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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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Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-induced or Statistical Illusion?
Miller, Merton H.; Muthuswamy, Jayaram; Whaley, Robert E. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 479-514
Persistent link: https://www.econbiz.de/10006600369
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The Value of Wildcard Options
Fleming, Jeff; Whaley, Robert E. - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 215-236
Persistent link: https://www.econbiz.de/10006600386
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Futures and Options: Theory and Applications.
Stoll, Hans R.; Whaley, Robert E.; Boyle, Phelim P. - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 824-828
Persistent link: https://www.econbiz.de/10006603673
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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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Optimal contract design: For whom?
Bollen, Nicolas P.B.; Smith, Tom; Whaley, Robert E. - In: The journal of futures markets 23 (2003) 8, pp. 719-750
Persistent link: https://www.econbiz.de/10006822270
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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. 711-754
Persistent link: https://www.econbiz.de/10006551776
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THE MARKET - S&P 500 Index Replacements
Beneish, Messod D.; Whaley, Robert E. - In: The journal of portfolio management : a publication of … 29 (2002) 1, pp. 51-60
Persistent link: https://www.econbiz.de/10006558015
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ARTICLES - Implied Volatility Functions: Empirical Tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - In: The journal of finance : the journal of the American … 55 (2000) 6, pp. 2059-2106
Persistent link: https://www.econbiz.de/10006568298