James B. Wiggins

发表

Option values under stochastic volatility: Theory and empirical estimates

James B. Wiggins, 1987 .

Option Pricing and Implicit Volatilities

R. Jarrow, James B. Wiggins, 1989 .

Empirical Tests of the Bias and Efficiency of the Extreme-Value Variance Estimator for Common Stocks

James B. Wiggins, 1991 .

Box Spread and Put-Call Parity Tests for the S&P 500 Index LEAPS Market

James B. Wiggins, Anu Bharadwaj, Anu Bharadwaj, 2001 .

Openings and Closings

James B. Wiggins, 1992 .

Religion as Story

James B. Wiggins, Stephen D. Crites, 1985 .

The Earnings-Price and Standardized Unexpected Earnings Effects: One Anomaly or Two?

James B. Wiggins, 1991 .

Re-Imaging Psycho-History

James B. Wiggins, 1975 .

Empirical tests of the bias and efficiency of the extreme-value variance estimator for common stocks

James B. Wiggins, 1993 .

Betas in Up and Down Markets

James B. Wiggins, 1992 .

Beta Changes around Stock Splits Revisited

James B. Wiggins, 1992, Journal of Financial and Quantitative Analysis.

The Performance of Actively Managed International Mutual Funds

James B. Wiggins, M. Detzler, 1997 .

The Relation between Risk and Optimal Debt Maturity and the Value of Leverage

James B. Wiggins, 1990, Journal of Financial and Quantitative Analysis.

Trade Imbalances and Inventory Effects in Long-term S&P 500 Index Options

James B. Wiggins, Anu Bharadwaj, 2003 .

Open Market Stock Repurchase Programs and Liquidity

James B. Wiggins, 1994 .