Robert T. Daigler
Affiliations: | Florida International University, Miami, FL, United States |
Area:
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"Robert Daigler"
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Publications
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| Padungsaksawasdi C, Daigler RT. (2018) Volume weighted volatility: empirical evidence for a new realised volatility measure International Journal of Banking, Accounting and Finance. 9: 61-87 |
| March-Dallas S, Daigler R, Mishra S, et al. (2018) Exchange traded funds: leverage and liquidity Applied Economics. 50: 4054-4073 |
| Oztekin AS, Mishra S, Jain PK, et al. (2017) Price Discovery and Liquidity Characteristics for U.S. Electronic Futures and ETF Markets Journal of Trading. 12: 59-72 |
| Daigler RT, Dupoyet B, You L. (2017) Spicing Up a Portfolio with Commodity Futures: Still a Good Recipe? The Journal of Alternative Investments. 19: 8-23 |
| Talukdar B, Daigler RT, Parhizgari AM. (2017) Expanding the Explanations for the Return–Volatility Relation Journal of Futures Markets. 37: 689-716 |
| Mishra S, Daigler RT, Holowczak R. (2016) The Effect of High-Frequency Market Making on Option Market Liquidity Journal of Trading. 11: 56-76 |
| Daigler RT, Dupoyet B, Patterson FM. (2016) The Implied Convexity of VIX Futures Journal of Derivatives. 23: 73-90 |
| Aidov A, Daigler RT. (2015) Depth Characteristics for the Electronic Futures Limit Order Book Journal of Futures Markets. 35: 542-560 |
| Mishra S, Daigler RT. (2014) Intraday Trading and Bid–Ask Spread Characteristics for SPX and SPY Options Journal of Derivatives. 21: 70-84 |
| Patterson FM, Daigler RT. (2014) The abnormal psychology of investment performance Review of Financial Economics. 23: 55-63 |