Articles 2000-2009
John G. Powell, Jing Shi, Tom Smith and Robert E. Whaley, 2009, Common divisors, payout persistence, and return predictability, International Review of Finance 9 (December), 335-357.
John G. Powell, Jing Shi, Tom Smith and Robert E. Whaley, 2009, Political regimes, business cycles, seasonalities, and returns, Journal of Banking and Finance 33 (June), 1112-1128.
Robert E. Whaley, 2009, Understanding the VIX. Journal of Portfolio Management 35 (Spring), 98-105.
Nicolas P.B. Bollen and Robert E. Whaley, 2009, Hedge fund risk dynamics: Implications for performance appraisal, Journal of Finance 64 (April), 985-1035.
Robert E. Whaley, 2008, Elementary statistics, Handbook of Finance, Volume III, Valuation, Financial Modeling, and Quantitative Tools, Frank Fabozzi (Editor), Hoboken, New Jersey: John Wiley & Sons, Inc., Chapter 58, 645-667.
Baljit Sidhu, Tom Smith, Robert E. Whaley, and Richard Willis, 2008, Regulation Fair Disclosure and the cost of adverse selection (with B. Sidhu, T. Smith and R. Willis), Journal of Accounting Research 46 (June) 697-728.
Robert E. Whaley, 2008, Volatility derivatives, Handbook of Finance, Volume I, Financial Markets and Instruments, Frank Fabozzi (Editor), Hoboken, New Jersey: John Wiley & Sons, Inc., Chapter 16, 191-203.
Veronika Krepley, Hans R. Stoll and Robert E. Whaley, 2008, Failure to exercise call options: An anomaly and a trading game,
Journal of Financial Markets 11, 1-35. (Lead article).
John G. Powell, Jing Shi, Tom Smith and Robert E. Whaley, 2007, The persistent presidential dummy, Journal of Portfolio Management 33 (Winter), 133-143.
Jacqueline L. Birt, Chris M. Bilson, Tom Smith and Robert E. Whaley, 2006, Ownership, competition, and financial disclosure, Australian Journal of Management 31 (December 2006), 235-264.
Nicolas P.B. Bollen, Tom Smith and Robert E. Whaley, 2004, Modeling the bid/ask spread: Measuring the inventory-holding premium, Journal of Financial Economics 72 (April), 97-141.
Nicolas P.B. Bollen and Robert E. Whaley, 2004, Does net buying pressure affect the shape of implied volatility functions? Journal of Finance 59 (April), 711-754.
Nicolas P.B. Bollen, Tom Smith and Robert E. Whaley, 2003, Optimal contract design: For whom?, Journal of Futures Markets 23 (August), 719-750. Lead article.
Stephen Gray, Tom Smith and Robert E. Whaley, 2003, Stock splits: Implications for investor trading costs, Journal of Empirical Finance 10 (May), 271-303.
Robert E. Whaley, 2003, Derivatives. In the Handbook of the Economics of Finance: Volume 1B Financial Markets and Asset Pricing. George Constantinides, Milton Harris, and Rene Stulz (Editors), Elsevier North-Holland Publishing, 1129-1206.
Robert E. Whaley, 2002, Return and risk of CBOE buy-write monthly index. Journal of Derivatives 10, 2 (Winter), 35-42.
Messod D. Beneish and Robert E. Whaley, 2002, S&P 500 index replacements: A new game in town, Journal of Portfolio Management 28, 1 (Fall), 51-60.
Robert E. Whaley, 2000, The investor fear gauge, Journal of Portfolio Management 26 (Spring), 12-17. Winner of the Bernstein Fabozzi/Jacobs Levy Award for Outstanding Article published in Journal of Portfolio Management during the volume year 1999-2000.
Nicolas P.B. Bollen, Stephen Gray and Robert E. Whaley, 2000, Regime-switching in foreign exchange rates: Evidence from currency option prices, Journal of Econometrics 94, 239-276.
