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James B. Wiggins · Study
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Author
James B. Wiggins
8 works
· latest 1997
· 2 institutions
cluster: provisional
Works
8 shown
The Performance of Actively Managed International Mutual Funds
Review of Quantitative Finance and Accounting
·
1997
·
2 authors
31
citations
OPEN MARKET STOCK REPURCHASE PROGRAMS AND LIQUIDITY
The Journal of Financial Research
·
1994
·
1 author
51
citations
Beta Changes around Stock Splits Revisited
Journal of Financial and Quantitative Analysis
·
1992
·
1 author
31
citations
Estimating the volatility of S&P 500 futures prices using the extreme‐value method
Journal of Futures Markets
·
1992
·
1 author
54
citations
Betas in Up and Down Markets
Financial Review
·
1992
·
1 author
56
citations
Empirical Tests of the Bias and Efficiency of the Extreme-Value Variance Estimator for Common Stocks
The Journal of Business
·
1991
·
1 author
73
citations
The Relation Between Risk and Optimal Debt Maturity and the Value of Leverage
Journal of Financial and Quantitative Analysis
·
1990
·
1 author
25
citations
Option values under stochastic volatility: Theory and empirical estimates
Journal of Financial Economics
·
1987
·
1 author
904
citations