| Craving money? Evidence from the laboratory and the field E Payzan-LeNestour, J Doran Science Advances 10 (2), eadi5034, 2024 | | 2024 |
| Craving for Money E Payzan-LeNestour, J Doran Available at SSRN 4173868, 2022 | 1 | 2022 |
| Harnessing neuroscientific insights to generate alpha E Payzan-LeNestour, J Doran, L Pradier, TJ Putniņš Financial Analysts Journal 78 (2), 79-95, 2022 | 3 | 2022 |
| Craving for money? Empirical evidence from the laboratory and the field E Payzan-LeNestour, J Doran Mimeo, 2022 | 3 | 2022 |
| Hedging Long-Dated Oil Futures and Options Using Short-Dated Securities—Revisiting Metallgesellschaft JS Doran, EI Ronn Journal of Risk and Financial Management 14 (8), 379, 2021 | | 2021 |
| Impact of ambient sound on risk perception in humans: neuroeconomic investigations E Payzan-LeNestour, L Pradier, J Doran, G Nave, B Balleine Scientific reports 11 (1), 5392, 2021 | 7 | 2021 |
| Volatility as an asset class: Holding VIX in a portfolio JS Doran Journal of Futures Markets 40 (6), 841-859, 2020 | 18 | 2020 |
| Friend or Foe: The Influence of Ambient Sound on Risk Perception E Payzan-LeNestour, B Balleine, J Doran, G Nave, L Pradier Available at SSRN 3422762, 2020 | | 2020 |
| Option implied dividends predict dividend cuts: Evidence from the financial crisis A Fodor, DL Stowe, JD Stowe Journal of business finance & accounting 44 (5-6), 755-779, 2017 | 11 | 2017 |
| Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach D Jiang, DR Peterson, JS Doran Journal of Empirical Finance 28, 36-59, 2014 | 30 | 2014 |
| Call-put implied volatility spreads and option returns JS Doran, A Fodor, D Jiang Review of Asset Pricing Studies 3 (2), 258-290, 2013 | 40 | 2013 |
| On the demand for portfolio insurance A Fodor, JS Doran, JM Carson, DP Kirch Risk management and insurance review 16 (2), 167-193, 2013 | 5 | 2013 |
| CFA Institute Magazine C Finance Financial Analysts Journal 69 (3), 14-18, 2013 | | 2013 |
| Earnings conference call content and stock price: The case of REITs JS Doran, DR Peterson, SMK Price The Journal of Real Estate Finance and Economics 45, 402-434, 2012 | 145 | 2012 |
| Gambling preference and the new year effect of assets with lottery features JS Doran, D Jiang, DR Peterson Review of Finance 16 (3), 685-731, 2012 | 158 | 2012 |
| In the Eyes of the Beholder: The Rationality of Status Anxiety-Based Decision-Making JL Davis, A Fodor, J Doran Available at SSRN 2047574, 2012 | | 2012 |
| Earnings conference calls and stock returns: The incremental informativeness of textual tone SMK Price, JS Doran, DR Peterson, BA Bliss Journal of Banking & Finance 36 (4), 992-1011, 2012 | 641 | 2012 |
| The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns D Diavatopoulos, JS Doran, A Fodor, DR Peterson Journal of Banking & Finance 36 (3), 786-802, 2012 | 82 | 2012 |
| Do option open-interest changes foreshadow future equity returns? A Fodor, K Krieger, JS Doran Financial markets and portfolio management 25, 265-280, 2011 | 34 | 2011 |
| The Pricing of Risk-Neutral Systematic Moments in the Cross-Section of Expected Returns J DeLisle, J Doran, DR Peterson Available at SSRN 1734520, 2011 | 1 | 2011 |