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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The journal of futures markets"
~isPartOf:"The review of financial studies"
~language:"eng"
~language:"ita"
~language:"lit"
~person:"Whaley, Robert E."
~subject:"Stock index"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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The journal of finance : the journal of the American Finance Association
The journal of futures markets
The review of financial studies
The journal of portfolio management : a publication of Institutional Investor
2
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1
Discussion paper / Centre for Economic Policy Research
1
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ECONIS (ZBW)
8
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1
Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.
;
O'Neill, Michael J.
;
Whaley, …
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
Saved in:
2
Futures market volatility : what has changed?
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
The journal of futures markets
35
(
2015
)
5
,
pp. 426-454
Persistent link: https://www.econbiz.de/10011405386
Saved in:
3
Early experience of put options on stocks
Barraclough, Kathryn
;
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
67
(
2012
)
4
,
pp. 1423-1456
Persistent link: https://www.econbiz.de/10010219834
Saved in:
4
Does net buying pressure affect the shape of implied volatility functions?
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 711-753
Persistent link: https://www.econbiz.de/10002013823
Saved in:
5
Implied volatility functions : empirical tests
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
Saved in:
6
An anatomy of the "S&P game" : the effects of changing the rules
Beneish, Messod D.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1909-1930
Persistent link: https://www.econbiz.de/10001211760
Saved in:
7
Trading costs and the relative rates of price discovery in stock, futures, and option markets
Fleming, Jeff
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 353-387
Persistent link: https://www.econbiz.de/10001198895
Saved in:
8
Predicting stock market volatility : a new measure
Fleming, Jeff
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
Saved in:
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