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Working papers
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![Traditional Library](https://static.wixstatic.com/media/c0952e99bdc444c7b7259fa8a559c291.jpg/v1/fill/w_600,h_399,al_c,q_80,usm_0.66_1.00_0.01,enc_auto/Traditional%20Library.jpg)
Michael J. O’Neill and Robert E. Whaley, Effects of nondiscretionary trading on futures prices, July 2019.
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Francois Cocquemas and Robert E. Whaley, Option-implied borrowing costs, December 2019.
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Andrew Hornback and Robert E. Whaley, A portfolio insurance interpretation of VIX, June 2020.
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