Jeff Whitworth

University of Houston, Clear Lake

Associate Professor of Finance

2700 Bay Area Blvd.

Houston, TX 77058

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 20,623

SSRN RANKINGS

Top 20,623

in Total Papers Downloads

2,502

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

The Implied Volatility of ETF and Index Options

The International Journal of Business and Finance Research, Vol. 5, No. 4, pp. 35-44, 2011
Number of pages: 10 Posted: 07 Jul 2011
Stoyu I. Ivanov, Jeff Whitworth and Yi Zhang
San Jose State University, University of Houston, Clear Lake and Prairie View A&M University
Downloads 1,993 (8,025)

Abstract:

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exchange-traded funds, index options, implied volatility, open interest

2.

Do Tax Law Changes Influence Ex-Dividend Stock Price Behavior? Evidence from 1926-2005

Number of pages: 46 Posted: 29 Sep 2006 Last Revised: 22 Feb 2008
Jeff Whitworth and Ramesh P. Rao
University of Houston, Clear Lake and Oklahoma State University - Stillwater - Spears School of Business - Department of Finance
Downloads 263 (124,754)
Citation 1

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Ex-dividend, Taxes, Anomalies, Market efficiency, Dividend clienteles

3.
Downloads 217 (150,936)
Citation 1

The Ex-Day Price Behavior of REITs: Taxes or Ticks?

Number of pages: 28 Posted: 18 May 2005 Last Revised: 13 Aug 2009
Jeff Whitworth and David Carter
University of Houston, Clear Lake and Oklahoma State University - Stillwater - Department of Finance
Downloads 215 (151,919)

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Dividends, ex-day price behavior, REITs, discreteness, tax clienteles

The Ex-Day Price Behavior of REITs: Taxes or Ticks?

Real Estate Economics, Vol. 38, No. 4, pp. 733-752, 2010
Number of pages: 20 Posted: 03 Jan 2011
Jeff Whitworth and David Carter
University of Houston, Clear Lake and Oklahoma State University - Stillwater - Department of Finance
Downloads 2 (712,931)
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The Ex-Day Price Behavior of REITs: Taxes or Ticks?

Real Estate Economics, Forthcoming
Posted: 23 Aug 2010
Jeff Whitworth and David Carter
University of Houston, Clear Lake and Oklahoma State University - Stillwater - Department of Finance

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ex-dividend, REITs, taxes, microstructure, ticks

4.

Improving Long-Term Portfolio Risk and Return by Using Appreciated Stocks for Charitable Donations

Financial Services Review, Forthcoming
Number of pages: 39 Posted: 04 Dec 2017 Last Revised: 17 Oct 2018
Jeff Whitworth
University of Houston, Clear Lake
Downloads 29 (504,138)

Abstract:

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Stock donation, Capital gains, Tax-efficient investing, Diversification return, Portfolio risk