EDUCATION
PhD, Finance, The University of Oklahoma, Norman
MA, Finance, The University of Oklahoma, Norman
AB, Mathematics, Assumption College
AREAS OF EXPERTISE
- derivative securities, volatility, and the VIX
- trading issues, futures trading volume, and market microstructure
- investments and trading models
- behavioral finance and financial neuroscience
PROFESSIONAL ACTIVITIES
Dr. Daiglers publications include articles in The Journal of Finance, Journal of Banking and Finance, The Journal of Futures Markets, The Financial Review, The Journal of Financial Research, Review of Futures Markets, Derivatives Quarterly, and others. He also serves as an associate editor of The Journal of Futures Markets. He is the author of four books: Financial Futures Markets: Concepts, Evidence, and Applications; Managing Risk with Financial Futures: Pricing, Hedging, and Arbitrage; Financial Futures and Options Markets: Concepts and Strategies, and Advanced Options Trading.
|
RECENT PUBLICATIONS
|
|
Chen, Zhiyao, R. T. Daigler, "An Examination of the Complementary Volume-Volatility Information Theories," Journal of Futures Markets, 28.10 (August 2008): 963-992.
|
Hibbert, Ann Marie, R. T. Daigler, B. Dupoyet, "A Behavioral Explanation for the Negative Asymmetric Return-Volatility Relation," Journal of Banking and Finance, 32.10 (October 2008): 2254-2266.
|
Pavlova, Ivelina, R. T. Daigler, "The Non-Convergence of the VIX Futures at Expiration," Review of Future Markets, 17.2 (Fall 2008): 201-223.
|
Richie, Nivine F., R. T. Daigler, K. Gleason, "The Limits to Stock Index Arbitrage: Examining S&P 500 Futures and SPDRs," Journal of Futures Markets, 28.12 (December 2008): 1182-1205.
|
Daigler, Robert T., "Spread Volume for Currency Futures," Journal of Economics and Finance, 31.1 (spring 2007): 12-19.
|
Chen, Zhiyao, R. T. Daigler, A. Parhizgari, "Persistence of Volatility in Futures Markets," Journal of Futures Markets, 26.6 (June 2006): 571-594.
|
Daigler, Robert T., L. Rossi, "A Portfolio of Stocks and Volatility," Journal of Investing, 15.2 (summer 2006): 99-106.
|
Nguyen, Duong, R. T. Daigler, "A Return-Volume-Volatility Analysis of Futures Contracts," Review of Future Markets, 15.3 (winter 2006): 265-293.
|
You, Leyuan , R. T. Daigler, "Markowitz-Sharpe Portfolios for International Stock Index Futures," Review of Future Markets, 15.1 (summer 2006): 265-293.
|
Daigler, Robert T., "The Review of the Interrelated Nature of T-bond Futures Delivery Options," Review of Future Markets, 14.2 (fall 2005): 67-91.
|
|
