Browse by all authors Browse By Author/Contributor/Editor Name - Whaley,+Robert+E.

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Foster, F. Douglas, Smith, Tom and Whaley, Robert E. (1997) Assessing goodness-of-fit of asset pricing models: The distribution of the maximal R2. Journal of Finance, 52 2: 591-607. doi:10.2307/2329491     53 Cited 81 times in Scopus81 0
Smith, Tom and Whaley, Robert E. (1994) Assessing the costs of regulation: The case of dual trading. Journal of Law and Economics, 37 1: 215-246. doi:10.1086/467312     7 0
Smith, Tom and Whaley, Robert E. (1994) Estimating the effective BID/ASK spread from time and sales data. Journal of Futures Markets, 14 4: 437-455. doi:10.1002/fut.3990140406     39 Cited 53 times in Scopus53 0
Bollen, Nicolas P. B., Smith, Tom and Whaley, Robert E. (2004) Modeling the bid/ask spread: Measuring the inventory-holding premium. Journal of Financial Economics, 72 1: 97-141. doi:10.1016/S0304-405X(03)00169-7     44 Cited 50 times in Scopus50 0
Bollen, Nicolas P. B., Smith, Tom and Whaley, Robert E. (2003) Optimal contract design: For whom?. The Journal of Futures Markets, 23 8: 719-750. doi:10.1002/fut.10086     22 Cited 24 times in Scopus24 0
Birt, Jacqueline L., Bilson, Chris M., Smith, Tom and Whaley, Robert E. (2006) Ownership, competition, and financial disclosure. Australian Journal of Management, 31 2: 235-263. doi:10.1177/031289620603100204   63 Cited 41 times in Scopus41 0
Powell, John G., Shi, Jing, Smith, Tom and Whaley, Robert E. (2009) Political regimes, business cycles, seasonalities, and returns. Journal of Banking and Finance, 33 6: 1112-1128. doi:10.1016/j.jbankfin.2008.12.009   2 10 Cited 10 times in Scopus10 0
Bollen, Nicolas P. B., Gray, Stephen F. and Whaley, Robert E. (2000) Regime switching in foreign exchange rates: Evidence from currency option prices. Journal of Econometrics, 94 1-2: 239-276. doi:10.1016/S0304-4076(99)00022-6     80 Cited 102 times in Scopus102 3
Sidhu, Baljit, Smith, Tom, Whaley, Robert E. and Willis, Richard H. (2008) Regulation fair disclosure and the cost of adverse selection. Journal of Accounting Research, 46 3: 697-728. doi:10.1111/j.1475-679X.2008.00286.x   4 34 Cited 35 times in Scopus35 0
Gray, Stephen F., Smith, Tom and Whaley, Robert E. (2003) Stock splits: Implications for investor trading costs. Journal of Empirical Finance, 10 3: 271-303. doi:10.1016/S0927-5398(02)00049-X   4 Cited 19 times in Scopus19 0
Powell, John G ., Shi, Jing, Smith, Tom and Whaley, Robert E . (2007) The persistent presidential dummy. The Journal of Portfolio Management, 33 2: 133-143. doi:10.3905/jpm.2007.674799     15 Cited 20 times in Scopus20 0
Linnenluecke, Martina, Smith, Tom and Whaley, Robert E. (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. doi:10.1108/ARJ-08-2017-0138     0 0 6
Barraclough, Kathryn, Robinson, David T., Smith, Tom and Whaley, Robert E. (2013) Using option prices to infer overpayments and synergies in M&A transactions. Review of Financial Studies, 26 3: 695-722. doi:10.1093/rfs/hhs119   3 10 Cited 14 times in Scopus14 0
Gray, Stephen F. and Whaley, Robert E. (1997) Valuing S&P 500 bear market warrants with a periodic reset. Journal of Derivatives, 5 1: 99-106. doi:10.3905/jod.1997.407987     Cited 28 times in Scopus28