Jeff Whitworth

University of Houston, Clear Lake

Associate Professor of Finance

2700 Bay Area Blvd.

Houston, TX 77058

United States

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 19,626

in Total Papers Downloads

2,388

CITATIONS
Rank 28,443

SSRN RANKINGS

Top 28,443

in Total Papers Citations

14

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 1,900 (7,747)

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 253 (119,253)
Citation 14

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

3.
Downloads 216 (139,447)
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 214 (140,345)

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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 (660,769)
Citation 1
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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 19 (520,788)

Abstract:

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