Thomas W. Miller, Jr.

Mississippi State University

Mississippi State, MS 39762

United States

Consumers' Research

SCHOLARLY PAPERS

26

DOWNLOADS
Rank 15,675

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Top 15,675

in Total Papers Downloads

5,961

SSRN CITATIONS
Rank 44,518

SSRN RANKINGS

Top 44,518

in Total Papers Citations

16

CROSSREF CITATIONS

4

Scholarly Papers (26)

1.

Tweaking Implied Volatility

Number of pages: 9 Posted: 02 Sep 2004
Charles J. Corrado and Thomas W. Miller Jr.
Deakin University - School of Accounting, Economics & Finance and Mississippi State University
Downloads 1,056 (39,903)
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 and Thomas W. Miller Jr.
Deakin University - School of Accounting, Economics & Finance and Mississippi State University
Downloads 903 (49,707)
Citation 24

Abstract:

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options, implied volatility, volatility forecasting

3.

Credit for me but not for thee: The effects of the Illinois rate cap

Number of pages: 39 Posted: 02 Jan 2023 Last Revised: 03 Jul 2023
J. Brandon Bolen, Gregory Elliehausen and Thomas W. Miller Jr.
Mississippi College, Board of Governors of the Federal Reserve System and Mississippi State University
Downloads 728 (66,453)

Abstract:

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Small-Dollar Credit; Interest rate cap; Installment lending

4.

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 and Thomas W. Miller Jr.
Kari Granger, LLC and Mississippi State University
Downloads 671 (73,748)

Abstract:

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

5.

Repricing and Employee Stock Option Valuation

Number of pages: 31 Posted: 26 Oct 1998
Deakin University - School of Accounting, Economics & Finance, University of Florida, Mississippi State University and University of Missouri at Columbia - Department of Finance
Downloads 588 (87,084)

Abstract:

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6.

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 and Thomas W. Miller Jr.
affiliation not provided to SSRN and Mississippi State University
Downloads 504 (105,529)
Citation 2

Abstract:

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

7.

The Performance of Global Portfolio Recommendations

Number of pages: 52 Posted: 04 Dec 2003
Mary M. Bange, Kenneth Khang and Thomas W. Miller Jr.
affiliation not provided to SSRN, University of Wisconsin - Milwaukee and Mississippi State University
Downloads 277 (205,373)

Abstract:

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8.

The Effects on Consumers from Two State-Level Regulations of the Payday Loan Market

Number of pages: 74 Posted: 05 Oct 2021
Thomas W. Miller Jr. and Todd J. Zywicki
Mississippi State University and George Mason University - Antonin Scalia Law School
Downloads 242 (234,880)

Abstract:

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Personal Finance, Consumer Protection, Non-bank Financial Services, Payday Loans, State Regulation

9.

Consumers and Guaranteed Asset Protection (“GAP Protection”) on Vehicle Loans and Sales-Financing Contracts: A First Look

Number of pages: 28 Posted: 01 Oct 2021
Thomas A. Durkin, Gregory Elliehausen and Thomas W. Miller Jr.
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Mississippi State University
Downloads 155 (351,236)

Abstract:

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GAP, GAP Waiver, GAP insurance, vehicle financing, ancillary products, consumer credit, debt cancellation agreements

10.

How Do Small-Dollar, Nonbank Loans Work?

Mercatus Research Paper
Number of pages: 88 Posted: 01 May 2019
Thomas W. Miller Jr.
Mississippi State University
Downloads 116 (440,011)
Citation 3

Abstract:

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payday loans, nonbank loans, title loans, financial regulation, public policy

11.

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 and Thomas W. Miller Jr.
Idaho State University and Mississippi State University
Downloads 116 (440,011)

Abstract:

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

12.

International Evidence on the Impact of Macroprudential Policies on Bank Risk Taking and Systemic Risk

Number of pages: 55 Posted: 24 Jul 2018
Wenqing Gao, Thomas W. Miller Jr. and Alvaro G. Taboada
Mississippi State University, Mississippi State University and Mississippi State University
Downloads 112 (451,705)

Abstract:

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Macroprudential Policies, Systemic Risk, Bank Risk Taking

13.

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 and Thomas W. Miller Jr.
Idaho State University and Mississippi State University
Downloads 84 (546,782)

Abstract:

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14.

A Natural Experiment to Measure the Consequences of a Binding Interest Rate Cap

Number of pages: 42 Posted: 26 Oct 2017
Onyumbe Lukongo and Thomas W. Miller Jr.
Southern University and Mississippi State University
Downloads 82 (554,821)
Citation 1

Abstract:

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Installment Loans, Access to Credit, Interest Rate Cap

15.

A New Look at the Effects of the Interest Rate Ceiling in Arkansas

FEDS Working Paper No. 2021-045R1
Number of pages: 42 Posted: 10 Aug 2021 Last Revised: 07 Sep 2021
Gregory Elliehausen, Simona Hannon and Thomas W. Miller Jr.
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Mississippi State University
Downloads 80 (563,033)
Citation 1

Abstract:

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Consumer Credit, Access to Credit, Interest Rate Cap, Financial Regulation

16.

The Cost of Rate Caps: Evidence from Arkansas

Number of pages: 57 Posted: 09 Aug 2021 Last Revised: 02 Jan 2023
Thomas W. Miller Jr. and Onyumbe Lukongo
Mississippi State University and Southern University
Downloads 74 (588,720)
Citation 2

Abstract:

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Consumer credit, installment loans, access to credit, interest rate cap, financial regulation

17.

Service Contracts on Vehicle Purchases: Findings from a New Survey

Number of pages: 15 Posted: 30 Jun 2023
Thomas A. Durkin, Gregory Elliehausen and Thomas W. Miller Jr.
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Mississippi State University
Downloads 47 (733,494)

Abstract:

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Service contracts, vehicle sales, ancillary products, automobile sales

18.

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 and Thomas W. Miller Jr.
affiliation not provided to SSRN and Mississippi State University
Downloads 45 (746,752)

Abstract:

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19.

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

Mercatus Research Paper
Number of pages: 50 Posted: 03 May 2019
Onyumbe Lukongo and Thomas W. Miller Jr.
Southern University and Mississippi State University
Downloads 41 (774,794)

Abstract:

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installment loans, access to credit, interest rate cap

20.

Consumers and Guaranteed Asset Protection (GAP Protection) on Vehicle Financing Contracts: A First Look

FEDS Working Paper No. 2022-62
Number of pages: 23 Posted: 22 Nov 2022
Thomas A. Durkin, Gregory Elliehausen and Thomas W. Miller Jr.
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Mississippi State University
Downloads 28 (878,619)

Abstract:

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GAP, GAP waiver, GAP insurance, Vehicle financing, Ancillary products, Consumer credit, Debt cancellation agreements

21.

Directly Measuring Early Exercise Premiums Using American and European S&Amp;P 500 Index Options

FRB St. Louis Working Paper No. 2002-16
Number of pages: 38 Posted: 27 Aug 2021
Michael J. Dueker and Thomas W. Miller Jr.
Federal Reserve Banks - Federal Reserve Bank of St. Louis and Mississippi State University
Downloads 12 (1,036,662)

Abstract:

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options, Stock market

22.

The Performance of Options-Based Investment Strategies: Evidence for Individual Stocks from 2004 to 2019

Posted: 18 Mar 2024
Zhuo Li and Thomas W. Miller Jr.
Montana State University - Bozeman - College of Business and Mississippi State University

Abstract:

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options, options strategies

23.

Market Microstructure Effects on the Direct Measurement of the Early Exercise Premium in Exchange-Listed Options

FRB St. Louis Working Paper No. 1996-13
Posted: 27 Aug 2021
Michael J. Dueker and Thomas W. Miller Jr.
affiliation not provided to SSRN and Mississippi State University

Abstract:

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Liquidity (Economics), options, Stock market

24.

Box Spread Arbitrage Profits and the 1987 Market Crash

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

Abstract:

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25.

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 and Thomas W. Miller Jr.
University of Washington - Michael G. Foster School of Business and Mississippi State University

Abstract:

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26.

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 and Thomas W. Miller Jr.
University of Notre Dame - Department of Finance (deceased) and Mississippi State University

Abstract:

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