Tail Wags Dog: Intraday Price Discovery in VIX Markets
Bollen, Nicolas P.B., O'Neill, Michael J., Whaley, Robert E.
Published in The journal of futures markets (01.05.2017)
Published in The journal of futures markets (01.05.2017)
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Modeling the bid/ask spread: measuring the inventory-holding premium
Bollen, Nicolas P.B., Smith, Tom, Whaley, Robert E.
Published in Journal of financial economics (01.04.2004)
Published in Journal of financial economics (01.04.2004)
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Ownership, competition, and financial disclosure
Birt, Jacqueline L., Bilson, Chris M., Smith, Tom, Whaley, Robert E.
Published in Australian journal of management (01.12.2006)
Published in Australian journal of management (01.12.2006)
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Journal Article
The Dynamics of Stock Index and Stock Index Futures Returns
Stoll, Hans R., Whaley, Robert E.
Published in Journal of financial and quantitative analysis (01.12.1990)
Published in Journal of financial and quantitative analysis (01.12.1990)
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Regulation Fair Disclosure and the Cost of Adverse Selection
SIDHU, BALJIT, SMITH, TOM, WHALEY, ROBERT E., WILLIS, RICHARD H.
Published in Journal of accounting research (01.06.2008)
Published in Journal of accounting research (01.06.2008)
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Stock splits: implications for investor trading costs
Gray, Stephen F., Smith, Tom, Whaley, Robert E.
Published in Journal of empirical finance (01.05.2003)
Published in Journal of empirical finance (01.05.2003)
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Journal Article
Political regimes, business cycles, seasonalities, and returns
Powell, John G., Shi, Jing, Smith, Tom, Whaley, Robert E.
Published in Journal of banking & finance (01.06.2009)
Published in Journal of banking & finance (01.06.2009)
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Journal Article
Stock option contract adjustments: The case of special dividends
Barraclough, Kathryn, Stoll, Hans R., Whaley, Robert E.
Published in Journal of financial markets (Amsterdam, Netherlands) (01.05.2012)
Published in Journal of financial markets (Amsterdam, Netherlands) (01.05.2012)
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Journal Article
Failure to exercise call options: An anomaly and a trading game
Pool, Veronika Krepely, Stoll, Hans R., Whaley, Robert E.
Published in Journal of financial markets (Amsterdam, Netherlands) (01.02.2008)
Published in Journal of financial markets (Amsterdam, Netherlands) (01.02.2008)
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