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 2 8 10 182
Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle 0 0 0 140 3 9 12 651
Total Working Papers 0 0 1 181 5 17 22 833


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 4 4 22
Computing the market price of volatility risk in the energy commodity markets 0 0 3 115 2 10 17 516
Confidence, opinions of market efficiency, and investment behavior of finance professors 1 2 3 156 3 19 31 624
Do option open-interest changes foreshadow future equity returns? 0 0 0 50 3 8 13 169
Earnings Conference Call Content and Stock Price: The Case of REITs 0 0 1 37 1 1 12 140
Earnings conference calls and stock returns: The incremental informativeness of textual tone 2 8 30 264 8 41 154 884
Gambling Preference and the New Year Effect of Assets with Lottery Features 0 0 0 19 3 8 8 89
Implied volatility and future portfolio returns 0 0 4 199 0 3 18 551
Is there information in the volatility skew? 0 0 2 22 0 2 6 68
Market Discipline in the Individual Annuity Market 0 0 0 2 1 3 8 28
On the Demand for Portfolio Insurance 0 0 0 14 0 3 4 42
Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach 0 0 0 19 0 7 9 177
The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets 0 0 0 189 1 2 3 730
The information content in implied idiosyncratic volatility and the cross‐section of stock returns: Evidence from the option markets 0 0 0 13 1 4 8 40
The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns 0 2 2 39 1 14 28 189
Total Journal Articles 3 12 45 1,141 24 129 323 4,269


Statistics updated 2026-03-04