Narrow search
Showing 1 - 3 of 3
Cover Image
Computing the market price of volatility risk in the energy commodity markets
Doran, James S.; Ronn, Ehud I. - In: Journal of banking & finance 32 (2008) 12, pp. 2541-2552
Persistent link: https://www.econbiz.de/10003795774
Cover Image
The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns
Diavatopoulos, Dean; Doran, James S.; Fodor, Andy; … - In: Journal of banking & finance 36 (2012) 3, pp. 786-802
Persistent link: https://www.econbiz.de/10009540475
Cover Image
Implied volatility and future portfolio returns
Banerjee, Prithviraj S.; Doran, James S.; Peterson, David R. - In: Journal of banking & finance 31 (2007) 10, pp. 3183-3199
Persistent link: https://www.econbiz.de/10003574850