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Anticipation of quarterly earnings announcements : a test of options market efficiency
Whaley, Robert E.; Cheung, Joseph K. - In: Journal of accounting & economics 4 (1982) 2, pp. 57-83
Persistent link: https://www.econbiz.de/10002978670
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Transaction costs and the small firm effect
Stoll, Hans R.; Whaley, Robert E.; Schultz, Paul - In: Journal of financial economics 12 (1983) 1, pp. 57-75
Persistent link: https://www.econbiz.de/10002891112
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Stock market structure and volatility
Stoll, Hans R.
Persistent link: https://www.econbiz.de/10001274918
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An anatomy of the "S&P game" : the effects of changing the rules
Beneish, Messod D. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1909-1930
Persistent link: https://www.econbiz.de/10001211760
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The dynamics of stock index and stock index futures returns
Stoll, Hans R. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 441-468
Persistent link: https://www.econbiz.de/10001098664
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Optimal contract design : for whom?
Bollen, Nicolas P. B.; Smith, Tom; Whaley, Robert E. - In: The journal of futures markets 23 (2002) 8, pp. 719-750
Persistent link: https://www.econbiz.de/10001780618
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Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000936200
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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. 711-753
Persistent link: https://www.econbiz.de/10002013823
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Regime switching in foreign exchange rates : evidence from currency option prices
Bollen, Nicolas P. B.; Gray, Stephen; Whaley, Robert E. - In: Journal of econometrics 94 (2000) 1/2, pp. 239-276
Persistent link: https://www.econbiz.de/10001437758
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The value of wildcard options
Fleming, Jeff - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 215-236
Persistent link: https://www.econbiz.de/10001169026