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Trade imbalances and inventory effects in long-term S&P 500 index options
Bharadwaj, Anu; Wiggins, James B. - In: The financial review : the official publication of the … 38 (2003) 2, pp. 293-309
Persistent link: https://www.econbiz.de/10001794884
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Empirical tests of the bias and efficiency of the extreme-value variance estimator for common stocks
Wiggins, James B. - In: The journal of business : B 64 (1991) 3, pp. 417-432
Persistent link: https://www.econbiz.de/10001109688
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Estimating the volatility of S&P 500 futures prices using the extreme-value method
Wiggins, James B. - In: The journal of futures markets 12 (1992) 3, pp. 265-273
Persistent link: https://www.econbiz.de/10001125677
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Option values under stochastic volatility : theory and empirical estimates
Wiggins, James B. - In: Journal of financial economics 2 (1987), pp. 351-372
Persistent link: https://www.econbiz.de/10001036355
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Beta changes around stock splits revisited
Wiggins, James B. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 4, pp. 631-640
Persistent link: https://www.econbiz.de/10001137809
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The performance of actively managed international mutual funds
Detzler, Miranda Lam; Wiggins, James B. - In: Review of quantitative finance and accounting 8 (1997) 3, pp. 291-313
Persistent link: https://www.econbiz.de/10001590891