Robert E. Whaley

• [2004 JFE] 做市商的价差里，藏着一份「到期日不确定」的期权Modeling the Bid/ask Spread: Measuring the Inventory-holding PremiumJun 2026
• [1992 JFE] 波动率可以预测，却赚不到钱——一桩关于市场有效性的「无罪判决」Market Volatility Prediction and the Efficiency of the S & P 100 Index Option MarketJun 2026