Standout Papers

Implied Volatility Functions: Empirical Tests 1987 2026 2000 2013 843
  1. Implied Volatility Functions: Empirical Tests (1998)
    Bernard Dumas, Jeff Fleming et al. The Journal of Finance
  2. The Investor Fear Gauge (2000)
    Robert E. Whaley The Journal of Portfolio Management
  3. Efficient Analytic Approximation of American Option Values (1987)
    Giovanni Barone‐Adesi, Robert E. Whaley The Journal of Finance
  4. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? (2004)
    Nicolas P. B. Bollen, Robert E. Whaley The Journal of Finance
  5. The Dynamics of Stock Index and Stock Index Futures Returns (1990)
    Hans R. Stoll, Robert E. Whaley Journal of Financial and Quantitative Analysis
  6. Understanding the VIX (2009)
    Robert E. Whaley The Journal of Portfolio Management

Immediate Impact

14 by Nobel laureates 2 from Science/Nature 104 standout
Sub-graph 1 of 13

Citing Papers

Planetary boundaries: Guiding human development on a changing planet
2015 StandoutScience
Tails, Fears, and Risk Premia
2011 Standout
43 intermediate papers

Works of Robert E. Whaley being referenced

Understanding the VIX
2009 Standout
Derivatives on Market Volatility
1993
and 17 more

Author Peers

Author Last Decade Papers Cites
Robert E. Whaley 9672 6208 2259 96 10.9k
Francis A. Longstaff 11425 4961 2204 108 12.7k
Philippe Jorion 7900 5734 3686 103 10.8k
Kenneth Froot 5586 5470 4149 78 9.4k
John H. Cochrane 8626 7692 3224 110 12.5k
George Tauchen 8018 6768 1091 106 10.6k
Sydney C. Ludvigson 7053 7227 2409 66 10.2k
Andrew Ang 13591 9151 3744 151 15.8k
Amit Goyal 5909 3769 2211 92 7.3k
Robert J. Hodrick 9804 8799 2665 54 13.8k
Ravi Jagannathan 13741 10559 3342 121 16.0k

All Works

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2026