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Publications

by members of

Department of Finance
College of Business
Florida State University
Tallahassee, Florida (United States)

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 15463, University Library of Munich, Germany, 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 4995, University Library of Munich, Germany.

Journal articles

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, vol. 34(C).

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, vol. 191(C), pages 312-333.

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, vol. 86(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, vol. 28(C), pages 36-59.

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, vol. 16(2), pages 167-193, September.

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, vol. 45(2), pages 402-434, August.
  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, vol. 36(3), pages 786-802.
  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, vol. 36(4), pages 992-1011.

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, vol. 16(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, vol. 25(3), pages 265-280, September.
  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., vol. 31(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, vol. 14(1), pages 27-47, March.

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, vol. 13(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, vol. 32(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., vol. 28(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, vol. 31(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., vol. 27(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, vol. 8(3), pages 177-198, December.

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