| 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 | 717 | 2012 |
| Implied volatility and future portfolio returns PS Banerjee, JS Doran, DR Peterson Journal of Banking & Finance 31 (10), 3183-3199, 2007 | 283 | 2007 |
| 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 | 166 | 2012 |
| 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 | 156 | 2012 |
| 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 |
| Is there information in the volatility skew? JS Doran, DR Peterson, BC Tarrant Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007 | 115 | 2007 |
| 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 | 104 | 2010 |
| The information content in implied idiosyncratic volatility and the cross‐section of stock returns: Evidence from the option markets D Diavatopoulos, JS Doran, DR Peterson Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 103 | 2008 |
| Implications for asset returns in the implied volatility skew JS Doran, K Krieger Financial Analysts Journal 66 (1), 65-76, 2010 | 92 | 2010 |
| 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 | 84 | 2012 |
| The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets JS Doran, EI Ronn Review of Derivatives Research 8, 177-198, 2005 | 58 | 2005 |
| 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 | 50 | 2011 |
| Call-put implied volatility spreads and option returns JS Doran, A Fodor, D Jiang Review of Asset Pricing Studies 3 (2), 258-290, 2013 | 41 | 2013 |
| Do option open-interest changes foreshadow future equity returns? A Fodor, K Krieger, JS Doran Financial markets and portfolio management 25, 265-280, 2011 | 40 | 2011 |
| 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 | 31 | 2014 |
| On the market price of volatility risk JS Doran The University of Texas at Austin, 2004 | 28 | 2004 |
| Gambling in the New Year? The January idiosyncratic volatility puzzle J Doran, D Jiang, D Peterson Unpublished working paper, Florida State University, 2008 | 26 | 2008 |
| Volatility as an asset class: Holding VIX in a portfolio JS Doran Journal of Futures Markets 40 (6), 841-859, 2020 | 20 | 2020 |
| 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 |
| Pangu-agent: A fine-tunable generalist agent with structured reasoning F Christianos, G Papoudakis, M Zimmer, T Coste, Z Wu, J Chen, ... arXiv preprint arXiv:2312.14878, 2023 | 17 | 2023 |