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Doran, James S.


 SSRN Author Rank: 904 by Downloads
 CIO
 

Implied Capital Advisors


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

Florida State University - Department of Finance


 Tallahassee, FL 32306-1042
 United States
 850-644-7868 (Phone)
 HOME PAGE: http://garnet.acns.fsu.edu/~jsdoran/
 email address

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. Doran, James S.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
17,420
Total
Citations
112
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 S.
Florida State University - Department of Finance
Fodor, Andy
Ohio University
Posted:
04 Jan 06
Last Revised:
16 Jul 08
1,899
(3,959)
1

2.  
Computing the Market Price of Volatility Risk in the Energy Commodity Markets | Show Abstract | Download |
Journal of Banking and Finance, Vol. 32 (pp. 2541-2552) December 2008
Accepted Paper Series
Doran, James S.
Florida State University - Department of Finance
Ronn, Ehud I.
University of Texas at Austin - Department of Finance
Posted:
10 Dec 04
Last Revised:
31 Oct 14
1,842
(4,203)
10

3.  
Implied Volatility and Future Portfolio Returns | Show Abstract | Download |
Journal of Banking and Finance, Vol. 31, October 2007
Accepted Paper Series
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
Posted:
21 Apr 06
Last Revised:
26 Feb 09
1,488
(6,098)
15

4.  
Is There Information in the Volatility Skew? | Show Abstract | Download |
Journal of Futures Markets, Vol. 27, pp.921-960, October 2007
Accepted Paper Series
Doran, James S.
Florida State University - Department of Finance
Tarrant, Brian C.
Central Michigan University
Peterson, David R.
Florida State University - Department of Finance
Posted:
17 Jan 06
Last Revised:
05 Jun 09
1,247
(8,182)
12

5.  
Doran, James S.
Florida State University - Department of Finance
Ronn, Ehud I.
University of Texas at Austin - Department of Finance
Posted:
08 Dec 04
Last Revised:
07 Nov 14
1,231
(8,350)
10

6.  
Diavatopoulos, Dean
Seattle University
Doran, James S.
Florida State University - Department of Finance
Peterson, David R.
Florida State University - Department of Finance
Posted:
30 Dec 06
Last Revised:
15 Dec 14
1,037
(11,081)
16

7.  
Doran, James S.
Florida State University - Department of Finance
Boney, Vaneesha
University of Denver
Peterson, David R.
Florida State University - Department of Finance
Posted:
31 Jan 06
720
(19,109)
5

8.   Incl. Electronic Paper
Doran, James S.
Florida State University - Department of Finance
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
636
(22,864)
4

9.  
Diavatopoulos, Dean
Seattle University
Doran, James S.
Florida State University - Department of Finance
Fodor, Andy
Ohio University
Peterson, David R.
Florida State University - Department of Finance
Posted:
02 Dec 08
574
(26,298)
6

10.  
Clark, Jeffrey A.
Florida State University - College of Business
Doran, James S.
Florida State University - Department of Finance
DeLisle, Jared
Utah State University
Posted:
22 Jan 08
Last Revised:
17 Jul 08
571
(26,488)
1

11.  
Doran, James S.
Florida State University - Department of Finance
Posted:
02 May 05
568
(26,671)
1

12.  
Earnings Conference Calls and Stock Returns: The Incremental Informativeness of Textual Tone | Show Abstract | Download |
Journal of Banking and Finance, Vol. 36, No. 4, pp. 992-1011, 2012
Accepted Paper Series
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
Posted:
18 Jun 10
Last Revised:
25 Feb 12
527
(29,498)
3

13.  
Call-Put Implied Volatility Spreads and Option Returns | Show Abstract | Download |
Review of Asset Pricing Studies, 2013(3): 258-290
Accepted Paper Series
Doran, James S.
Florida State University - Department of Finance
Fodor, Andy
Ohio University
Jiang, Danling
Florida State University - The College of Business
Posted:
15 Jul 10
Last Revised:
14 Jan 14
502
(31,612)
 

14.  
Firm Specific Option Risk and Implications for Asset Pricing | Show Abstract | Download |
Journal of Risk Vol 12, No.1, pp.17-52, Fall 2009
Accepted Paper Series
Doran, James S.
Florida State University - Department of Finance
Fodor, Andy
Ohio University
Posted:
29 Sep 07
Last Revised:
03 Aug 10
498
(31,855)
4

15.  
Doran, James S.
Florida State University - Department of Finance
Carson, James M.
University of Georgia
Peterson, David R.
Florida State University - Department of Finance
Posted:
22 Apr 06
480
(33,409)
1

16.  
Jiang, Danling
Florida State University - The College of Business
Peterson, David R.
Florida State University - Department of Finance
Doran, James S.
Florida State University - Department of Finance
Posted:
24 Sep 07
Last Revised:
16 Jul 14
447
(36,549)
3

17.   Incl. Electronic Paper
Doran, James S.
Florida State University - Department of Finance
Posted:
22 Feb 05
Last Revised:
16 Jul 08
412
(40,488)
4

18.   Incl. Electronic Paper
Fodor, Andy
Ohio University
Krieger, Kevin
Ohio University
Doran, James S.
Florida State University - Department of Finance
Posted:
04 Jul 10
Last Revised:
29 Aug 11
387
(43,756)
 

19.  
Doran, James S.
Florida State University - Department of Finance
Doran, David R.
Chicago Mercantile Exchange
Posted:
08 Dec 04
297
(59,982)
 

20.   Incl. Electronic Paper
Fodor, Andy
Ohio University
Doran, James S.
Florida State University - Department of Finance
Carson, James M.
University of Georgia
Kirch, David
University of Georgia
Posted:
09 Jul 10
Last Revised:
16 Nov 13
285
(62,809)
 

21.  
Doran, James S.
Florida State University - Department of Finance
Wright, Colbrin
Brigham Young University
Posted:
11 Jan 07
259
(69,741)
 

22.   Incl. Electronic Paper
Doran, James S.
Florida State University - Department of Finance
Fodor, Andy
Ohio University
Krieger, Kevin
Ohio University
Posted:
11 Sep 08
Last Revised:
13 Jul 10
255
(70,874)
3

23.  
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
Posted:
04 Feb 08
Last Revised:
26 Nov 12
237
(76,660)
5

24.  
Doran, James S.
Florida State University - Department of Finance
Fodor, Andy
Ohio University
Stowe, David L.
Ohio University - Department of Finance
Stowe, John D.
Ohio University
Posted:
19 Jan 12
210
(86,918)
 

25.   Incl. Electronic Paper
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
Posted:
16 Jun 10
Last Revised:
28 Aug 12
153
(116,813)
3

26.  
Doran, James S.
Florida State University - Department of Finance
Fodor, Andy
Ohio University
Peterson, David R.
Florida State University - Department of Finance
Posted:
19 Feb 07
153
(117,489)
 

27.   Incl. Electronic Paper
Carson, James M.
University of Georgia
Doran, James S.
Florida State University - Department of Finance
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
127
(136,476)
 

28.  
DeLisle, Jared
Utah State University
Doran, James S.
Florida State University - Department of Finance
Peterson, David R.
Florida State University - Department of Finance
Posted:
04 Jan 11
Last Revised:
02 Apr 11
111
(151,099)
1

29.  
Asymmetric Pricing of Implied Systematic Volatility in the Cross-Section of Expected Returns | Show Abstract | Download |
Journal of Futures Markets 31 (January 2011), pp. 34-54
Accepted Paper Series
DeLisle, Jared
Utah State University
Doran, James S.
Florida State University - Department of Finance
Peterson, David R.
Florida State University - Department of Finance
Posted:
04 Aug 10
Last Revised:
15 Nov 12
102
(160,561)
3

30.  
DeLisle, Jared
Utah State University
Doran, James S.
Florida State University - Department of Finance
Peterson, David R.
Florida State University - Department of Finance
Posted:
10 Nov 10
70
(205,005)
1

31.  
Davis, Justin L.
University of West Florida
Fodor, Andy
Ohio University
Doran, James S.
Florida State University - Department of Finance
Posted:
28 Apr 12
52
(236,389)
 

32.  
DeLisle, Jared
Utah State University
Doran, James S.
Florida State University - Department of Finance
Krieger, Kevin
Florida State University - Department of Finance
Posted:
06 Dec 14
43
(271,453)
 

33.   Incl. Electronic Paper
Doran, James S.
Florida State University - Department of Finance
Krieger, Kevin
Florida State University - Department of Finance
Posted:
09 Dec 09
Last Revised:
16 Feb 10
 


Records 1 - 33 of 33 matches
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