Robert I. Webb

University of Virginia - McIntire School of Commerce

Rouss and Robertson Halls 125 Ruppel Lane

Charlottesville, VA 22903

United States

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 49,342

in Total Papers Downloads

801

CITATIONS

2

Scholarly Papers (5)

1.

On the Intraday Relation between the VIX and Its Futures

Number of pages: 29 Posted: 31 Jan 2014
Bart Frijns, Alireza Tourani-Rad and Robert I. Webb
Auckland University of Technology - Faculty of Business & Law, Auckland University of Technology - Faculty of Business & Law and University of Virginia - McIntire School of Commerce
Downloads 314 (95,272)

Abstract:

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VIX, Futures, Vector Autoregressions, Ultra-High Frequency Data

2.

The Intraday Properties of the VIX and the VXO

Number of pages: 31 Posted: 14 Dec 2016
Auckland University of Technology, Auckland University of Technology - Faculty of Business & Law, Auckland University of Technology - Faculty of Business & Law and University of Virginia - McIntire School of Commerce
Downloads 313 (95,619)

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VIX, Seasonality, Intraday data

3.

The Impact of Latency Sensitive Trading on High Frequency Arbitrage Opportunities

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 23 Posted: 02 Feb 2016
Alex Frino, Vito Mollica, Robert I. Webb and Shunquan Zhang
Macquarie University, Macquarie Graduate School of Management, University of Virginia - McIntire School of Commerce and Macquarie University
Downloads 174 (171,220)

Abstract:

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arbitrage, high-frequency trading, latency

4.

Sgx Bids for Asx

Darden Case No. UVA-F-1756
Number of pages: 6 Posted: 30 May 2017
Robert I. Webb
University of Virginia - McIntire School of Commerce
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exchange mergers, take over attempt, acquisition targets, demutualization

Price Jump Risk in the US Housing Market

Journal of Real Estate Finance and Economics, 2015 Forthcoming
Posted: 24 Aug 2015
Robert I. Webb, Jian Yang and Jin Zhang
University of Virginia - McIntire School of Commerce, University of Colorado at Denver - Business School and Independent

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Housing price index, Jump intensity, Economic fundamentals

Price Jump Risk in the US Housing Market

Journal of Real Estate Finance and Economics, Vol. 53, No. 1, 2016
Posted: 14 May 2016
Robert I. Webb and Jian Yang
University of Virginia - McIntire School of Commerce and University of Colorado at Denver - Business School

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Housing price index; Jump intensity; Economic fundamentals