Proceedings

Robert E. Whaley, 1998, Commentary on hedging vega risk with the VOLAX futures: Some first results, Eleventh Annual CBT European Futures Research Symposium Proceedings, Marseille, France (September).

​

Robert E. Whaley, 1997, Commentary on international transmission of option volatility and skewness: When you’re smiling, does the whole world smile?, Tenth Annual CBT European Futures Research Symposium Proceedings, London, England (September).

​

Robert E. Whaley, 1996, Commentary on liquidity in the Australian SPI futures market following a redenomination of the contract, Seventh Annual CBT Pacific Basin Futures Research Symposium Proceedings, Singapore (February).

​

Robert E. Whaley, 1995, Commentary on Nikkei futures contracts on the SIMEX: A microstructure analysis, Sixth Annual CBT Pacific Basin Futures Research Symposium Proceedings, Hong Kong (March).