Robert Whaley

Finance · 2000–2009

A researcher in the Science corpus: 7 papers; trusts 6 researchers and is trusted by 87 researchers here, as inferred from the citation graph.

Subfields

Whom Robert Whaley trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Daniel B. Nelson
  2. Robert F. Engle
  3. Tim Bollerslev
  4. Nicolas P. B. Bollen
  5. Andrew W. Lo
  6. Magnus Dahlquist
  7. Jun Pan

Who trusts Robert Whaley overall

  1. G. Sarwar
  2. Mark Broadie
  3. Christopher Krauss
  4. Constantinos Antoniou
  5. Bing Han
  6. Mikhail Chernov
  7. Andrew Ang
  8. P. Giot
  9. L. Smales
  10. E. Szado

Papers from Robert Whaley's perspective

Ordered by how strongly the researchers Robert Whaley trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Generalized autoregressive conditional heteroskedasticity
  3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  6. Extreme Correlation of International Equity Markets
  7. Regime-switching and interest rates in the European monetary system
  8. Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the Nyse
  9. The Making of a Dealer Market: From Entry to Equilibrium in the Trading of Nasdaq Stocks
  10. The Pricing of Options and Corporate Liabilities

Their papers