Monographs

Nicolas P.B. Bollen and Robert E. Whaley, 1998, On the Potential Effects of Changing the Expiration Cycle of the Hang Seng Index Derivatives, Duke University.

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Hans R. Stoll and Robert E. Whaley, 1996, Settling the Australian Share Price Index Futures Contract: Alternatives and Recommendations, Duke University.

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Tom Smith and Robert E. Whaley, 1990, Review of the CFTC Study, Economic Analysis of Dual Trading on Commodity Exchanges, Futures and Options Research Center Occasional Paper 90-01, Duke University.

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Hans R. Stoll and Robert E. Whaley, 1990, Expiration Day Effects Revisited, Report prepared for the Chicago Board Options Exchange and the American Stock Exchange.

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Hans R. Stoll and Robert E. Whaley, 1987, Expiration Day Effects of Index Options and Futures, Monograph Series in Finance and Economics, Monograph No. 1986-3, Graduate School of Business Administration, New York University.   

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Theodore E. Day, Hans R. Stoll and Robert E. Whaley, 1984, Taxes, Financial Policy and Firm Size, Small Business Administration Report.

 

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