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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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Predicting Stock Market Volatility: A New Measure
Fleming, Jeff; Ostdiek, Barbara; Whaley, Robert E. - In: The journal of futures markets 15 (1995) 3, pp. 265-302
Persistent link: https://www.econbiz.de/10006862287
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Estimating the Effective Bid-Ask Spread from Time and Sales Data
Smith, Tom; Whaley, Robert E. - In: The journal of futures markets 14 (1994) 4, pp. 437-456
Persistent link: https://www.econbiz.de/10006866709
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Modeling the bid-ask spread: measuring the inventory-holding premium
Bollen, Nicolas P.B.; Smith, Tom; Whaley, Robert E. - In: Journal of financial economics 72 (2004) 1, pp. 97-142
Persistent link: https://www.econbiz.de/10006504734
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Assessing the Costs of Regulation: The Case of Dual Trading
Smith, Tom; Whaley, Robert E. - In: The journal of law & economics 37 (1994) 1, pp. 215-246
Persistent link: https://www.econbiz.de/10006536808
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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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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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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
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4 Ownership, Competition, and Financial Disclosure
Birt, Jacqueline L.; Bilson, Chris M.; Smith, Tom; … - In: Australian journal of management 31 (2006) 2, pp. 235-264
Persistent link: https://www.econbiz.de/10007609980
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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