Concepedia

James B. Wiggins

JB

12

Publications

1.3K

Citations

12

H-Index

1987

Active since

Affiliations

Cornell University(Current)

Michigan State University

James B. Wiggins is an author at Cornell University specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsStatisticsEmpirical FinanceVolatility ModelingEconomicsAccountingEngineering

Publications per year

1987–2001

12

Publications

12

Option values under stochastic volatility: Theory and empirical estimates

James B. Wiggins · Journal of Financial Economics · 1987 · 916 citations

Volatility Modeling, Multivariate Stochastic Volatility, Option Pricing +8

Empirical Tests of the Bias and Efficiency of the Extreme-Value Variance Estimator for Common Stocks

James B. Wiggins · The Journal of Business · 1991 · 76 citations

Empirical Finance, Volatility Modeling, Asset Pricing +14

Betas in Up and Down Markets

James B. Wiggins · Financial Review · 1992 · 58 citations

Empirical Finance, Asset Allocation, Portfolio Management +18

Estimating the volatility of S&P 500 futures prices using the extreme‐value method

James B. Wiggins · Journal of Futures Markets · 1992 · 56 citations

Volatility Modeling, Financial Economics, Asset Pricing +12

OPEN MARKET STOCK REPURCHASE PROGRAMS AND LIQUIDITY

James B. Wiggins · The Journal of Financial Research · 1994 · 52 citations

Empirical Finance, Market Microstructure, Financial Economics +9

Rows per page

1–5 of 12