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James Doran

SSRN Author Rank: 987 by Downloads and 5,125 by Citations

 CIO
 

Implied Capital Advisors


 1942 Broadway Suite 409
 Boulder, CO 80302
 United States
 email address

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. James Doran's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
19,142
Total
Citations
99
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Doran, James
Implied Capital Advisors
Fodor, Andy
Ohio University
Posted:
04 Jan 06
Last Revised:
16 Jul 08
2,125
(3,557)
1

2.  
Computing the Market Price of Volatility Risk in the Energy Commodity Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Vol. 32 (pp. 2541-2552) December 2008
Number of Pages in PDF File: 32
Doran, James
Implied Capital Advisors
Ronn, Ehud I.
University of Texas at Austin - Department of Finance
Posted:
10 Dec 04
Last Revised:
31 Oct 14
1,892
(4,908)
8

3.  
Implied Volatility and Future Portfolio Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Vol. 31, October 2007
Number of Pages in PDF File: 28
Doran, James
Implied Capital Advisors
Banerjee, Prithviraj
Florida State University - Department of Finance
Peterson, David R.
Florida State University - Department of Finance
Posted:
21 Apr 06
Last Revised:
26 Feb 09
1,555
(6,849)
13

4.  
Is There Information in the Volatility Skew? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Futures Markets, Vol. 27, pp.921-960, October 2007
Number of Pages in PDF File: 43
Doran, James
Implied Capital Advisors
Tarrant, Brian C.
Central Michigan University
Peterson, David R.
Florida State University - Department of Finance
Posted:
17 Jan 06
Last Revised:
05 Jun 09
1,286
(9,401)
11

5.  
Doran, James
Implied Capital Advisors
Ronn, Ehud I.
University of Texas at Austin - Department of Finance
Posted:
08 Dec 04
Last Revised:
07 Nov 14
1,277
(9,355)
9

6.  
Diavatopoulos, Dean
Seattle University
Doran, James
Implied Capital Advisors
Peterson, David R.
Florida State University - Department of Finance
Posted:
30 Dec 06
Last Revised:
15 Dec 14
1,061
(12,867)
16

7.  
Doran, James
Implied Capital Advisors
Boney, Vaneesha
University of Denver
Peterson, David R.
Florida State University - Department of Finance
Posted:
31 Jan 06
735
(22,541)
4

8.   Incl. Electronic Paper
Doran, James
Implied Capital Advisors
Ronn, Ehud I.
University of Texas at Austin - Department of Finance
Goldberg, Robert S.
Adelphi University - School of Business
Posted:
29 Aug 05
Last Revised:
11 Nov 09
668
(26,466)
4

9.  
Call-Put Implied Volatility Spreads and Option Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Asset Pricing Studies, 2013(3): 258-290
Number of Pages in PDF File: 49
Doran, James
Implied Capital Advisors
Fodor, Andy
Ohio University
Jiang, Danling
Florida State University - The College of Business
Posted:
15 Jul 10
Last Revised:
14 Jan 14
603
(23,745)
 

10.  
Diavatopoulos, Dean
Seattle University
Doran, James
Implied Capital Advisors
Fodor, Andy
Ohio University
Peterson, David R.
Florida State University - Department of Finance
Posted:
02 Dec 08
603
(29,156)
5

11.  
Earnings Conference Calls and Stock Returns: The Incremental Informativeness of Textual Tone | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Vol. 36, No. 4, pp. 992-1011, 2012
Number of Pages in PDF File: 66
Price, S. McKay
Lehigh University - Perella Department of Finance
Doran, James
Implied Capital Advisors
Peterson, David R.
Florida State University - Department of Finance
Bliss, Barbara A.
University of San Diego
Posted:
18 Jun 10
Last Revised:
25 Feb 12
585
(27,129)
2

12.  
Clark, Jeffrey A.
Florida State University - College of Business
Doran, James
Implied Capital Advisors
DeLisle, Jared
Utah State University
Posted:
22 Jan 08
Last Revised:
17 Jul 08
580
(30,845)
1

13.  
Doran, James
Implied Capital Advisors
Posted:
02 May 05
575
(31,611)
1

14.  
Firm Specific Option Risk and Implications for Asset Pricing | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Risk Vol 12, No.1, pp.17-52, Fall 2009
Number of Pages in PDF File: 37
Doran, James
Implied Capital Advisors
Fodor, Andy
Ohio University
Posted:
29 Sep 07
Last Revised:
03 Aug 10
505
(37,626)
4

15.  
Doran, James
Implied Capital Advisors
Carson, James M.
University of Georgia
Peterson, David R.
Florida State University - Department of Finance
Posted:
22 Apr 06
498
(38,208)
1

16.  
Jiang, Danling
Florida State University - The College of Business
Peterson, David R.
Florida State University - Department of Finance
Doran, James
Implied Capital Advisors
Posted:
24 Sep 07
Last Revised:
16 Jul 14
468
(41,013)
3

17.   Incl. Electronic Paper
Fodor, Andy
Ohio University
Doran, James
Implied Capital Advisors
Posted:
04 Jul 10
Last Revised:
29 Aug 11
453
(44,262)
 

18.   Incl. Electronic Paper
Doran, James
Implied Capital Advisors
Posted:
22 Feb 05
Last Revised:
16 Jul 08
425
(47,925)
4

19.  
Doran, James
Implied Capital Advisors
Doran, David R.
Chicago Mercantile Exchange
Posted:
08 Dec 04
304
(67,912)
 

20.   Incl. Electronic Paper
Fodor, Andy
Ohio University
Doran, James
Implied Capital Advisors
Carson, James M.
University of Georgia
Posted:
09 Jul 10
Last Revised:
16 Nov 13
297
(73,041)
 

21.  
Doran, James
Implied Capital Advisors
Wright, Colbrin
Brigham Young University
Posted:
11 Jan 07
269
(79,330)
 

22.   Incl. Electronic Paper
Doran, James
Implied Capital Advisors
Fodor, Andy
Ohio University
Posted:
11 Sep 08
Last Revised:
13 Jul 10
264
(82,919)
2

23.  
Doran, James
Implied Capital Advisors
Jiang, Danling
Florida State University - The College of Business
Peterson, David R.
Florida State University - Department of Finance
Posted:
04 Feb 08
Last Revised:
26 Nov 12
244
(82,245)
2

24.   Incl. Electronic Paper
Doran, James
Implied Capital Advisors
Peterson, David R.
Florida State University - Department of Finance
Price, S. McKay
Lehigh University - Perella Department of Finance
Posted:
16 Jun 10
Last Revised:
28 Aug 12
185
(118,263)
3

25.  
DeLisle, Jared
Utah State University
Doran, James
Implied Capital Advisors
Posted:
06 Dec 14
184
(85,012)
1

26.  
Doran, James
Implied Capital Advisors
Fodor, Andy
Ohio University
Peterson, David R.
Florida State University - Department of Finance
Posted:
19 Feb 07
159
(128,509)
 

27.   Incl. Electronic Paper
Carson, James M.
University of Georgia
Doran, James
Implied Capital Advisors
Dumm, Randy E.
Florida State University - Department of Risk Management/Insurance, Real Estate and Business Law
Posted:
02 Sep 05
Last Revised:
09 Apr 12
129
(161,243)
 

28.  
DeLisle, Jared
Utah State University
Doran, James
Implied Capital Advisors
Peterson, David R.
Florida State University - Department of Finance
Posted:
04 Jan 11
Last Revised:
02 Apr 11
115
(170,325)
1

29.  
DeLisle, Jared
Utah State University
Doran, James
Implied Capital Advisors
Peterson, David R.
Florida State University - Department of Finance
Posted:
04 Aug 10
Last Revised:
15 Nov 12
106
(176,970)
2

30.  
DeLisle, Jared
Utah State University
Doran, James
Implied Capital Advisors
Peterson, David R.
Florida State University - Department of Finance
Posted:
10 Nov 10
73
(230,902)
1

31.  
Davis, Justin L.
University of West Florida
Fodor, Andy
Ohio University
Doran, James
Implied Capital Advisors
Posted:
28 Apr 12
54
(249,688)
 

32.   Incl. Electronic Paper
Doran, James
Implied Capital Advisors
Posted:
09 Dec 09
Last Revised:
16 Feb 10
 


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