Robert E. Whaley - Publications, H-index & Citations | Canyam

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Robert E. Whaley

vanderbilt university

54H-index

122Paper Count

1.6WCitation Count

Published Papers 23

Publication Date

Spot Bitcoin ETFs: The Struggle Was Worth It

FINANCIAL ANALYSTS JOURNAL

IF2.2

2025-03-01

0

PREAI

Hornback, Andrew M.; Whaley, Robert E.

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Levered and Inverse Exchange-Traded Products: Blessing or Curse?

FINANCIAL ANALYSTS JOURNAL

IF2.2

2020-12-01

7

PREAI

Pessina, Colby J.; Whaley, Robert E.

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Levered and inverse VIX ETP option contract adjustments: No harm, no foul?

ACCOUNTING AND FINANCE

IF2.6

2020-09-22

2

PREAI

Tengulov, Angel; Whaley, Robert E.

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Trading Relative Performance with Alpha Indexes

FINANCIAL ANALYSTS JOURNAL

IF2.2

2018-12-30

1

PREAI

Sagi, Jacob S.; Whaley, Robert E.

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Using Option Prices to Infer Overpayments and Synergies in M&A Transactions

REVIEW OF FINANCIAL STUDIES

IF5.4

2012-11-28

61

PREAI

Barraclough, Kathryn; Robinson, David T.; Smith, Tom; Whaley, Robert E.

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Early Exercise of Put Options on Stocks

JOURNAL OF FINANCE

IF9.5

2012-07-19

25

PREAI

Barraclough, Kathryn; Whaley, Robert E.

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Assessing goodness-of-fit of asset pricing models: The distribution of the maximal R-2

JOURNAL OF FINANCE

IF9.5

2012-04-18

109

PREAI

Foster, FD; Smith, T; Whaley, RE

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Political regimes, business cycles, seasonalities, and returns

JOURNAL OF BANKING & FINANCE

IF3.8

2009-06-01

17

PREAI

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

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Hedge Fund Risk Dynamics: Implications for Performance Appraisal

JOURNAL OF FINANCE

IF9.5

2009-03-13

110

PREAI

Bollen, Nicolas P. B.; Whaley, Robert E.

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Regulation fair disclosure and the cost of adverse selection

JOURNAL OF ACCOUNTING RESEARCH

IF6.3

2008-03-21

61

PREAI

Sidhu, Baljit; Smith, Tom; Whaley, Robert E.; Willis, Richard H.

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Does net buying pressure affect the shape of implied volatility functions?

JOURNAL OF FINANCE

IF9.5

2004-03-25

534

PREAI

Bollen, NPB; Whaley, RE

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Implied volatility functions: Empirical tests

JOURNAL OF FINANCE

IF9.5

2002-12-17

628

OAAI

Dumas, B; Fleming, J; Whaley, RE

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Regime switching in foreign exchange rates: Evidence from currency option prices

JOURNAL OF ECONOMETRICS

IF4

2000-01-01

134

PREAI

Bollen, NPB; Gray, SF; Whaley, RE

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An anatomy of the ''S&P game'': The effects of changing the rules

JOURNAL OF FINANCE

IF9.5

1996-12-01

184

PREAI

Beneish, MD; Whaley, RE

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MEAN REVERSION OF STANDARD-AND-POOR-500 INDEX BASIS CHANGES - ARBITRAGE-INDUCED OR STATISTICAL ILLUSION

JOURNAL OF FINANCE

IF9.5

1994-06-01

182

PREAI

MILLER, MH; MUTHUSWAMY, J; WHALEY, RE

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THE VALUE OF WILDCARD OPTIONS

JOURNAL OF FINANCE

IF9.5

1994-03-01

21

PREAI

FLEMING, J; WHALEY, RE

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ONE MARKET - STOCKS, FUTURES, AND OPTIONS DURING OCTOBER 1987

JOURNAL OF FINANCE

IF9.5

1992-07-01

29

PREAI

KLEIDON, AW; WHALEY, RE

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S AND P 100 INDEX OPTION VOLATILITY

JOURNAL OF FINANCE

IF9.5

1991-09-01

63

PREAI

HARVEY, CR; WHALEY, RE

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THE DYNAMICS OF STOCK INDEX AND STOCK INDEX FUTURES RETURNS

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

1990-12-01

404

PREAI

STOLL, HR; WHALEY, RE

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INTRADAY PRICE CHANGE AND TRADING VOLUME RELATIONS IN THE STOCK AND STOCK OPTION MARKETS

JOURNAL OF FINANCE

IF9.5

1990-03-01

240

PREAI

STEPHAN, JA; WHALEY, RE

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