haku: @author Whaley, R. E. / yhteensä: 12
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1.
Stock splits: implications for investor trading costs
Journal of Empirical Finance
2003 : MAY, VOL. 10:3, p. 271-304
 2003 Gray, S. F.
Smith, T.
Whaley, R. E.
2.
Regime switching in foreign exchange rates: Evidence form currency option prices
Journal of Econometrics
2000 : JAN-FEB, VOL. 94:1-2, p. 239-276
 2000 Bollen, N. P.
Gray, S. F.
Whaley, R. E.
3.
Market volatility prediction and the efficiency of the S & P 100 index option market. .
Journal of Financial Economics
1992 : FEB, VOL. 31:1, p. 43-73
 1992 Harvey, C. R.
Whaley, R. E.
4.
Program trading and individual stock returns : ingredients of the triple-witching brew.
Journal of Business
1990 : JAN, VOL. 63:1, p. S165-S192
 1990 Stoll, H. R.
Whaley, R. E.
5.
Efficient analytic approximation of american option values.
Journal of Finance
1987 : JUN, VOL. 42:2, p. 301-320
 1987 Barone-Adesi, G.
Whaley, R. E.
6.
Program trading and expiration-day effects.
Financial Analysts' Journal
1987 : MAR/APR, VOL. 43:2, p. 16-28
 1987 Stoll, H. R.
Whaley, R. E.
7.
The valuation of American call options and the expected ex-dividend stock price decline.
Journal of Financial Economics
1986 : SEP, VOL. 17:1, p. 91-111
 1986 Barone-Adesi, G.
Whaley, R. E.
8.
On valuing American futures options.
Financial Analysts' Journal
1986 : MAY/JUN, VOL. 42:3, p. 49-59
 1986 Whaley, R. E.
9.
Valuation of American futures options : theory and empirical tests.
Journal of Finance
1986 : MAR, VOL. 41:1, p. 127-150
 1986 Whaley, R. E.
10.
Transaction costs and the small firm effect.
Journal of Financial Economics
1983 : JUN, VOL. 12:1, p. 57-79
 1983 Stoll, H. R.
Whaley, R. E.
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