Robert E. Whaley
Impact in
- Finance top 0.02%
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Accounting top 1%
- Corporate Finance and Governance
- Auditing, Earnings Management, Governance
Papers in
- Finance 67
- Financial Markets and Investment Strategies 47
- Stochastic processes and financial applications 25
- Financial Risk and Volatility Modeling 14
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- Risk Management in Financial Firms 2
- Corporate Taxation and Avoidance 1
- Co-authors
- Hans R. Stoll (13 shared papers)Jeff Fleming (5 shared papers)Nicolas P. B. Bollen (9 shared papers)Giovanni Barone‐Adesi (2 shared papers)Bernard Dumas (3 shared papers)Barbara Ostdiek (2 shared papers)Tom Smith (13 shared papers)Campbell R. Harvey (3 shared papers)
- Journals
- The Journal of Finance (15 papers)The Journal of Portfolio Management (9 papers)Journal of Futures Markets (8 papers)Financial Analysts Journal (6 papers)Journal of Financial Economics (6 papers)
- Partner nations
- United StatesAustraliaCanada
In The Last Decade
Robert E. Whaley
72 papers receiving 7.7k citations
Robert E. Whaley's Hit Papers
Peers
Comparison fields: 5 of 73
- Finance 7.7k
- Accounting 552
- Economics and Econometrics 965
- Management Science and Operations Research 254
- General Economics, Econometrics and Finance 106
Countries citing papers authored by Robert E. Whaley
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
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-authors
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.
All Works
Showing the 20 most-cited of 72 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | The Investor Fear Gauge Hit paper breakdown → | 2000 | 718 |
| 2 | Implied Volatility Functions: Empirical Tests Hit paper breakdown → | 1998 | 710 |
| 3 | 1987 | 663 | |
| 4 | 1990 | 537 | |
| 5 | 2004 | 496 | |
| 6 | Understanding the VIX Hit paper breakdown → | 2009 | 410 |
| 7 | 1990 | 363 | |
| 8 | 1995 | 346 | |
| 9 | 1983 | 329 | |
| 10 | 1993 | 297 | |
| 11 | 1996 | 280 | |
| 12 | 1990 | 276 | |
| 13 | 1982 | 217 | |
| 14 | 1994 | 205 | |
| 15 | 1996 | 201 | |
| 16 | 1992 | 190 | |
| 17 | 1981 | 154 | |
| 18 | 1987 | 136 | |
| 19 | 1997 | 130 | |
| 20 | 2000 | 128 |
About Robert E. Whaley
Robert E. Whaley is a scholar working on Finance, Accounting, Economics and Econometrics, Marketing and General Economics, Econometrics and Finance, having authored 72 papers that have together received 8.6k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (47 papers), Stochastic processes and financial applications (25 papers), Financial Risk and Volatility Modeling (14 papers), Market Dynamics and Volatility (2 papers), Risk Management in Financial Firms (2 papers), Taxation and Compliance Studies (1 paper), Securities Regulation and Market Practices (1 paper) and Corporate Taxation and Avoidance (1 paper). The work is most often cited by research in Finance (7.7k citations), Accounting (552 citations), Economics and Econometrics (965 citations), Management Science and Operations Research (254 citations) and General Economics, Econometrics and Finance (106 citations). Robert E. Whaley has collaborated with scholars based in United States, Australia and Canada. Frequent co-authors include Hans R. Stoll, Jeff Fleming, Nicolas P. B. Bollen, Giovanni Barone‐Adesi, Bernard Dumas, Barbara Ostdiek, Tom Smith, Campbell R. Harvey, Jens A. Stephan and Messod Daniel Beneish. Their work appears in journals such as The Journal of Finance, The Journal of Portfolio Management, Journal of Futures Markets, Financial Analysts Journal and Journal of Financial Economics.
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.