Narrow search
Showing 1 - 10 of 18
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
Cover Image
Is there information in the volatility skew?
Doran, James S.; Peterson, David R.; Tarrant, Brian C. - In: The journal of futures markets 27 (2007) 10, pp. 921-959
Persistent link: https://www.econbiz.de/10003531001
Cover Image
Asymmetric pricing of implied systematic volatility in the cross-section of expected returns
Delisle, R. Jared; Doran, James S.; Peterson, David R. - In: The journal of futures markets 31 (2011) 1, pp. 34-54
Persistent link: https://www.econbiz.de/10008908412
Cover Image
Short-sale constraints and the idiosyncratic volatility puzzle : an event study approach
Jiang, Danling; Peterson, David R.; Doran, James S. - In: Journal of empirical finance 28 (2014), pp. 36-59
Persistent link: https://www.econbiz.de/10011284511
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
The effects of conference call tones on market perceptions of value uncertainty
Borochin, Paul A.; Cicon, James E.; DeLisle, R. Jared; … - In: Journal of financial markets 40 (2018), pp. 75-91
Persistent link: https://www.econbiz.de/10012001842
Cover Image
Pricing of volatility risk in REITs
DeLisle, R. Jared; Price, S. McKay; Sirmans, Clemon F. - In: The journal of real estate research 35 (2013) 2, pp. 223-248
Persistent link: https://www.econbiz.de/10010205946
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 bias in black-scholes/black implied volatility : an analysis of equity and energy markets
Doran, James S.; Ronn, Ehud I. - In: Review of derivatives research 8 (2005) 3, pp. 177-198
Persistent link: https://www.econbiz.de/10003408021
Cover Image
Implications for asset returns in the implied volatility skew
Doran, James S.; Krieger, Kevin - In: Financial analysts' journal : FAJ 66 (2010) 1, pp. 65-76
Persistent link: https://www.econbiz.de/10003952065