Tools of the Trade: Gauging Fear, Opto Magazine, September 23, 2020.

Colby J. Pessina and Robert E. Whaley, forthcoming, Levered and inverse ETPs: Blessing or curse?, Financial Analysts Journal.

Angel Tengulov and Robert E. Whaley, forthcoming, Levered and inverse ETP option contract adjustments: No harm, no foul?, Accounting and Finance.


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.

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.

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©2020 by Robert E. Whaley.