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VALUING S&P 500 BEAR MARKET WA...
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USA
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Theorie
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Volatility
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Whaley, Robert E.
36
Stoll, Hans R.
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4
Barone-Adesi, Giovanni
3
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The journal of finance : the journal of the American Finance Association
11
The journal of futures markets
6
Journal of financial economics
3
Advances in futures and options research : a research annual
1
Financial analysts' journal : FAJ
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 empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
National Bureau of Economic Research Conference: Stock Market Volatility and the Crash : Dorado Beach, March 16 - 18, 1989
1
New research in financial markets
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
The journal of portfolio management : a publication of Institutional Investor
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The review of financial studies
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ECONIS (ZBW)
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1
Valuation of American futures options : theory and empirical tests
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
1
,
pp. 127-150
Persistent link: https://www.econbiz.de/10001008808
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2
Intraday price observations : on computing portfolio returns
Whaley, Robert E.
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 175-190
Persistent link: https://www.econbiz.de/10001183623
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3
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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4
Return and risk of CBOE buy write monthly index
Whaley, Robert E.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
2
,
pp. 35-42
Persistent link: https://www.econbiz.de/10001745231
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5
Derivatives : markets, valuation, and risk management
Whaley, Robert E.
-
2006
Persistent link: https://www.econbiz.de/10013490231
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6
Taxes, financial policy, and small business
Day, Theodore E.
;
Stoll, Hans R.
;
Whaley, Robert E.
-
1985
Persistent link: https://www.econbiz.de/10000685884
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7
Program trading and individual stock returns : ingredients of the triple-witching brew
Stoll, Hans R.
Persistent link: https://www.econbiz.de/10001274007
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8
Stock market structure and volatility
Stoll, Hans R.
Persistent link: https://www.econbiz.de/10001274918
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9
One market? Stocks, futures, and options during October 1987
Kleidon, Allan William
- In:
The journal of finance : the journal of the American …
47
(
1992
)
3
,
pp. 851-877
Persistent link: https://www.econbiz.de/10001132040
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10
Market volatility prediction and the efficiency of the S&P 100 index option market
Harvey, Campbell R.
- In:
Journal of financial economics
31
(
1992
)
1
,
pp. 43-73
Persistent link: https://www.econbiz.de/10001133538
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