Thomas W. Miller

Saint Louis University - Department of Finance

Associate Professor

3674 Lindell Blvd

Saint Louis, MO 63108-3397

United States

Mississippi State University - College of Business

Jack R. Lee Professor of Finance

Mississippi State, MS 39762-0964

United States

SCHOLARLY PAPERS

12

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Top 16,531

in Total Papers Downloads

3,837

SSRN CITATIONS
Rank 44,377

SSRN RANKINGS

Top 44,377

in Total Papers Citations

12

CROSSREF CITATIONS

4

Scholarly Papers (12)

1.

Tweaking Implied Volatility

Number of pages: 9 Posted: 02 Sep 2004
Charles J. Corrado, Thomas W. Miller and Thomas W. Miller
Deakin University - School of Accounting, Economics & Finance and Mississippi State University - College of BusinessSaint Louis University - Department of Finance
Downloads 913 (32,457)
Citation 1

Abstract:

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Options, implied volatility, implied standard deviation

2.

The Forecast Quality of Cboe Implied Volatility Indexes

Olin School of Business Working Paper No. 2003-08-004
Number of pages: 33 Posted: 16 Sep 2003
Charles J. Corrado, Thomas W. Miller and Thomas W. Miller
Deakin University - School of Accounting, Economics & Finance and Mississippi State University - College of BusinessSaint Louis University - Department of Finance
Downloads 850 (35,809)
Citation 13

Abstract:

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options, implied volatility, volatility forecasting

3.

Fighting for the Freedom Required to be a Leader

Barbados Group Working Paper No. 10-08
Number of pages: 33 Posted: 16 Aug 2010 Last Revised: 06 Jan 2011
Kari L. Granger, Thomas W. Miller and Thomas W. Miller
Kari Granger, LLC and Mississippi State University - College of BusinessSaint Louis University - Department of Finance
Downloads 618 (54,957)

Abstract:

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Leader, Leadership, Ontological, Being, Human Being, Case Study, Leadership Development

4.

Repricing and Employee Stock Option Valuation

Number of pages: 31 Posted: 26 Oct 1998
Charles J. Corrado, Bradford D. Jordan, Thomas W. Miller, Thomas W. Miller and John J. Stansfield
Deakin University - School of Accounting, Economics & Finance, University of Florida, Mississippi State University - College of BusinessSaint Louis University - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 560 (62,158)
Citation 2

Abstract:

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5.

Return Momentum and Global Portfolio Allocations

Olin School of Business Working Paper No. 2002-06-001
Number of pages: 45 Posted: 10 Aug 2002
Mary M. Bange, Thomas W. Miller and Thomas W. Miller
affiliation not provided to SSRN and Mississippi State University - College of BusinessSaint Louis University - Department of Finance
Downloads 483 (74,701)
Citation 2

Abstract:

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Momentum Trading, Investment Houses, Strategic Asset Allocation, Equity Allocation by Country

6.

The Performance of Global Portfolio Recommendations

Number of pages: 52 Posted: 04 Dec 2003
Mary M. Bange, Kenneth Khang, Thomas W. Miller and Thomas W. Miller
affiliation not provided to SSRN, University of Wisconsin - Milwaukee and Mississippi State University - College of BusinessSaint Louis University - Department of Finance
Downloads 260 (148,760)

Abstract:

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7.

Separating Portfolio Performance into Opportunity, Foresight, and Active Management Risk

Number of pages: 37 Posted: 15 Jul 2010 Last Revised: 06 Dec 2011
Kenneth Khang, Thomas W. Miller and Thomas W. Miller
Idaho State University and Mississippi State University - College of BusinessSaint Louis University - Department of Finance
Downloads 93 (345,288)

Abstract:

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Portfolio Performance Measurement, Portfolio Performance Decomposition, Unconditional Performance, International Investment Houses, Asset Allocation

8.

Measuring the Effects of Foresight and Commitment on Portfolio Performance

Number of pages: 39 Posted: 23 Mar 2009 Last Revised: 19 Aug 2009
Kenneth Khang, Thomas W. Miller and Thomas W. Miller
Idaho State University and Mississippi State University - College of BusinessSaint Louis University - Department of Finance
Downloads 50 (479,893)

Abstract:

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9.

Adverse Consequences of the Binding Constitutional Interest Rate Cap in the State of Arkansas

MERCATUS WORKING PAPER
Number of pages: 50 Posted: 07 Jun 2018
Onyumbe Enumbe Lukongo, Thomas W. Miller and Thomas W. Miller
affiliation not provided to SSRN and Mississippi State University - College of BusinessSaint Louis University - Department of Finance
Downloads 10 (718,137)

Abstract:

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10.

Box Spread Arbitrage Profits and the 1987 Market Crash

Posted: 09 Aug 1999
Michael Lee Hemler, Thomas W. Miller and Thomas W. Miller
University of Notre Dame - Department of Finance (deceased) and Mississippi State University - College of BusinessSaint Louis University - Department of Finance

Abstract:

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11.

Daily and Intradaily Tests of European Put-Call Parity

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, Vol 30 No 4, December 1995
Posted: 24 Aug 1998
Avraham Kamara, Thomas W. Miller and Thomas W. Miller
University of Washington - Michael G. Foster School of Business and Mississippi State University - College of BusinessSaint Louis University - Department of Finance

Abstract:

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12.

Box Spread Arbitrage Profits Following the 1987 Market Crash: Real or Illusory?

J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, March 1997
Posted: 10 Apr 1997
Michael Lee Hemler, Thomas W. Miller and Thomas W. Miller
University of Notre Dame - Department of Finance (deceased) and Mississippi State University - College of BusinessSaint Louis University - Department of Finance

Abstract:

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