest changes foreshadow future equity returns? 0 0 2 46 0 2 14 139
Earnings Conference Call Content and Stock Price: The Case of REITs 0 0 2 21 1 1 8 84
Earnings conference calls and stock returns: The incremental informativeness of textual tone 0 2 31 102 9 17 100 384
Gambling Preference and the New Year Effect of Assets with Lottery Features 0 1 3 15 0 2 13 59
Implied volatility and future portfolio returns 1 3 13 157 6 17 52 391
Is there information in the volatility skew? 0 0 1 12 0 0 4 37
Market Discipline in the Individual Annuity Market 0 0 0 2 0 0 1 13
On the Demand for Portfolio Insurance 0 0 0 11 1 2 3 32
Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach 1 1 2 16 2 3 11 85
The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets 1 1 3 183 1 2 14 706
The information content in implied idiosyncratic volatility and the cross‐section of stock returns: Evidence from the option markets 0 0 1 7 0 0 2 17
The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns 0 0 2 27 0 0 6 138
Total Journal Articles 5 11 73 833 28 63 284 3,033
1 registered items for which data could not be found


Statistics updated 2020-11-03