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Cited by 297

The DOI matches its Crossref record; 38 of the 38 references it cites were found in a registry or an index.

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

Harvey, Campbell R., Whaley, Robert E.·1992·Journal of Financial Economics
DOI 10.1016/0304-405x(92)90011-l
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Metadata

Authors
Harvey, C. R., & Whaley, R. E.
Venue
Journal of Financial Economics
Publisher
Elsevier BV
Published
1992-01
Volume
31
Issue
1
Pages
43-73
ISSN
0304-405X (ISSN-L)
DOI
10.1016/0304-405x(92)90011-l
OpenAlex
W2001052301
Cited by
297
References
38
FWCI
20.29
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Market volatility prediction and the efficiency of the S & P 100 index option market. https://app.cochat.ai/papers/10.1016/0304-405x(92)90011-l
The paper
Harvey, C. R., & Whaley, R. E. (1992). Market volatility prediction and the efficiency of the S & P 100 index option market. Journal of Financial Economics. https://doi.org/10.1016/0304-405x(92)90011-l

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.