Robert E. Whaley
Affiliations: | Duke University, Durham, NC |
Area:
Law, FinanceGoogle:
"Robert Whaley"
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Publications
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Linnenluecke MK, Smith T, Whaley RE. (2018) The unpaid social cost of carbon: Introducing a framework to estimate “legal looting” in the fossil fuel industry Accounting Research Journal. 31: 122-134 |
Bollen NPB, O'Neill MJ, Whaley RE. (2017) Tail Wags Dog: Intraday Price Discovery in VIX Markets Journal of Futures Markets. 37: 431-451 |
Cocquemas F, Whaley RE. (2016) EDITORIAL COMMENTS: Still No Presidential Puzzle for the Stock Market The Journal of Portfolio Management. 42: 4-7 |
Bollen NPB, Whaley RE. (2015) Futures Market Volatility: What Has Changed? Journal of Futures Markets. 35: 426-454 |
Whaley RE. (2013) Trading Volatility: At What Cost? The Journal of Portfolio Management. 40: 95-108 |
Barraclough K, Robinson DT, Smith T, et al. (2013) Using Option Prices to Infer Overpayments and Synergies in M&A Transactions Review of Financial Studies. 26: 695-722 |
Barraclough K, Stoll HR, Whaley RE. (2012) Stock Option Contract Adjustments: The Case of Special Dividends Journal of Financial Markets. 15: 233-257 |
Barraclough K, Whaley RE. (2012) Early Exercise of Put Options on Stocks Journal of Finance. 67: 1423-1456 |
Sagi JS, Whaley RE. (2011) Trading Relative Performance with Alpha Indexes Financial Analysts Journal. 67: 77-93 |
Stoll HR, Whaley RE. (2011) Commodity Index Investing: Speculation or Diversification? The Journal of Alternative Investments. 14: 50-60 |