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Understanding the VIX
Whaley, Robert E. - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 98-105
Persistent link: https://www.econbiz.de/10003852143
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Trading volatility : at what cost?
Whaley, Robert E. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 95-108
Persistent link: https://www.econbiz.de/10010246274
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Still no presidential puzzle for the stock market
Cocquemas, François; Whaley, Robert E. - In: The journal of portfolio management : a publication of … 42 (2016) 4, pp. 4-7
Persistent link: https://www.econbiz.de/10011686080
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A Scorecard from the S&P 500 Game
Beneish, Messod D.; Whaley, Robert E. - In: The journal of portfolio management : a publication of … 23 (1997) 2, pp. 16-23
Persistent link: https://www.econbiz.de/10007308558
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THE MARKET - Are "Teenies" Better? - On June 5, 1997, the NYSE voted to adopt a system of decimal price trading, changing its longstanding practice of using eighths. While the syst...
Bollen, Nicolas P.B.; Whaley, Robert E. - In: The journal of portfolio management : a publication of … 25 (1998) 1, pp. 10-26
Persistent link: https://www.econbiz.de/10007349270
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THE MARKET - S&P 500 Index Replacements
Beneish, Messod D.; Whaley, Robert E. - In: The journal of portfolio management : a publication of … 29 (2002) 1, pp. 51-60
Persistent link: https://www.econbiz.de/10006558015
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THE MARKET - The Investor Fear Gauge - The Chicago Board Options Exchange's Market Volatility Index (VIX) is called the "investor fear gauge." To understand why, it is necessary to...
Whaley, Robert E. - In: The journal of portfolio management : a publication of … 26 (2000) 3, pp. 12-17
Persistent link: https://www.econbiz.de/10006569852
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TOOLS - UNDERSTANDING THE VIX
Whaley, Robert E. - In: The journal of portfolio management : a publication of … 35 (2009) 3, pp. 98-105
Persistent link: https://www.econbiz.de/10008248676
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THE MARKET - THE PERSISTENT PRESIDENTIAL DUMMY
Powell, John G.; Shi, Jing; Smith, Tom; Whaley, Robert E. - In: The journal of portfolio management : a publication of … 33 (2007) 2, pp. 133
Persistent link: https://www.econbiz.de/10007605599