James S. Doran : Citation Profile


Are you James S. Doran?

Florida State University

9

H index

8

i10 index

180

Citations

RESEARCH PRODUCTION:

16

Articles

2

Papers

RESEARCH ACTIVITY:

   9 years (2005 - 2014). See details.
   Cites by year: 20
   Journals where James S. Doran has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 4 (2.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdo142
   Updated: 2018-10-13    RAS profile: 2010-02-02    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with James S. Doran.

Is cited by:

Christoffersen, Peter (6)

Chang, Bo Young (6)

Kanas, Angelos (4)

Kearney, Colm (4)

Blau, Benjamin (4)

Prokopczuk, Marcel (4)

Kanas, Angelos (4)

Kanas, Angelos (4)

Kanas, Angelos (3)

Belgacem, Aymen (3)

Yin, Libo (3)

Cites to:

Fama, Eugene (12)

Chen, Zhiwu (10)

Cao, Charles (10)

French, Kenneth (10)

zhang, xiaoyan (7)

Campbell, John (6)

Xing, Yuhang (6)

Harvey, Campbell (6)

pan, jun (5)

Stambaugh, Robert (5)

Hodrick, Robert (5)

Main data


Where James S. Doran has published?


Journals with more than one article published# docs
Journal of Banking & Finance4
Journal of Futures Markets3
Risk Management and Insurance Review2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing James S. Doran (2018 and 2017)


YearTitle of citing document
2018The Samuelson Effect and Seasonal Stochastic Volatility in Agricultural Futures Markets. (2018). Schneider, Lorenz ; Tavin, Bertrand. In: Papers. RePEc:arx:papers:1802.01393.

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2017On the Tail Risk Premium in the Oil Market. (2017). Ellwanger, Reinhard. In: Staff Working Papers. RePEc:bca:bocawp:17-46.

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2017Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls. (2017). Zeckhauser, Richard. In: Working Paper Series. RePEc:ecl:harjfk:rwp17-017.

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2017On the risk prediction and analysis of soft information in finance reports. (2017). Tsai, Ming-Feng ; Wang, Chuan-Ju. In: European Journal of Operational Research. RePEc:eee:ejores:v:257:y:2017:i:1:p:243-250.

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2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Pal, Debdatta ; Mitra, Subrata K. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

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2018A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method. (2018). Brix, Anne Floor ; Wei, Wei ; Lunde, Asger. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:560-582.

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2017The relationship between pension funds and the stock market: Does the aging population of Europe affect it?. (2017). Alda, Mercedes. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:83-97.

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2017Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:104-118.

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2018When does the tone of earnings press releases matter?. (2018). Boudt, Kris ; Torsin, Wouter ; Thewissen, James . In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:231-245.

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2018Risk-adjusted performance of portfolio insurance and investors’ preferences. (2018). Tawil, Dima. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:10-18.

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2018Performance ranking (dis)similarities in commodity markets. (2018). Zhang, Hanxiong ; Vortelinos, Dimitrios I ; Auer, Benjamin R. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:115-137.

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2017Aggregate earnings and stock market returns: The good, the bad, and the state-dependent. (2017). Zolotoy, Leon ; Lyon, John D ; Frederickson, James R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:157-175.

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2017Announcing the announcement. (2017). Boulland, Romain ; Dessaint, Olivier. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:59-79.

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2018Monthly cyclicality in retail Investors’ liquidity and lottery-type stocks at the turn of the month. (2018). Meng, Yun ; Pantzalis, Christos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:176-191.

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2018When saving is gambling. (2018). Cookson, Anthony J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:24-45.

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2017Global Investigation of Return Autocorrelation and its Determinants. (2017). Jain, Pawan ; Xue, Wen-Jun . In: Working Papers. RePEc:fiu:wpaper:1704.

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2017Regime Switching Vine Copula Models for Global Equity and Volatility Indices. (2017). Fink, Holger ; Stober, Jakob ; Czado, Claudia ; Klimova, Yulia . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:3-:d:86821.

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2018Are UK industries resilient in dealing with uncertainty? The case of Brexit. (2018). Selmi, Refk ; bouoiyour, jamal. In: Post-Print. RePEc:hal:journl:hal-01736632.

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2017Assessment of Density Forecast for Energy Commodities in Post-Financialization Era. (2017). Deepak, Bisht ; Laha, A K. In: IIMA Working Papers. RePEc:iim:iimawp:14574.

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2018The Options Market Reaction to Bank Loan Announcements. (2018). Tsekrekos, Andrianos ; Anagnostopoulou, Seraina ; Tsaousis, Panagiotis A ; Ferentinou, Aikaterini C. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:53:y:2018:i:1:d:10.1007_s10693-016-0243-4.

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2017Do Investors Infer Vocal Cues from CEOs During Quarterly REIT Conference Calls?. (2017). Price, Mckay S ; Shen, Jiancheng ; Seiler, Michael J. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-016-9557-0.

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2017A four-factor stochastic volatility model of commodity prices. (2017). Schone, Max F ; Spinler, Stefan. In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:2:d:10.1007_s11147-016-9126-y.

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2017Say it again Sam: the information content of corporate conference calls. (2017). Cicon, James . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0542-0.

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2018Forecasting International Index Returns using Option-implied Variables. (2018). Gagnon, Marie-Helene ; Toupin, Dominique ; Power, Gabriel. In: Cahiers de recherche. RePEc:lvl:crrecr:1807.

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2017Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls. (2017). Zeckhauser, Richard ; Wagner, Alexander ; Dzieliski, Micha. In: NBER Working Papers. RePEc:nbr:nberwo:23425.

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2018Information transfer and conference calls. (2018). Brochet, Francois ; Lerman, Alina ; Kolev, Kalin. In: Review of Accounting Studies. RePEc:spr:reaccs:v:23:y:2018:i:3:d:10.1007_s11142-018-9444-4.

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2017Idiosyncratic Volatility and Liquidity Risk: How they have Explanatory Power in Stock Returns. (2017). Lina, Jun-Biao ; Su, Ping-Yeh . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:1:f:7_1_2.

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2017Stock market return predictability: Google pessimistic sentiments versus fear gauge. (2017). Habibah, Ume ; McMillan, David ; Sadhwani, Ranjeeta ; Rajput, Suresh. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1390897.

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2018Implied Volatility Sentiment: A Tale of Two Tails. (2018). Stork, Philip ; Kräussl, Roman ; Kraussl, Roman ; Felix, Luiz . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170002.

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2017Implied volatility sentiment: A tale of two tails. (2017). Stork, Philip ; Kräussl, Roman ; Felix, Luiz ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:565.

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2017CEO-speeches and stock returns. (2017). Bannier, Christina ; Walter, Andreas ; Pauls, Thomas. In: CFS Working Paper Series. RePEc:zbw:cfswop:583.

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2017CEO-speeches and stock returns. (2017). Bannier, Christina ; Walter, Andreas ; Pauls, Thomas. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168192.

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Works by James S. Doran:


YearTitleTypeCited
2010Option Market Efficiency and Analyst Recommendations In: Journal of Business Finance & Accounting.
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article2
2011Market Discipline in the Individual Annuity Market In: Risk Management and Insurance Review.
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article1
2013On the Demand for Portfolio Insurance In: Risk Management and Insurance Review.
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article1
2014Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach In: Journal of Empirical Finance.
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article2
2010Confidence, opinions of market efficiency, and investment behavior of finance professors In: Journal of Financial Markets.
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article7
2007Implied volatility and future portfolio returns In: Journal of Banking & Finance.
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article36
2008Computing the market price of volatility risk in the energy commodity markets In: Journal of Banking & Finance.
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article33
2012The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns In: Journal of Banking & Finance.
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article13
2012Earnings conference calls and stock returns: The incremental informativeness of textual tone In: Journal of Banking & Finance.
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article16
2011Do option open-interest changes foreshadow future equity returns? In: Financial Markets and Portfolio Management.
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article3
2012Earnings Conference Call Content and Stock Price: The Case of REITs In: The Journal of Real Estate Finance and Economics.
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article11
2005The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets In: Review of Derivatives Research.
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article9
2011Gambling Preference and the New Year Effect of Assets with Lottery Features In: Review of Finance.
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article12
2009Gambling Preference and the New Year Effect of Assets with Lottery Features.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 12
paper
2007Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle In: MPRA Paper.
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paper2
2007Is there information in the volatility skew? In: Journal of Futures Markets.
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article10
2008The information content in implied idiosyncratic volatility and the cross‐section of stock returns: Evidence from the option markets In: Journal of Futures Markets.
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article16
2011Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns In: Journal of Futures Markets.
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article6

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