| Implied volatility functions: Empirical tests B Dumas, J Fleming, RE Whaley The Journal of Finance 53 (6), 2059-2106, 1998 | 1876 | 1998 |
| Efficient analytic approximation of American option values G Barone‐Adesi, RE Whaley the Journal of Finance 42 (2), 301-320, 1987 | 1735 | 1987 |
| Recovering probability distributions from option prices JC Jackwerth, M Rubinstein The journal of Finance 51 (5), 1611-1631, 1996 | 1579 | 1996 |
| The investor fear gauge RE Whaley Journal of portfolio management 26 (3), 12, 2000 | 1347 | 2000 |
| The dynamics of stock index and stock index futures returns HR Stoll, RE Whaley Journal of Financial and Quantitative analysis 25 (4), 441-468, 1990 | 1336 | 1990 |
| Does net buying pressure affect the shape of implied volatility functions? NPB Bollen, RE Whaley The Journal of Finance 59 (2), 711-753, 2004 | 1228 | 2004 |
| Transaction costs and the small firm effect HR Stoll, RE Whaley Journal of Financial Economics 12 (1), 57-79, 1983 | 967 | 1983 |
| Understanding the VIX RE Whaley Journal of Portfolio Management 35 (3), 98-105, 2009 | 935 | 2009 |
| Stock market structure and volatility HR Stoll, RE Whaley The Review of Financial Studies 3 (1), 37-71, 1990 | 853 | 1990 |
| Predicting stock market volatility: A new measure J Fleming, B Ostdiek, RE Whaley The Journal of Futures Markets (1986-1998) 15 (3), 265, 1995 | 756 | 1995 |
| Derivatives on market volatility RE Whaley The journal of Derivatives 1 (1), 71-84, 1993 | 713 | 1993 |
| Intraday price change and trading volume relations in the stock and stock option markets JA Stephan, RE Whaley The Journal of Finance 45 (1), 191-220, 1990 | 713 | 1990 |
| Trading costs and the relative rates of price discovery in stock, futures, and option markets J Fleming, B Ostdiek, RE Whaley The Journal of Futures Markets (1986-1998) 16 (4), 353, 1996 | 681 | 1996 |
| An anatomy of the “S&P Game”: The effects of changing the rules MD Beneish, RE Whaley The Journal of Finance 51 (5), 1909-1930, 1996 | 634 | 1996 |
| Valuation of American call options on dividend-paying stocks: Empirical tests RE Whaley Journal of Financial Economics 10 (1), 29-58, 1982 | 558 | 1982 |
| Commodity index investing and commodity futures prices HR Stoll, R Whaley Journal of Applied Finance (Formerly Financial Practice and Education) 20 (1), 2010 | 509 | 2010 |
| Mean reversion of Standard & Poor's 500 index basis changes: Arbitrage‐induced or statistical illusion? MH Miller, J Muthuswamy, RE Whaley The Journal of Finance 49 (2), 479-513, 1994 | 506 | 1994 |
| Market volatility prediction and the efficiency of the S & P 100 index option market CR Harvey, RE Whaley Journal of Financial Economics 31 (1), 43-73, 1992 | 483 | 1992 |
| On the valuation of American call options on stocks with known dividends RE Whaley Journal of Financial Economics 9 (2), 207-211, 1981 | 475 | 1981 |
| Regime switching in foreign exchange rates:: Evidence from currency option prices NPB Bollen, SF Gray, RE Whaley Journal of Econometrics 94 (1-2), 239-276, 2000 | 346 | 2000 |
