World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
58
Citations
22192
World Ranking
890
National Ranking
558

Robert E. Whaley publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Robert E. Whaley sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 116 publications — 23rd percentile

23% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Robert E. Whaley D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Robert E. Whaley sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 58 D-Index — 77th percentile

77% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Overview

Robert E. Whaley is affiliated with Vanderbilt University in the United States and has contributed extensively to the field of Economics, Econometrics, and Finance. Their body of work includes a focus on Finance and Economics and Econometrics, with additional contributions in Strategy and Management, Information Systems, and Accounting.

Their research topics cover a range of areas including Financial Markets and Investment Strategies, Market Dynamics and Volatility, Complex Systems and Time Series Analysis, Financial Reporting and Valuation Research, Financial Risk and Volatility Modeling, Blockchain Technology Applications and Security, and Stochastic Processes and Financial Applications.

Notable recent publications by Robert E. Whaley include:

  • Levered and Inverse Exchange-Traded Products: Blessing or Curse? (2020) - Financial Analysts Journal
  • Effects of nondiscretionary trading on futures prices (2022) - Journal of Futures Markets
  • Levered and inverse VIX ETP option contract adjustments: No harm, no foul? (2020) - Accounting and Finance
  • Spot Bitcoin ETFs: The Struggle Was Worth It (2025) - Financial Analysts Journal
  • Levered and Inverse ETPs: Blessing or Curse? (2020) - SSRN Electronic Journal

Frequent co-authors collaborating with Whaley include Colby J. Pessina, Michael O'Neill, Angel Tengulov, and Andrew M. Hornback.

Their work has appeared in several publication venues, with multiple papers published in the SSRN Electronic Journal and Financial Analysts Journal, as well as contributions to the Journal of Futures Markets and Accounting and Finance.

Best Publications

  • Implied Volatility Functions: Empirical Tests

    Bernard Dumas;Jeff Fleming;Robert E. Whaley

  • Efficient Analytic Approximation of American Option Values

    Giovanni Barone-Adesi;Robert E. Whaley

  • The Investor Fear Gauge

    Robert E. Whaley

  • The Dynamics of Stock Index and Stock Index Futures Returns

    Hans R. Stoll;Robert E. Whaley

  • Does Net Buying Pressure Affect the Shape of Implied Volatility Functions

    Nicolas P. B. Bollen;Robert E. Whaley

  • Transaction costs and the small firm effect

    Hans R. Stoll;Robert E. Whaley

  • Understanding the VIX

    Robert E Whaley

  • Stock Market Structure and Volatility

    Hans R. Stoll;Robert E. Whaley

  • Predicting stock market volatility: A new measure

    Jeff Fleming;Barbara Ostdiek;Robert E. Whaley

  • Derivatives on Market Volatility: Hedging Tools Long Overdue

    Robert E. Whaley

  • Trading costs and the relative rates of price discovery in stock, futures, and option markets

    Jeff Fleming;Barbara Ostdiek;Robert E. Whaley

  • Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets

    Jens A. Stephan;Robert E. Whaley

  • An Anatomy of the “S&P Game”: The Effects of Changing the Rules

    Messod D. Beneish;Robert E. Whaley

  • Commodity Index Investing and Commodity Futures Prices

    Hans R. Stoll;Robert E. Whaley

  • Valuation of American call options on dividend-paying stocks: Empirical tests

    Robert E. Whaley

  • Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage‐induced or Statistical Illusion?

    Merton H. Miller;Jayaram Muthuswamy;Robert E. Whaley

  • Market volatility prediction and the efficiency of the S & P 100 index option market

    Campbell R. Harvey;Robert E. Whaley

  • On the valuation of American call options on stocks with known dividends

    Robert E. Whaley

  • Efficient Analytic Approximation of American Option Values

    Unknown

  • Regime switching in foreign exchange rates : Evidence from currency option prices

    Nicolas P.B. Bollen;Stephen F. Gray;Stephen F. Gray;Robert E. Whaley

  • Program Trading and Expiration-Day Effects

    Hans R. Stoll;Robert E. Whaley

Frequent Co-Authors

Thomas J. Smith
Thomas J. Smith Johns Hopkins University School of Medicine
Hans R. Stoll
Hans R. Stoll Vanderbilt University
David G. Robinson
David G. Robinson Heidelberg University
Messod Daniel Beneish
Messod Daniel Beneish Indiana University
Campbell R. Harvey
Campbell R. Harvey Duke University
Merton H. Miller
Merton H. Miller University of Chicago

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