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The economic value of volatility timing using "realized" volatility
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: Journal of Financial Economics 67 (2003) 3, pp. 473-509
Persistent link: https://www.econbiz.de/10005362798
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Information and volatility linkages in the stock, bond, and money markets
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: Journal of Financial Economics 49 (1998) 1, pp. 111-137
Persistent link: https://www.econbiz.de/10005376717
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The valuation of American call options and the expected ex-dividend stock price decline
Barone-Adesi, Giovanni; Whaley, Robert E. - In: Journal of Financial Economics 17 (1986) 1, pp. 91-111
Persistent link: https://www.econbiz.de/10005376680
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Valuation of American call options on dividend-paying stocks : Empirical tests
Whaley, Robert E. - In: Journal of Financial Economics 10 (1982) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10005376766
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Modeling the bid/ask spread: measuring the inventory-holding premium
Bollen, Nicolas P. B.; Smith, Tom; Whaley, Robert E. - In: Journal of Financial Economics 72 (2004) 1, pp. 97-141
Persistent link: https://www.econbiz.de/10005376977
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Transaction costs and the small firm effect
Stoll, Hans R.; Whaley, Robert E. - In: Journal of Financial Economics 12 (1983) 1, pp. 57-79
Persistent link: https://www.econbiz.de/10005477803
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On the valuation of American call options on stocks with known dividends
Whaley, Robert E. - In: Journal of Financial Economics 9 (1981) 2, pp. 207-211
Persistent link: https://www.econbiz.de/10005122064