Robert E. Whaley - Concepedia

Author

Robert E. Whaley

Vanderbilt University ORCID

Also Known As

R.E. Whaley, ROBERT E. WHALEY, ROBERT WHALEY, Robert E Whaley, Robert E. Whaley, Robert Whaley

122

Publications

15.9K

Citations

H-Index

107

Concepts

All Affiliations

Vanderbilt University Duke University Australian National University Rice University The University of Queensland

About

Robert E. Whaley is an author at Vanderbilt University specializing in business, finance, and asset pricing.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	44	64	13.2K
2	Engineering	5	5	3K
3	Law	5	5	685
4	Arts	3	3	438
5	Education	1	1	108

Robert E. Whaley

Publications

15.7K

Citations

H-Index

Page 1

	Year	Citations
Implied Volatility Functions: Empirical Tests Bernard Dumas, Jeff Fleming, Robert E. Whaley The Journal of Finance Volatility ModelingOption PricingFinancial EconomicsMultivariate Stochastic VolatilityAsset Pricing	1998	1.3K
Efficient Analytic Approximation of American Option Values Giovanni Barone‐Adesi, Robert E. Whaley The Journal of Finance Numerical AnalysisOption PricingEngineeringAsset PricingCompound‐option Pricing Methods	1987	1.1K
The Investor Fear Gauge Robert E. Whaley The Journal of Portfolio Management	2000	1K
Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? Nicolas P. B. Bollen, Robert E. Whaley The Journal of Finance Empirical FinanceOption PricingVolatility ModelingFinancial EconomicsAsset Pricing	2004	965
The Dynamics of Stock Index and Stock Index Futures Returns Hans R. Stoll, Robert E. Whaley Journal of Financial and Quantitative Analysis Intraday ReturnsEconomicsVolatility ModelingFinancial EconomicsAsset Pricing	1990	835
Understanding the VIX Robert E. Whaley The Journal of Portfolio Management Volatility ModelingEconomicsFinancial EconomicsAsset PricingSynthetic Virology	2009	587
Stock Market Structure and Volatility Hans R. Stoll, Robert E. Whaley Review of Financial Studies Market MicrostructureInduced VolatilityVolatility ModelingFinancial EconomicsAsset Pricing	1990	576
Predicting stock market volatility: A new measure Jeff Fleming, Barbara Ostdiek, Robert E. Whaley Journal of Futures Markets Volatility ModelingAsset PricingBusinessStock Market VolatilityStock Market Prediction	1995	556
Transaction costs and the small firm effect Hans R. Stoll, Robert E. Whaley Journal of Financial Economics Cost IssueBusinessBusiness StrategyTransaction CostsFinance	1983	518
Derivatives on Market Volatility Robert E. Whaley The Journal of Derivatives Volatility ModelingFinancial EconomicsAsset PricingDerivative PricingBusiness	1993	492

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