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James S. Doran

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This is information that was supplied by James Doran in registering through RePEc. If you are James S. Doran , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: James
Middle Name: S.
Last Name: Doran
Suffix:

RePEc Short-ID: pdo142

Email:
Homepage: http://jamesdoran.org
Postal Address:
Phone:

Affiliation

Department of Finance
College of Business
Florida State University
Location: Tallahassee, Florida (United States)
Homepage: http://cob.fsu.edu/fin/
Email:
Phone: 850.644.4220
Fax: 850.644.4225
Postal: Tallahassee, FL 32306-1110
Handle: RePEc:edi:doffsus (more details at EDIRC)

Works

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Working papers

  1. Doran, James & Jiang, Danling & Peterson, David, 2007. "Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle," MPRA Paper 4995, University Library of Munich, Germany.

Articles

  1. Doran, James S. & Peterson, David R. & Wright, Colby, 2010. "Confidence, opinions of market efficiency, and investment behavior of finance professors," Journal of Financial Markets, Elsevier, vol. 13(1), pages 174-195, February.
  2. Doran, James S. & Ronn, Ehud I., 2008. "Computing the market price of volatility risk in the energy commodity markets," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2541-2552, December.
  3. Banerjee, Prithviraj S. & Doran, James S. & Peterson, David R., 2007. "Implied volatility and future portfolio returns," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 3183-3199, October.
  4. James Doran & Ehud Ronn, 2005. "The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets," Review of Derivatives Research, Springer, vol. 8(3), pages 177-198, December.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-RMG: Risk Management (1) 2007-09-30. Author is listed

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