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Futures and Options: Theory and Applications.
Stoll, Hans R.; Whaley, Robert E.; Boyle, Phelim P. - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 824-828
Persistent link: https://www.econbiz.de/10006603673
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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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Trading Costs and the Relative Rates of Price Discovery in Stock, Futures, and Option Markets
Fleming, Jeff; Ostdiek, Barbara; Whaley, Robert E. - In: The journal of futures markets 16 (1996) 4, pp. 353-388
Persistent link: https://www.econbiz.de/10007313779
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An Anatomy of the "S&P Game": The Effects of Changing the Rules
Beneish, Messod D.; Whaley, Robert E. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1909-1930
Persistent link: https://www.econbiz.de/10007320942
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Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R2
Foster, F.Douglas; Smith, Tom; Whaley, Robert E. - In: The journal of finance : the journal of the American … 52 (1997) 2
Persistent link: https://www.econbiz.de/10007372819
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ARTICLES - Implied Volatility Functions: Empirical Tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 2059-2106
Persistent link: https://www.econbiz.de/10007348064
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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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VALUING S&P 500 BEAR MARKET WARRANTS WITH A PERIODIC RESET
Gray, Stephen F.; Whaley, Robert E. - In: The journal of derivatives : the official publication … 5 (1997) 1, pp. 99
Persistent link: https://www.econbiz.de/10007368286
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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. 711-754
Persistent link: https://www.econbiz.de/10006551776
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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