Articles 2010-2019

 

Martina K. Linnenluecke, Tom Smith, and Robert E. Whaley, 2018, The unpaid social cost of carbon: Introducing a framework to estimate “legal looting” in the fossil fuel industry, Accounting Research Journal 31(2), 122-134. https://doi.org/10.1108/ARJ-08-2017-0138

 

Nicolas P.B. Bollen, Michael J. O’Neill, and Robert E. Whaley, 2017, Tail wags dog: Intraday price discovery in VIX markets, Journal of Futures Markets 37 (May), 431-451. (Lead article)

 

Francois Cocquemas and Robert E. Whaley, 2016, Still no presidential puzzle for the stock market, Journal of Portfolio Management 42, 4-7.

Nicolas P.B. Bollen and Robert E. Whaley, 2015, Futures market volatility: What has changed? Journal of Futures Markets 35 (May), 426-454.

 

Robert E. Whaley, 2013, Trading volatility: At what cost? Journal of Portfolio Management 40 (Fall), 95-108.

 

Kathryn Barraclough, David T. Robinson, Tom Smith and Robert E. Whaley, 2013, Using option prices to infer overpayments and synergies in M&A transactions, Review of Financial Studies 26, 695-722.

 

Kathryn Barraclough and Robert E. Whaley, 2013, Put option exercise and short stock interest arbitrage, Journal of Investment Management 11, 66-81.

 

Kathryn Barraclough and Robert E. Whaley, 2012, Early exercise of put options on stocks, Journal of Finance 67 (August), 1423-1456.

 

Robert E. Whaley, 2012, No-arbitrage price relations: Options, The Encyclopedia of Financial Models, Volume I, Frank Fabozzi (Editor), Hoboken, New Jersey: John Wiley & Sons, Inc., 437-456.

 

Robert E. Whaley, 2012, No-arbitrage price relations: Forwards, futures, swaps, Encyclopedia of Financial Models, Volume I, Frank Fabozzi (Editor), Hoboken, New Jersey: John Wiley & Sons, Inc., 421-436.

 

Kathryn Barraclough, Hans R. Stoll and Robert E. Whaley, 2012, Stock option contract adjustments: The case of special dividends, Journal of Financial Markets 15 (May), 233-257.

 

Jacob S. Sagi and Robert E. Whaley, 2011, Trading relative performance with Alpha Indexes, Financial Analysts Journal 67, 6 (November/December), 77-93.

 

Hans R. Stoll and Robert E. Whaley, 2011, Commodity index investing: Speculation or diversification?, Journal of Alternative Investments 14 (Summer), 50-60.

 

Hans R. Stoll and Robert E. Whaley, 2010, Commodity index investing and commodity futures prices, Journal of Applied Finance 20 (Spring), 7-46.

©2020 by Robert E. Whaley.