//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~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."
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
USA
18
United States
18
Börsenkurs
7
Derivat
7
Derivative
7
Share price
7
Index futures
6
Index-Futures
6
Theorie
6
Theory
6
Volatility
5
Volatilität
5
Aktienindex
3
Stock index
3
Aktienoption
2
Ankündigungseffekt
2
Announcement effect
2
CAPM
2
Estimation
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Schätzung
2
Stock option
2
1982-1991
1
1983-1987
1
1986
1
1986-1992
1
1986-1994
1
1987
1
1988-1989
1
1988-1991
1
1988-1993
1
1988-2000
1
1996-2008
1
2004-2013
1
Arbitrage
1
Bid-ask spread
1
Canada
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Fallstudie
Statistik
Aufsatz in Zeitschrift
21
Language
All
English
Italian
Lithuanian
Author
All
Whaley, Robert E.
Lien, Da-hsiang Donald
51
Titman, Sheridan
38
Stulz, René M.
36
Longstaff, Francis A.
29
Webb, Robert I.
29
O'Hara, Maureen
26
Michaely, Roni
25
Thakor, Anjan V.
25
Hirshleifer, David
24
Subrahmanyam, Avanidhar
24
Acharya, Viral V.
23
Griffin, John M.
22
Maksimovic, Vojislav
22
Hong, Harrison G.
21
Frino, Alex
20
Harvey, Campbell R.
20
Ljungqvist, Alexander
20
Noe, Thomas H.
20
Weisbach, Michael S.
20
Fama, Eugene F.
19
Lakonishok, Josef
19
Rajan, Raghuram Govind
19
Shleifer, Andrei
19
Stein, Jeremy C.
19
Tse, Yiuman
19
Bekaert, Geert
18
French, Kenneth Ronald
18
Fung, Joseph K. W.
18
Graham, John R.
18
Jiang, Wei
18
Whited, Toni Marion
18
Viswanathan, S.
17
Daigler, Robert T.
16
Goldstein, Itay
16
Schwartz, Eduardo S.
16
Stambaugh, Robert F.
16
Wang, George H. K.
16
Brennan, Michael J.
15
Campbell, John Y.
15
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
The journal of futures markets
The review of financial studies
Journal of financial economics
3
The journal of portfolio management : a publication of Institutional Investor
3
Advances in futures and options research : a research annual
2
Australian journal of management
2
Financial analysts' journal : FAJ
2
Journal of financial markets
2
Discussion paper / Centre for Economic Policy Research
1
Financial analysts journal : FAJ
1
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
Journal of accounting research
1
Journal of applied finance : theory, practice, education
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of investment management : JOIM
1
Les cahiers de recherche / HEC Paris
1
National Bureau of Economic Research Conference: Stock Market Volatility and the Crash : Dorado Beach, March 16 - 18, 1989
1
Pacific-Basin finance journal
1
Review of futures markets
1
The journal of alternative investments
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Effects of nondiscretionary trading on futures prices
O'Neill, Michael J.
;
Whaley, Robert E.
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 33-68
Persistent link: https://www.econbiz.de/10013465890
Saved in:
2
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:
3
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:
4
Using option prices to infer overpayments and synergies in M&A transaction
Barraclough, Kathryn
;
Robinson, David T.
;
Smith, Tom
; …
- In:
The review of financial studies
26
(
2013
)
3
,
pp. 695-722
Persistent link: https://www.econbiz.de/10009752252
Saved in:
5
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:
6
Hedge fund risk dynamics : implications for performance appraisal
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
64
(
2009
)
2
,
pp. 985-1035
Persistent link: https://www.econbiz.de/10003828418
Saved in:
7
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:
8
Optimal contract design : for whom?
Bollen, Nicolas P. B.
;
Smith, Tom
;
Whaley, Robert E.
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 719-750
Persistent link: https://www.econbiz.de/10001780618
Saved in:
9
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:
10
Assessing goodness-of-fit of asset pricing models : the distribution of the maximal R2
Foster, F. Douglas
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 591-607
Persistent link: https://www.econbiz.de/10001222441
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->