Access Statistics for Richard Roll

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate serial acquisitions: An empirical test of the learning hypothesis 0 0 0 54 0 1 3 179
Extracting Inflation from Stock Returns to Test Purchasing Power Parity 0 0 0 19 0 0 0 135
Extracting Inflation from Stock Returns to Test Purchasing Power Parity 0 0 0 30 0 1 3 248
Learning, hubris and corporate serial acquisitions 0 0 1 45 0 0 1 150
PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES 0 0 0 0 1 1 5 681
Total Working Papers 0 0 1 148 1 3 12 1,393


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply 0 0 1 87 0 0 5 233
A Possible Explanation of the Small Firm Effect 0 0 7 573 0 0 13 1,212
A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market 0 1 10 996 3 6 28 2,328
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory 3 7 54 7,540 10 19 106 13,847
A note on the geometry of Shanken's CSR T2 test for mean/variance efficiency 0 0 2 45 0 1 6 129
A pure foreign exchange asset pricing model 0 0 0 160 0 0 1 410
A reply to Mayers and Rice (1979) 0 0 0 60 1 1 1 165
Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns 0 0 0 4 1 1 1 30
Ambiguity when Performance is Measured by the Securities Market Line 0 0 5 350 2 2 10 886
An Empirical Investigation of the Arbitrage Pricing Theory 4 4 12 1,551 5 7 31 2,977
An Introduction to Risk and Return from Common Stocks. By Richard A. Brealey (Cambridge, Mass.: The M.I.T. Press, 1969) 0 0 0 39 0 0 1 116
An analytic valuation formula for unprotected American call options on stocks with known dividends 0 0 1 436 0 2 8 943
An empirical study of risk under fixed and flexible exchange 0 0 0 20 0 0 1 68
An empirical survey of Indonesian equities 1985-1992 0 0 0 30 0 0 1 86
An explanation of the forward premium ‘puzzle’ 0 0 0 168 0 0 3 322
Assets, Money, and Commodity Price Inflation Under Uncertainty: Demand Theory 0 0 0 32 0 0 1 143
Benefits to Homeowners from Mortgage Portfolios Retained by Fannie Mae and Freddie Mac 0 0 0 38 1 1 3 210
Bias in Fitting the Sharpe Model to Time Series Data 0 0 0 35 0 3 4 82
Capital Budgeting of Risky Projects with "Imperfect" Markets for Physical Capital 0 0 4 94 0 1 6 229
Comments on qualitative results for investment proportions 0 0 0 44 0 1 3 136
Commonality in liquidity 2 5 10 1,089 3 7 26 2,474
Determinants of Daily Fluctuations in Liquidity and Trading Activity 0 0 0 77 0 1 1 192
East Asia and Europe during the 1997 Asian collapse: a clinical study of a financial crisis 0 0 1 103 0 0 4 297
Economic Forces and the Stock Market 15 43 205 8,505 29 103 532 20,170
Evidence on the "Growth-Optimum" Model 0 0 1 40 0 0 3 97
Evidence on the speed of convergence to market efficiency 1 2 4 217 3 8 15 482
Expectations and the Demand for Bonds: Comment 0 0 0 6 0 1 2 61
Extracting Inflation from Stock Returns to Test Purchasing Power Parity 0 0 0 117 0 0 1 445
How employee stock options and executive equity ownership affect long-term IPO operating performance 0 0 1 75 1 1 6 297
Industrial Structure and the Comparative Behavior of International Stock Market Indices 0 0 2 619 2 3 10 1,441
Interest Rates on Monetary Assets and Commodity Price Index Changes 0 0 1 54 0 0 3 133
Interest-Rate Risk and the Term Structure of Interest Rates: Comment 0 0 0 19 0 0 2 62
Investment Diversification and Bond Maturity 0 0 1 45 0 0 3 140
Investor Evaluation of Accounting Information: Some Empirical Evidence 0 2 3 396 0 3 8 1,063
Investor Reaction to Inter‐corporate Business Contracting: Evidence and Explanation 0 0 0 6 0 1 1 69
Is European M&A Regulation Protectionist? 0 0 0 77 0 0 5 331
Learning from others, reacting, and market quality1 0 0 2 18 0 0 2 81
Liquidity and market efficiency 1 2 19 658 3 9 55 1,573
Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis 0 0 2 158 1 1 5 416
Market Response to European Regulation of Business Combinations 0 0 2 61 0 1 11 218
Mathematics and Computers in Soviet Economic Planning. John P. Hardt, Marvin Hoffenberg, Norman Kaplan, and Herbert S. Levine (editors and coordinators), New Haven: Yale University Press, 1967. 298 + xxii pages 0 0 0 36 0 0 1 131
On Valuing American Call Options with the Black-Scholes European Formula 0 0 0 320 0 0 0 1,038
On computing mean returns and the small firm premium 0 0 0 374 0 0 1 874
On some parity conditions encountered frequently in international economics 0 0 1 32 0 0 3 98
On the Cross-sectional Relation between Expected Returns and Betas 0 0 2 372 1 1 9 907
Orange Juice and Weather 0 1 11 1,346 2 9 33 3,048
Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange 0 0 7 72 0 2 18 261
Order imbalance, liquidity, and market returns 1 7 31 433 2 10 53 1,237
Orthogonal Portfolios 0 0 1 63 1 2 5 220
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note 0 0 2 158 0 0 2 505
Rational Response to the Money Supply 0 0 0 4 0 0 1 58
Rational infinitely lived asset prices must be non-stationary 0 0 0 42 0 0 0 102
Remembering Mert 0 0 0 6 0 0 1 49
Stock return variances: The arrival of information and the reaction of traders 0 3 22 2,584 1 8 43 5,161
Strategies for Pairwise Competition in Markets and Organizations 0 0 1 99 0 0 1 717
Taxes and dividend clientele: Evidence from trading and ownership structure 0 0 1 89 0 0 2 314
The Fiscal and Monetary Linkage between Stock Returns and Inflation 1 4 10 729 1 8 43 1,610
The Hubris Hypothesis of Corporate Takeovers 12 47 198 4,915 22 126 493 13,999
Total Journal Articles 40 128 637 36,316 95 350 1,637 84,923


Statistics updated 2025-09-05