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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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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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Papers - 2 - Expiration-Day Effects of the All Ordinaries Share Price Index Futures: Empirical Evidence and Alternative Settlement Procedures
Stoll, Hans R.; Whaley, Robert E. - In: Australian journal of management 22 (1997) 2, pp. 139-174
Persistent link: https://www.econbiz.de/10006995155
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Early Exercise of Put Options on Stocks
BARRACLOUGH, KATHRYN; WHALEY, ROBERT E. - In: The journal of finance : the journal of the American … 67 (2012) 4, pp. 1423-1457
Persistent link: https://www.econbiz.de/10009995622
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Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000584825
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Political regimes, business cycles, seasonalities, and returns
Powell, John G.; Shi, Jing; Smith, Tom; Whaley, Robert E. - In: Journal of banking & finance 33 (2009) 6, pp. 1112-1129
Persistent link: https://www.econbiz.de/10008892220
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Political regimes, business cycles, seasonalities, and returns
Powell, John G.; Shi, Jing; Smith, Tom; Whaley, Robert E. - In: Journal of banking & finance 33 (2009) 6, pp. 1112-1128
Persistent link: https://www.econbiz.de/10008235102
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Stock splits : implications for investor trading costs
Gray, Stephen; Smith, Tom; Whaley, Robert E. - In: Journal of empirical finance 10 (2003) 3, pp. 271-303
Persistent link: https://www.econbiz.de/10001752105