Robert E Whaley: search on Z-Library

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1

Understanding the VIX

Whaley, Robert E

Journal:

The Journal of Portfolio Management

Year:

2009

Language:

english

File:

PDF, 375 KB

english, 2009

2

Trading costs and the relative rates of price discovery in stock, futures, and option markets

Fleming, Jeff, Ostdiek, Barbara, Whaley, Robert E.

Journal:

Journal of Futures Markets

Year:

1996

Language:

english

File:

PDF, 1.84 MB

english, 1996

3

Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets

STEPHAN, JENS A., WHALEY, ROBERT E.

Journal:

The Journal of Finance

Year:

1990

Language:

english

File:

PDF, 1.70 MB

english, 1990

4

Valuation of American call options on dividend-paying stocks: Empirical tests

Robert E. Whaley

Journal:

Journal of Financial Economics

Year:

1982

Language:

english

File:

PDF, 1.82 MB

english, 1982

5

Derivatives (Markets, Valuation, and Risk Management) || Risk Management Strategies: Options

Whaley, Robert E.

Year:

2012

Language:

english

File:

PDF, 760 KB

english, 2012

6

The Dynamics of Stock Index and Stock Index Futures Returns

Hans R. Stoll and Robert E. Whaley

Journal:

Journal of Financial and Quantitative Analysis

Year:

1990

Language:

english

File:

PDF, 2.32 MB

english, 1990

7

Predicting stock market volatility: A new measure

Jeff Fleming, Barbara Ostdiek, Robert E. Whaley

Journal:

Journal of Futures Markets

Year:

1995

Language:

english

File:

PDF, 1.95 MB

english, 1995

8

Implied Volatility Functions: Empirical Tests

Bernard Dumas, Jeff Fleming, Robert E. Whaley

Journal:

The Journal of Finance

Year:

1998

Language:

english

File:

PDF, 751 KB

english, 1998

9

Transaction costs and the small firm effect

Hans R. Stoll, Robert E. Whaley

Journal:

Journal of Financial Economics

Year:

1983

Language:

english

File:

PDF, 1.39 MB

english, 1983

10

Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-Induced or Statistical Illusion?

Merton H. Miller, Jayaram Muthuswamy and Robert E. Whaley

Journal:

The Journal of Finance

Year:

1994

Language:

english

File:

PDF, 1.01 MB

english, 1994

11

Return and Risk of CBOE Buy Write Monthly Index

Whaley, Robert E

Journal:

The Journal of Derivatives

Year:

2002

Language:

english

File:

PDF, 183 KB

english, 2002

12

Early Exercise of Put Options on Stocks

KATHRYN BARRACLOUGH, ROBERT E. WHALEY

Journal:

The Journal of Finance

Year:

2012

Language:

english

File:

PDF, 666 KB

english, 2012

13

Derivatives on Market Volatility

Whaley, Robert E

Journal:

The Journal of Derivatives

Year:

1993

Language:

english

File:

PDF, 1.10 MB

english, 1993

14

Commodity Index Investing and Commodity Futures Prices

Stoll, Hans R., Whaley, Robert E.

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 592 KB

english, 2009

15

The valuation of American call options and the expected ex-dividend stock price decline

Giovanni Barone-Adesi, Robert E. Whaley

Journal:

Journal of Financial Economics

Year:

1986

Language:

english

File:

PDF, 1.33 MB

english, 1986

16

Efficient Analytic Approximation of American Option Values

Giovanni Barone-Adesi and Robert E. Whaley

Journal:

The Journal of Finance

Year:

1987

Language:

english

File:

PDF, 507 KB

english, 1987

17

The Investor Fear Gauge

Whaley, Robert E

Journal:

The Journal of Portfolio Management

Year:

2000

Language:

english

File:

PDF, 125 KB

english, 2000

18

Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?

Nicolas P. B. Bollen, Robert E. Whaley

Journal:

The Journal of Finance

Year:

2004

Language:

english

File:

PDF, 320 KB

english, 2004

19

Program Trading and the Market

Hans R. Stoll and Robert E. Whaley

Journal:

Financial Analysts Journal

Year:

1986

Language:

english

File:

PDF, 260 KB

english, 1986

20

Valuing S&P 500 Bear Market Warrants With a Periodic Reset

Gray, Stephen F, Whaley, Robert E

Journal:

The Journal of Derivatives

Year:

1997

Language:

english

File:

PDF, 456 KB

english, 1997

21

Implied Volatility Functions: Empirical Tests

Bernard Dumas, Jeff Fleming and Robert E. Whaley

Journal:

The Journal of Finance

Year:

1998

Language:

english

File:

PDF, 1.70 MB

english, 1998

22

Failure to Exercise Call Options: An Anomaly and a Trading Game

Pool, Veronika Krepely, Stoll, Hans R., Whaley, Robert E.

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 243 KB

english, 2007

23

Passive Investing

Blocher, Jesse, Whaley, Robert E.

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 583 KB

english, 2014

24

An Anatomy of the “S&P Game”: The Effects of Changing the Rules

MESSOD D. BENEISH, ROBERT E. WHALEY

Journal:

The Journal of Finance

Year:

1996

Language:

english

File:

PDF, 1.37 MB

english, 1996

25

Extreme obesity associated with alveolar hypoventilation—A pickwickian syndrome

C. Sidney Burwell, Eugene D. Robin, Robert D. Whaley, Albert G. Bickelmann

Journal:

The American Journal of Medicine

Year:

1956

Language:

english

File:

PDF, 1.04 MB

english, 1956

26

On the valuation of American call options on stocks with known dividends

Robert E. Whaley

Journal:

Journal of Financial Economics

Year:

1981

Language:

english

File:

PDF, 262 KB

english, 1981

27

Failure to exercise call options: An anomaly and a trading game

Veronika Krepely Pool, Hans R. Stoll, Robert E. Whaley

Journal:

Journal of Financial Markets

Year:

2008

Language:

english

File:

PDF, 272 KB

english, 2008

28

Political regimes, business cycles, seasonalities, and returns

John G. Powell, Jing Shi, Tom Smith, Robert E. Whaley

Journal:

Journal of Banking & Finance

Year:

2009

Language:

english

File:

PDF, 281 KB

english, 2009

29

Program Trading and Expiration-Day Effects

Hans R. Stoll and Robert E. Whaley

Journal:

Financial Analysts Journal

Year:

1987

Language:

english

File:

PDF, 1.99 MB

english, 1987

30

Quantum diffusion of light interstitials: One-phonon contribution to the impurity-lattice scattering

Reilly, Philip D., Harris, Robert A., Whaley, K. Birgitta

Journal:

Physical Review B

Year:

1993

Language:

english

File:

PDF, 411 KB

english, 1993

31

Assessing Goodness-Of-Fit of Asset Pricing Models: The Distribution of the Maximal R2

F. Douglas Foster, Tom Smith and Robert E. Whaley

Journal:

The Journal of Finance

Year:

1997

Language:

english

File:

PDF, 397 KB

english, 1997

32

Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?

Nicolas P. B. Bollen and Robert E. Whaley

Journal:

The Journal of Finance

Year:

2004

Language:

english

File:

PDF, 5.29 MB

english, 2004

33

Valuation of American Futures Options: Theory and Empirical Tests

Whaley, Robert E.

Journal:

The Journal of Finance

Year:

1986

Language:

english

File:

PDF, 578 KB

english, 1986

34

Commodity Index Investing: Speculation or Diversification?

Stoll, Hans R, Whaley, Robert E

Journal:

The Journal of Alternative Investments

Year:

2011

Language:

english

File:

PDF, 2.13 MB

english, 2011

35

Trading Volatility: At What Cost?

Whaley, Robert E

Journal:

The Journal of Portfolio Management

Year:

2013

Language:

english

File:

PDF, 2.19 MB

english, 2013

36

Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets

Jens A. Stephan and Robert E. Whaley

Journal:

The Journal of Finance

Year:

1990

Language:

english

File:

PDF, 3.34 MB

english, 1990

37

S&P 100 Index Option Volatility

Campbell R. Harvey and Robert E. Whaley

Journal:

The Journal of Finance

Year:

1991

Language:

english

File:

PDF, 372 KB

english, 1991

38

The Value of Wildcard Options

Jeff Fleming and Robert E. Whaley

Journal:

The Journal of Finance

Year:

1994

Language:

english

File:

PDF, 602 KB

english, 1994

39

Volatility and futures

Stoll, Hans R, Whaley, Robert E

Journal:

The Journal of Portfolio Management

Year:

1988

Language:

english

File:

PDF, 276 KB

english, 1988

40

Derivatives (Markets, Valuation, and Risk Management) || Interest Rate Products: Swaps

Whaley, Robert E.

Year:

2012

Language:

english

File:

PDF, 679 KB

english, 2012

41

Dividends and S&P 100 index option valuation

Campbell R. Harvey, Robert E. Whaley

Journal:

Journal of Futures Markets

Year:

1992

Language:

english

File:

PDF, 918 KB

english, 1992

42

Hedge Fund Risk Dynamics: Implications for Performance Appraisal

NICOLAS P.B. BOLLEN, ROBERT E. WHALEY

Journal:

The Journal of Finance

Year:

2009

Language:

english

File:

PDF, 877 KB

english, 2009

43

Effects of written emotional disclosure on implicit self-esteem and body image

Daryl B. O'Connor, Robert Hurling, Hilde Hendrickx, Gabrielle Osborne, Josephine Hall, Elaine Walklet, Ann Whaley, Helen Wood

Journal:

British Journal of Health Psychology

Year:

2011

Language:

english

File:

PDF, 377 KB

english, 2011

44

Reducing the impact of staff reductions on unemployment costs

Pamela Benz, Lisa Miedich, Robert Whaley

Journal:

Employment Relations Today

Year:

1993

Language:

english

File:

PDF, 501 KB

english, 1993

45

Market volatility prediction and the efficiency of the S & P 100 index option market

Campbell R. Harvey, Robert E. Whaley

Journal:

Journal of Financial Economics

Year:

1992

Language:

english

File:

PDF, 2.63 MB

english, 1992

46

Modeling the bid/ask spread: measuring the inventory-holding premium

Nicolas P.B. Bollen, Tom Smith, Robert E. Whaley

Journal:

Journal of Financial Economics

Year:

2004

Language:

english

File:

PDF, 432 KB

english, 2004

47

Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R2

F. DOUGLAS FOSTER, TOM SMITH, ROBERT E. WHALEY

Journal:

The Journal of Finance

Year:

1997

Language:

english

File:

PDF, 1.14 MB

english, 1997

48

Clinical utility of integrated positron emission tomography/computed tomography imaging in the clinical management and radiation treatment planning of locally advanced rectal cancer

Whaley, Jonathan T., Fernandes, Annemarie T., Sackmann, Robert, Plastaras, John P., Teo, Boon-Keng, Grover, Surbhi, Perini, Rodolfo F., Metz, James M., Pryma, Daniel A., Apisarnthanarax, Smith

Journal:

Practical Radiation Oncology

Year:

2014

Language:

english

File:

PDF, 526 KB

english, 2014

49

Part 2: A Conference in Honor of Merton H. Miller's Contributions to Finance and Economics || Program Trading and Individual Stock Returns: Ingredients of the Triple-Witching Brew

Hans R. Stoll and Robert E. Whaley

Journal:

The Journal of Business

Year:

1990

Language:

english

File:

PDF, 454 KB

english, 1990

50

Papers and Proceedings of the Fifty-Second Annual Meeting of the American Finance Association, New Orleans, Louisiana January 3-5, 1992 || One Market? Stocks, Futures, and Options During October 1987

Allan W. Kleidon and Robert E. Whaley

Journal:

The Journal of Finance

Year:

1992

Language:

english

File:

PDF, 3.16 MB

english, 1992

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