IDEAS home Printed from https://ideas.repec.org/d/doffsus.html

Publications

by members of

Florida State University → College of Business → Department of Finance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2008

  1. Doran, James & Jiang, Danling & Peterson, David, 2008, "Gambling Preference and the New Year Effect of Assets with Lottery Features," MPRA Paper, University Library of Munich, Germany, number 15463, Apr, revised 10 Mar 2009.

2007

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

Journal articles

2025

  1. Chava, Sudheer & Kim, Jeong Ho (John) & Lee, Jaemin, 2025, "Risk, return, and environmental and social ratings," Journal of Corporate Finance, Elsevier, volume 92, issue C, DOI: 10.1016/j.jcorpfin.2025.102744.

2024

  1. Paul Irvine & Jeong Ho (John) Kim & Jue Ren, 2024, "The Beta Anomaly and Mutual Fund Performance," Management Science, INFORMS, volume 70, issue 1, pages 143-163, January, DOI: 10.1287/mnsc.2022.4639.
  2. Jeong Ho (John) Kim & Kyungmin Kim & Marilyn Pease, 2024, "Unemployment Duration Under Flexible Information Acquisition," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 65, issue 1, pages 471-503, February, DOI: 10.1111/iere.12666.

2022

  1. Kim, Jeong Ho (John) & Lee, Heebum & Lee, Sung Kwan, 2022, "Do credit supply shocks affect fertility choices?," Journal of Behavioral and Experimental Finance, Elsevier, volume 34, issue C, DOI: 10.1016/j.jbef.2022.100633.

2021

  1. Kim, Jeong Ho (John) & Kim, Byung-Cheol, 2021, "A welfare criterion with endogenous welfare weights for belief disagreement models," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 312-333, DOI: 10.1016/j.jebo.2021.09.006.

2019

  1. Junehyuk Jung & Jeong Ho (John) Kim & Filip Matějka & Christopher A Sims, 2019, "Discrete Actions in Information-Constrained Decision Problems," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 6, pages 2643-2667.

2014

  1. Jiang, Danling & Peterson, David R. & Doran, James S., 2014, "Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 36-59, DOI: 10.1016/j.jempfin.2014.05.005.

2013

  1. Andy Fodor & James S. Doran & James M. Carson & David P. Kirch, 2013, "On the Demand for Portfolio Insurance," Risk Management and Insurance Review, American Risk and Insurance Association, volume 16, issue 2, pages 167-193, September, DOI: 10.1111/rmir.12009.

2012

  1. James Doran & David Peterson & S. Price, 2012, "Earnings Conference Call Content and Stock Price: The Case of REITs," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 2, pages 402-434, August, DOI: 10.1007/s11146-010-9266-z.
  2. Diavatopoulos, Dean & Doran, James S. & Fodor, Andy & Peterson, David R., 2012, "The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 786-802, DOI: 10.1016/j.jbankfin.2011.09.012.
  3. Price, S. McKay & Doran, James S. & Peterson, David R. & Bliss, Barbara A., 2012, "Earnings conference calls and stock returns: The incremental informativeness of textual tone," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 992-1011, DOI: 10.1016/j.jbankfin.2011.10.013.

2011

  1. James S. Doran & Danling Jiang & David R. Peterson, 2011, "Gambling Preference and the New Year Effect of Assets with Lottery Features," Review of Finance, European Finance Association, volume 16, issue 3, pages 685-731.
  2. Andy Fodor & Kevin Krieger & James Doran, 2011, "Do option open-interest changes foreshadow future equity returns?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 3, pages 265-280, September, DOI: 10.1007/s11408-011-0164-z.
  3. R. Jared Delisle & James S. Doran & David R. Peterson, 2011, "Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 1, pages 34-54, January.
  4. James M. Carson & James S. Doran & Randy E. Dumm, 2011, "Market Discipline in the Individual Annuity Market," Risk Management and Insurance Review, American Risk and Insurance Association, volume 14, issue 1, pages 27-47, March, DOI: j.1540-6296.2010.01189.x.

2010

  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, volume 13, issue 1, pages 174-195, February.

2008

  1. Doran, James S. & Ronn, Ehud I., 2008, "Computing the market price of volatility risk in the energy commodity markets," Journal of Banking & Finance, Elsevier, volume 32, issue 12, pages 2541-2552, December.
  2. Dean Diavatopoulos & James S. Doran & David R. Peterson, 2008, "The information content in implied idiosyncratic volatility and the cross‐section of stock returns: Evidence from the option markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 28, issue 11, pages 1013-1039, November.

2007

  1. Banerjee, Prithviraj S. & Doran, James S. & Peterson, David R., 2007, "Implied volatility and future portfolio returns," Journal of Banking & Finance, Elsevier, volume 31, issue 10, pages 3183-3199, October.
  2. James S. Doran & David R. Peterson & Brian C. Tarrant, 2007, "Is there information in the volatility skew?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 27, issue 10, pages 921-959, October.

2005

  1. 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, volume 8, issue 3, pages 177-198, December, DOI: 10.1007/s11147-006-9002-2.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.