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1

Implied volatility and future portfolio returns

Prithviraj S. Banerjee, James S. Doran, David R. Peterson

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 216 KB

english, 2007

2

The UN Conference on Sustainable Development (Rio+20): A sign of the times or ‘ecology as spectacle’?

Van Alstine, James, Afionis, Stavros, Doran, Peter

Journal:

Environmental Politics

Year:

2013

Language:

english

File:

PDF, 111 KB

english, 2013

3

Implications for Asset Returns in the Implied Volatility Skew

James S. Doran and Kevin Krieger

Journal:

Financial Analysts Journal

Year:

2010

Language:

english

File:

PDF, 1.77 MB

english, 2010

4

Computing the market price of volatility risk in the energy commodity markets

James S. Doran, Ehud I. Ronn

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 734 KB

english, 2008

5

The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns

Dean Diavatopoulos, James S. Doran, Andy Fodor, David R. Peterson

Journal:

Journal of Banking & Finance

Year:

2012

Language:

english

File:

PDF, 527 KB

english, 2012

6

Earnings conference calls and stock returns: The incremental informativeness of textual tone

S. McKay Price, James S. Doran, David R. Peterson, Barbara A. Bliss

Journal:

Journal of Banking & Finance

Year:

2012

Language:

english

File:

PDF, 476 KB

english, 2012

7

Deep sampling and testing in soft stratified clay

Cummings, Simon James, Sivakumar, Vinayagamoorthy, Doran, Isaac Gregg, Graham, Jim

Journal:

Canadian Geotechnical Journal

Year:

2003

File:

PDF, 647 KB

2003

8

Systems theory, computer simulations and archaeology

Journal:

World Archaeology

Year:

1970

Language:

english

File:

PDF, 767 KB

english, 1970

9

Rocketborne measurement of mesospheric H 2 O in the auroral zone

Rogers, James W., Stair, A. T., Degges, Thomas C., Wyatt, Clair L., Baker, Doran J.

Journal:

Geophysical Research Letters

Year:

1977

Language:

english

File:

PDF, 290 KB

english, 1977

10

Paleolithic Culture and Culture Change: Experiment in Theory and Method [and Comments and Reply]

Daniel Stiles, Albert J. Ammerman, J. P. Benzécri, D. K. Bhattacharya, F. Bordes, Harvey M. Bricker, Desmond Collins, James Doran, Vidula Jayaswal, Arthur J. Jelinek, C. Garth Sampson and Payson D. Sh

Journal:

Current Anthropology

Year:

1979

Language:

english

File:

PDF, 3.88 MB

english, 1979

11

On the Demand for Portfolio Insurance

Fodor, Andy, Doran, James S., Carson, James M., Kirch, David P.

Journal:

Risk Management and Insurance Review

Year:

2013

Language:

english

File:

PDF, 343 KB

english, 2013

12

Normal functions, Picard--Fuchs equations, and elliptic fibrations on K3 surfaces

Chen, Xi, Doran, Charles, Kerr, Matt, Lewis, James D.

Journal:

Journal für die reine und angewandte Mathematik (Crelles Journal)

Year:

2016

Language:

english

File:

PDF, 614 KB

english, 2016

13

Viscous effects on the attenuation of a plane wave by an acoustic lining in shear flow

Khamis, Doran, Brambley, Edward James

Journal:

The Journal of the Acoustical Society of America

Year:

2017

Language:

english

File:

PDF, 1.37 MB

english, 2017

14

Acoustics in a Two-Deck Viscothermal Boundary Layer over an Impedance Surface

Khamis, Doran, Brambley, Edward James

Journal:

Year:

2017

Language:

english

File:

PDF, 760 KB

english, 2017

15

Did Option Prices Signal the 2008 and 2009 Dividend Cuts and Omissions?

Doran, James S., Fodor, Andy, Stowe, David L., Stowe, John D.

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 540 KB

english, 2012

16

Effect of point-of-care C-reactive protein testing on antibiotic prescription in febrile patients attending primary care in Thailand and Myanmar: an open-label, randomised, controlled trial

Althaus, Thomas, Greer, Rachel C, Swe, Myo Maung Maung, Cohen, Joshua, Tun, Ni Ni, Heaton, James, Nedsuwan, Supalert, Intralawan, Daranee, Sumpradit, Nithima, Dittrich, Sabine, Doran, Zoë, Waithira, N

Journal:

The Lancet Global Health

Year:

2019

Language:

english

File:

PDF, 605 KB

english, 2019

17

When the Favorite Meets the Underdog: Implied Volatility Spread and Option Returns

Doran, James S., Fodor, Andy, Jiang, Danling

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 370 KB

english, 2012

18

Volatility as an asset class: Holding VIX in a portfolio

Doran, James S.

Journal:

Journal of Futures Markets

Year:

2020

File:

PDF, 2.05 MB

2020

19

Three-dimensional reconstruction of a rat stage V Sertoli cell: III. A study of specific cellular relationships

Lonnie D. Russell, Maureen Tallon-Doran, James E. Weber, Vivien Wong, R. N. Peterson

Journal:

Developmental Dynamics

Year:

1983

Language:

english

File:

PDF, 1.10 MB

english, 1983

20

The information content in implied idiosyncratic volatility and the cross-section of stock returns: Evidence from the option markets

Dean Diavatopoulos, James S. Doran, David R. Peterson

Journal:

Journal of Futures Markets

Year:

2008

Language:

english

File:

PDF, 266 KB

english, 2008

21

Finance and the fuel cell industry: a review of the current financing climate

Phil Doran, Simon Robeson, David Wright, James Craven

Journal:

International Journal of Hydrogen Energy

Year:

2003

Language:

english

File:

PDF, 70 KB

english, 2003

22

Do option open-interest changes foreshadow future equity returns?

Andy Fodor, Kevin Krieger, James S. Doran

Journal:

Financial Markets and Portfolio Management

Year:

2011

Language:

english

File:

PDF, 515 KB

english, 2011

23

Option Market Efficiency and Analyst Recommendations

James S. Doran, Andy Fodor, Kevin Krieger

Journal:

Journal of Business Finance & Accounting

Year:

2010

Language:

english

File:

PDF, 2.52 MB

english, 2010

24

Market Discipline in the Individual Annuity Market

James M. Carson, James S. Doran, Randy E. Dumm

Journal:

Risk Management and Insurance Review

Year:

2011

Language:

english

File:

PDF, 224 KB

english, 2011

25

Earnings Conference Call Content and Stock Price: The Case of REITs

James S. Doran, David R. Peterson, S. McKay Price

Journal:

The Journal of Real Estate Finance and Economics

Year:

2012

Language:

english

File:

PDF, 377 KB

english, 2012

26

Cultural and situational influences on the process of persuasive strategy selection

Michael Burgoon, James P. Dillard, Noel E. Doran, Michael D. Miller

Journal:

International Journal of Intercultural Relations

Year:

1982

Language:

english

File:

PDF, 1.01 MB

english, 1982

27

10.1016/S0305-4403(80)80049-5

Journal:

Journal of Archaeological Science

Year:

1980

Language:

english

File:

PDF, 77 KB

english, 1980

28

Prehistoric carrying capacity: A model

Journal:

Journal of Archaeological Science

Year:

1976

Language:

english

File:

PDF, 175 KB

english, 1976

29

10.1016/S0305-4403(80)80050-1

Journal:

Journal of Archaeological Science

Year:

1980

Language:

english

File:

PDF, 155 KB

english, 1980

30

Spatial analysis in archaeology

Journal:

Journal of Archaeological Science

Year:

1977

Language:

english

File:

PDF, 305 KB

english, 1977

31

Charles J. Abeles 1905-1971

Journal:

Proceedings and Addresses of the American Philosophical Association

Year:

1970-1971

Language:

english

File:

PDF, 97 KB

english, 1970-1971

32

Using cultural ecosystem services to inform restoration priorities in the Laurentian Great Lakes

Allan, J David, Smith, Sigrid DP, McIntyre, Peter B, Joseph, Christine A, Dickinson, Caitlin E, Marino, Adrienne L, Biel, Reuben G, Olson, James C, Doran, Patrick J, Rutherford, Edward S, Adkins, Jeff

Journal:

Frontiers in Ecology and the Environment

Year:

2015

Language:

english

File:

PDF, 3.33 MB

english, 2015

33

SPIE Proceedings [SPIE SPIE Advanced Lithography - San Jose, California, United States (Sunday 23 February 2014)] Alternative Lithographic Technologies VI - Increased throughput, determined by a suite of benchmark patterns, in a Gaussian electron-beam lithography tool with a 100 MHz writing rate

Resnick, Douglas J., Bencher, Christopher, Smith, James H., Crosland, Nigel, Doran, Samuel, Dowling, Robert C., Hartley, John G., Hoyle, Philip C., King, David M. P., Kutcher, Lawrence, McClelland, An

Year:

2014

Language:

english

File:

PDF, 821 KB

english, 2014

34

Eye movements as a function of response contingencies measured by blackout technique1

Doran, Judith, Holland, James G.

Journal:

Journal of Applied Behavioral Analysis

Year:

1971

Language:

english

File:

PDF, 1.23 MB

english, 1971

35

Acoustic boundary conditions at an impedance lining in inviscid shear flow

Khamis, Doran, Brambley, Edward James

Journal:

Journal of Fluid Mechanics

Year:

2016

Language:

english

File:

PDF, 707 KB

english, 2016

36

Rationality in Multi-Agent Systems

BINMORE, KEN, CASTELFRANCHI, CRISTIANO, DORAN, JAMES, WOOLDRIDGE, MICHAEL

Journal:

The Knowledge Engineering Review

Year:

1998

Language:

english

File:

PDF, 307 KB

english, 1998

37

Risk-Stratified Venous Thromboembolism Prophylaxis After Total Joint Arthroplasty: Aspirin and Sequential Pneumatic Compression Devices vs Aggressive Chemoprophylaxis

Odeh, Khalid, Doran, James, Yu, Stephen, Bolz, Nicholas, Bosco, Joseph, Iorio, Richard

Journal:

The Journal of Arthroplasty

Year:

2016

Language:

english

File:

PDF, 529 KB

english, 2016

38

Transfer of Electrophilic NH Using Convenient Sources of Ammonia: Direct Synthesis of NH Sulfoximines from Sulfoxides

Zenzola, Marina, Doran, Robert, Degennaro, Leonardo, Luisi, Renzo, Bull, James A.

Journal:

Angewandte Chemie International Edition

Year:

2016

Language:

english

File:

PDF, 800 KB

english, 2016

39

Postexercise Cold-Water Immersion Does Not Attenuate Muscle Glycogen Resynthesis

GREGSON, WARREN, ALLAN, ROBERT, HOLDEN, SUSAN, PHIBBS, PADRAIC, DORAN, DOMINIC, CAMPBELL, IAIN, WALDRON, SARAH, JOO, CHANG HWA, MORTON, JAMES P.

Journal:

Medicine & Science in Sports & Exercise

Year:

2013

Language:

english

File:

PDF, 631 KB

english, 2013

40

Viscous effects on the acoustics and stability of a shear layer over an impedance wall

Khamis, Doran, Brambley, Edward James

Journal:

Journal of Fluid Mechanics

Year:

2017

Language:

english

File:

PDF, 1.71 MB

english, 2017

41

Targeted Grazing Impacts on Invasive and Native Plant Abundance Change with Grazing Duration and Stocking Density

James, Jeremy J., Davy, Josh, Doran, Morgan P., Becchetti, Theresa, Brownsey, Philip, Laca, Emilio A.

Journal:

Rangeland Ecology & Management

Year:

2017

Language:

english

File:

PDF, 280 KB

english, 2017

42

Demographics and rates of surgical arthroscopy and postoperative rehabilitative preferences of arthroscopists from the Arthroscopy Association of North America (AANA)

Shah, Neil V., Solow, Maximilian, Kelly, John J., Aylyarov, Alexandr, Doran, James P., Bloom, Lee R., Akil, Samuel, Siddiqui, Bilal, Newman, Jared M., Chatterjee, Dipal, Pancholi, Neel, Dixit, Anant,

Journal:

Journal of Orthopaedics

Year:

2018

Language:

english

File:

PDF, 216 KB

english, 2018

43

Total shoulder arthroplasty in octogenarians: Is there a higher risk of adverse outcomes?

Newman, Jared M., Stroud, Sarah G., Yang, Andrew, Sodhi, Nipun, Dixit, Anant, Doran, James P., Hayden, Andrew J., Casagrande, Danielle J., Mont, Michael A.

Journal:

Journal of Orthopaedics

Year:

2018

Language:

english

File:

PDF, 206 KB

english, 2018

44

Nutrient, Carbon, and Mass Loss during Composting of Beef Cattle Feedlot Manure

Eghball, Bahman, Power, James F., Gilley, John E., Doran, John W.

Journal:

Journal of Environmental Quality

Year:

1997

Language:

english

File:

PDF, 134 KB

english, 1997

45

Implications for Asset Returns in the Implied Volatility Skew

Doran, James S., Krieger, Kevin

Journal:

Financial Analysts Journal

Year:

2010

Language:

english

File:

PDF, 151 KB

english, 2010

46

Effects of immobilization on growth, fermentation properties, and macromolecular composition of Saccharomyces cerevisiae attached to gelatin

Pauline M. Doran, James E. Bailey, Introduction by Pauline M. Doran

Journal:

Biotechnology and Bioengineering

Year:

2009

Language:

english

File:

PDF, 1.39 MB

english, 2009

47

Effects of immobilization on growth, fermentation properties, and macromolecular composition of Saccharomyces cerevisiae attached to gelatin

Pauline M. Doran, James E. Bailey

Journal:

Biotechnology and Bioengineering

Year:

1986

Language:

english

File:

PDF, 1.29 MB

english, 1986

48

Effects of Hydroxyurea on immobilized and suspended yeast fermentation rates and cell cycle operation

Pauline M. Doran, James E. Bailey

Journal:

Biotechnology and Bioengineering

Year:

1986

Language:

english

File:

PDF, 1.95 MB

english, 1986

49

Effects of immobilization on the nature of glycolytic oscillations in yeast

Pauline M. Doran, James E. Bailey

Journal:

Biotechnology and Bioengineering

Year:

1987

Language:

english

File:

PDF, 455 KB

english, 1987

50

Is there information in the volatility skew?

James S. Doran, David R. Peterson, Brian C. Tarrant

Journal:

Journal of Futures Markets

Year:

2007

Language:

english

File:

PDF, 463 KB

english, 2007

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