Concepedia

Robert E. Whaley

RE

Statistics

Publications

82

Citations

15.8K

H-Index

53

Active since

1978

Affiliations

Vanderbilt University(Current)

Duke University

Australian National University

Rice University

The University of Queensland

Robert E. Whaley is an author at Vanderbilt University specializing in business, financial economics, and economics.

Publications per year

1978–2020

82

Publications

82

Implied Volatility Functions: Empirical Tests

Bernard Dumas, Jeff Fleming, Robert E. Whaley · The Journal of Finance · 1998 · 1.3K citations

Business, Economics, Finance +17

Efficient Analytic Approximation of American Option Values

Giovanni Barone‐Adesi, Robert E. Whaley · The Journal of Finance · 1987 · 1.1K citations

Business, Finance, Commodity Markets +14

The Investor Fear Gauge

Robert E. Whaley · The Journal of Portfolio Management · 2000 · 1.1K citations

Business, Economics, Finance +12

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

Nicolas P. B. Bollen, Robert E. Whaley · The Journal of Finance · 2004 · 982 citations · Full text

Business, Economics, Finance +16

The Dynamics of Stock Index and Stock Index Futures Returns

Hans R. Stoll, Robert E. Whaley · Journal of Financial and Quantitative Analysis · 1990 · 836 citations

Business, Economics, Finance +17

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