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Peterson, David R.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
7,792 |
Total
Citations
73 |
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1.
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Doran, James S.
Florida State University - Department of Finance Banerjee, Prithviraj
Florida State University - Department of Finance Peterson, David R.
Florida State University - Department of Finance
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21 Apr 06
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Last Revised:
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26 Feb 09
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1,363
(5,513)
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15
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Risk Premium, Implied Volatility, VIX Index, Portfolio Returns
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2.
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Doran, James S.
Florida State University - Department of Finance Tarrant, Brian C.
Central Michigan University Peterson, David R.
Florida State University - Department of Finance
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17 Jan 06
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Last Revised:
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05 Jun 09
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1,131
(7,552)
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11
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Volatility Skew, Option Pricing, S&P 100, Market Crashes, OEX
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3.
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Doran, James S.
Florida State University - Department of Finance Diavatopoulos, Dean
Villanova University - Department of Finance Peterson, David R.
Florida State University - Department of Finance
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30 Dec 06
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Last Revised:
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03 Aug 10
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942
(10,159)
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15
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implied volatility, idiosyncratic volatility, portfolio returns
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4.
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Fodor, Andy
Ohio University Lawson, Dan
Gonzaga University Peterson, David R.
Florida State University - Department of Finance
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09 Jan 08
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Last Revised:
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26 Oct 09
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802
(13,048)
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2
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hedge funds, market anomalies, arbitrage, asset growth, earnings momentum
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5.
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Doran, James S.
Florida State University - Department of Finance Boney, Vaneesha
University of Denver Peterson, David R.
Florida State University - Department of Finance
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667
(17,121)
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5
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Mutual Funds, Index Funds, ETF, SPY, Flow of Funds
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6.
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Diavatopoulos, Dean
Villanova University - Department of Finance Doran, James S.
Florida State University - Department of Finance Fodor, Andy
Ohio University Peterson, David R.
Florida State University - Department of Finance
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523
(24,004)
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6
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Earnings announcements, Option Prices, Higher-Order Moments
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7.
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Doran, James S.
Florida State University - Department of Finance Carson, James M.
University of Georgia Peterson, David R.
Florida State University - Department of Finance
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456
(28,736)
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1
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Market crash risk, Implied volatility skew, Investments, Dynamic Hedging, Insurer financial strength
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8.
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Doran, James S.
Florida State University - Department of Finance Jiang, Danling
Florida State University - The College of Business Peterson, David R.
Florida State University - Department of Finance
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24 Sep 07
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Last Revised:
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01 Feb 12
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400
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3
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Idiosyncratic Volatility, Short-Sale Constraints, IPO Lockup, Option Introduction, Short-Sale Ban
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9.
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Price, S. McKay
Lehigh University - Perella Department of Finance Doran, James S.
Florida State University - Department of Finance Peterson, David R.
Florida State University - Department of Finance Bliss, Barbara A.
Florida State University
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18 Jun 10
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Last Revised:
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25 Feb 12
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397
(34,290)
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3
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Conference calls, Disclosure, Content analysis, Textual analysis, Stock returns, Post-earnings-announcement drift
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10.
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Brisker, Eric R
The University of Akron Colak, Gonul
Florida State University - College of Business Peterson, David R.
Florida State University - Department of Finance
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24 Sep 11
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Last Revised:
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26 Mar 13
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211
(70,673)
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cash holdings, corporate governance, liquidity policy, S&P 500 Index
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11.
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Doran, James S.
Florida State University - Department of Finance Jiang, Danling
Florida State University - The College of Business Peterson, David R.
Florida State University - Department of Finance
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04 Feb 08
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Last Revised:
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26 Nov 12
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204
(73,590)
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5
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January effect, Gambling, Preference for skewness, Out-of-the-money options, China
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12.
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Krieger, Kevin
Peterson, David R.
Florida State University - Department of Finance
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158
(93,315)
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Stock splits, prediction model, market efficiency
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13.
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Doran, James S.
Florida State University - Department of Finance Fodor, Andy
Ohio University Peterson, David R.
Florida State University - Department of Finance
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146
(100,129)
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Employee Stock Options, Black-Scholes, Volatility, Firm Risk
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14.
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Earnings Conference Call Content and Stock Price: The Case of REITs
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
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Doran, James S.
Florida State University - Department of Finance Peterson, David R.
Florida State University - Department of Finance Price, S. McKay
Lehigh University - Perella Department of Finance
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Posted:
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16 Jun 10
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Last Revised:
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28 Aug 12
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139
(104,413)
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3
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Doran, James S.
Florida State University - Department of Finance Peterson, David R.
Florida State University - Department of Finance Price, S. McKay
Lehigh University - Perella Department of Finance
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0
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REITs, Conference calls, Content analysis, Tone
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Doran, James S.
Florida State University - Department of Finance Peterson, David R.
Florida State University - Department of Finance Price, S. McKay
Lehigh University - Perella Department of Finance
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| Posted: |
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16 Jun 10
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Last Revised:
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08 Aug 12
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139
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3
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REITs, Conference Calls, Content Analysis, Tone
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15.
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DeLisle, Jared
Washington State University - Department of Finance, Insurance and Real Estate Doran, James S.
Florida State University - Department of Finance Peterson, David R.
Florida State University - Department of Finance
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04 Jan 11
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Last Revised:
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02 Apr 11
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103
(132,277)
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asset pricing, risk-neutral moments, systematic volatility, systematic skewness, systematic kurtosis, expected returns
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16.
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DeLisle, Jared
Washington State University - Department of Finance, Insurance and Real Estate Doran, James S.
Florida State University - Department of Finance Peterson, David R.
Florida State University - Department of Finance
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| Posted: |
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04 Aug 10
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Last Revised:
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15 Nov 12
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87
(148,195)
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3
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Asymmetric Volatility, VIX, Portfolio Returns, Risk Pricing
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17.
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DeLisle, Jared
Washington State University - Department of Finance, Insurance and Real Estate Doran, James S.
Florida State University - Department of Finance Peterson, David R.
Florida State University - Department of Finance
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63
(179,060)
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1
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Asset Pricing, Implied Market Skewness, Implied Market Volatility, Risk Neutral Market Moments, Portfolio Selection
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18.
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Higgins, Eric James
Kansas State University - College of Business Administration Peterson, David R.
Florida State University - Department of Finance
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19.
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Richardson, Terry
Bowling Green State University - Department of Finance Peterson, David R.
Florida State University - Department of Finance
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20.
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Howton, Shelly W.
Villanova University - School of Business Peterson, David R.
Florida State University - Department of Finance
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