| A simple model for time-varying expected returns on the S&P 500 index J Doran, EI Ronn, RS Goldberg Journal of Investment Management, Forthcoming, 2008 | 18 | 2008 |
| Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns RJ DeLisle, JS Doran, DR Peterson Journal of Futures Markets 31 (1), 34-54, 2011 | 49 | 2011 |
| Asymmetric Volatility and the Cross-Section of Returns: Is Implied Market Volatility a Risk Factor? RJ Delisle, JS Doran, DR Peterson Draft: May 25, 2009, 2009 | 4 | 2009 |
| Bank risk, implied volatility and bank derivative use: implications for future performance JA Clark, J Doran, J DeLisle Implied Volatility and Bank Derivative Use: Implications for Future …, 2008 | 10 | 2008 |
| 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 |
| CFA Institute Magazine C Finance Financial Analysts Journal 69 (3), 14-18, 2013 | | 2013 |
| Computing the market price of volatility risk in the energy commodity markets JS Doran, EI Ronn Journal of Banking & Finance 32 (12), 2541-2552, 2008 | 147 | 2008 |
| Confidence, opinions of market efficiency, and investment behavior of finance professors JS Doran, DR Peterson, C Wright Journal of Financial Markets 13 (1), 174-195, 2010 | 102 | 2010 |
| Craving for Money E Payzan-LeNestour, J Doran Available at SSRN 4173868, 2022 | 1 | 2022 |
| Craving for money? Empirical evidence from the laboratory and the field E Payzan-LeNestour, J Doran Mimeo, 2022 | 3 | 2022 |
| Craving money? Evidence from the laboratory and the field E Payzan-LeNestour, J Doran Science Advances 10 (2), eadi5034, 2024 | | 2024 |
| DERIVATIVE INSTRUMENTS D Diavatopoulos, JS Doran, DR Peterson CFA Digest, 2009 | | 2009 |
| Did Option Prices Signal the 2008 and 2009 Dividend Cuts and Omissions? JS Doran, A Fodor, DL Stowe, JD Stowe | | |
| 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 |
| 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 |
| Earnings conference call content, uncertainty, and the post-earnings announcement drift S Price, J Doran, D Peterson, B Bliss Working paper, Lehigh Florida State University, 2010 | 3 | 2010 |
| 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 |
| Estimation of the risk premiums in energy markets J Doran Available at SSRN 709182, 2005 | 2 | 2005 |
| Firm specific option risk and implications for asset pricing J Doran, A Fodor Journal of Risk 12 (1), 17-52, 2009 | 5 | 2009 |
| 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 |