Robert E. Whaley

16.0k citations
98 papers · 11.4k indexed · 6 hit papers · h-index 46

Robert E. Whaley

97 papers receiving 10.3k citations

Hit Papers

Understanding the VIX4361987202620002013250500750

Peers

Robert E. Whaley
Comparison fields: 5 of 104
  • Finance 10.2k
  • General Economics, Econometrics and Finance 2.1k
  • Economics and Econometrics 6.5k
  • Accounting 2.4k
  • Management Science and Operations Research 780
Replace Francis A. Longstaff with:
Francis A. Longstaff United States
Philippe Jorion United States
George Tauchen United States
Sydney C. Ludvigson United States
Pedro Santa‐Clara United States
Andrew Ang United States
Wayne E. Ferson United States
Matthew Richardson United States
Ravi Jagannathan United States
Bruno Solnik France
Robert E. Whaley relative to Francis A. Longstaff United States Francis A. Longstaff's profile →
Citations per field
00.5×1.5×
Francis A. Longstaff · 1×
Citations per year

Countries citing papers authored by Robert E. Whaley

Since Specialization
Citations

This map shows the geographic impact of Robert E. Whaley's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Robert E. Whaley with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert E. Whaley more than expected).

Fields of papers citing papers by Robert E. Whaley

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Robert E. Whaley. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Robert E. Whaley. The network helps show where Robert E. Whaley may publish in the future.

Co-authorship network

The 25 scholars most cited alongside Robert E. Whaley, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Robert E. Whaley Line = papers co-authored together Robert E. Whaley links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20221
2 20221
3 20201
4 201637
5 201143
6 200926
7 200844
8 200875
9 20084
10
Regulation Fair Disclosure and the Cost of Adverse Selection
200718
11
The persistent presidential dummy; differences turn out to be insignificant
20074
12 200243
13
Innovations: Valuing S&P 500 Bear Market Warrants with a Periodic Reset
19973
14 199755
15 1996284
16 1995397
17 199473
18 199439
19
The Dynamics of Stock Index and Stock Index Futures Returnsbreakdown →
1990626
20 1986117

About Robert E. Whaley

Robert E. Whaley is a scholar working on Finance, Accounting and Economics and Econometrics, having authored 98 papers that have together received 11.4k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (69 papers), Stochastic processes and financial applications (27 papers), Market Dynamics and Volatility (26 papers), Corporate Finance and Governance (21 papers), Capital Investment and Risk Analysis (19 papers), Financial Risk and Volatility Modeling (16 papers), Financial Reporting and Valuation Research (15 papers) and Monetary Policy and Economic Impact (12 papers). The work is most often cited by research in Finance (10.2k citations), General Economics, Econometrics and Finance (2.1k citations) and Economics and Econometrics (6.5k citations). Robert E. Whaley has collaborated with scholars based in United States, Australia and New Zealand. Frequent co-authors include Hans R. Stoll, Nicolas P. B. Bollen, Jeff Fleming, Giovanni Barone‐Adesi, Bernard Dumas, Tom Smith, Barbara Ostdiek, Campbell R. Harvey, Jens A. Stephan and Messod D. Beneish. Their work appears in journals such as The Journal of Finance, The Journal of Portfolio Management, Journal of Futures Markets, Journal of Financial Economics and Financial Analysts Journal.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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