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 1 3 9 51 3 5 18 164
Extracting Inflation from Stock Returns to Test Purchasing Power Parity 0 0 1 30 0 6 33 211
Extracting Inflation from Stock Returns to Test Purchasing Power Parity 0 0 1 19 0 1 2 134
Learning, hubris and corporate serial acquisitions 0 0 0 43 0 0 2 145
PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES 0 0 0 0 1 2 5 671
Total Working Papers 1 3 11 143 4 14 60 1,325


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 82 1 1 7 220
A Possible Explanation of the Small Firm Effect 2 3 14 555 3 4 28 1,171
A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market 2 3 8 945 5 8 41 2,198
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory 21 62 228 7,293 40 114 530 13,282
A note on the geometry of Shanken's CSR T2 test for mean/variance efficiency 0 0 1 43 0 0 2 122
A pure foreign exchange asset pricing model 0 1 4 157 1 2 7 401
A reply to Mayers and Rice (1979) 0 0 1 57 0 1 5 158
Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns 0 0 0 3 0 0 0 28
Ambiguity when Performance is Measured by the Securities Market Line 0 0 2 338 1 2 29 860
An Empirical Investigation of the Arbitrage Pricing Theory 0 2 18 1,488 4 8 43 2,864
An Introduction to Risk and Return from Common Stocks. By Richard A. Brealey (Cambridge, Mass.: The M.I.T. Press, 1969) 0 0 3 37 0 0 6 112
An analytic valuation formula for unprotected American call options on stocks with known dividends 2 3 6 422 4 5 12 911
An empirical study of risk under fixed and flexible exchange 0 0 0 20 1 2 2 66
An empirical survey of Indonesian equities 1985-1992 0 0 0 30 0 0 2 84
An explanation of the forward premium ‘puzzle’ 0 0 2 165 1 1 5 307
Assets, Money, and Commodity Price Inflation Under Uncertainty: Demand Theory 0 0 0 30 0 1 1 138
Benefits to Homeowners from Mortgage Portfolios Retained by Fannie Mae and Freddie Mac 2 2 3 38 4 6 18 205
Bias in Fitting the Sharpe Model to Time Series Data 0 0 0 35 0 0 1 76
Capital Budgeting of Risky Projects with "Imperfect" Markets for Physical Capital 0 0 3 86 1 1 6 215
Comments on qualitative results for investment proportions 2 2 2 44 2 2 2 133
Commonality in liquidity 0 0 12 1,052 0 3 49 2,355
Determinants of Daily Fluctuations in Liquidity and Trading Activity 0 0 2 75 0 0 3 189
East Asia and Europe during the 1997 Asian collapse: a clinical study of a financial crisis 0 0 0 101 0 0 0 288
Economic Forces and the Stock Market 40 85 219 7,706 71 187 535 18,376
Evidence on the "Growth-Optimum" Model 0 0 1 32 0 0 3 87
Evidence on the speed of convergence to market efficiency 0 2 12 204 1 5 21 444
Expectations and the Demand for Bonds: Comment 0 0 0 6 0 0 0 59
Extracting Inflation from Stock Returns to Test Purchasing Power Parity 0 0 0 117 1 1 5 442
How employee stock options and executive equity ownership affect long-term IPO operating performance 1 1 1 69 1 1 2 278
Industrial Structure and the Comparative Behavior of International Stock Market Indices 0 0 13 603 2 4 31 1,400
Interest Rates on Monetary Assets and Commodity Price Index Changes 0 0 1 44 0 0 3 117
Interest-Rate Risk and the Term Structure of Interest Rates: Comment 0 0 1 18 0 0 1 58
Investment Diversification and Bond Maturity 0 0 2 40 1 1 3 131
Investor Evaluation of Accounting Information: Some Empirical Evidence 2 2 6 386 2 2 13 1,037
Investor Reaction to Inter‐corporate Business Contracting: Evidence and Explanation 0 0 0 6 0 0 2 66
Is European M&A Regulation Protectionist? 0 0 0 77 0 1 4 320
Learning from others, reacting, and market quality1 1 1 1 16 1 1 1 75
Liquidity and market efficiency 6 12 42 572 10 22 84 1,366
Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis 0 1 3 149 0 1 8 393
Market Response to European Regulation of Business Combinations 0 0 4 52 1 2 8 190
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 1 33 0 0 3 124
On Valuing American Call Options with the Black-Scholes European Formula 0 0 0 312 0 0 3 1,027
On computing mean returns and the small firm premium 0 0 1 368 0 1 9 864
On some parity conditions encountered frequently in international economics 0 0 1 30 0 0 1 93
On the Cross-sectional Relation between Expected Returns and Betas 0 0 7 358 1 1 21 858
Orange Juice and Weather 5 8 39 1,293 11 16 81 2,900
Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange 0 0 4 57 2 4 18 219
Order imbalance, liquidity, and market returns 3 9 19 352 4 15 61 1,053
Orthogonal Portfolios 0 1 6 55 0 3 18 182
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note 0 0 8 150 0 0 8 493
Rational Response to the Money Supply 0 0 0 4 0 0 0 55
Rational infinitely lived asset prices must be non-stationary 0 0 2 42 0 0 2 100
Remembering Mert 0 0 2 6 0 0 2 47
Stock return variances: The arrival of information and the reaction of traders 5 6 27 2,513 7 16 68 5,013
Strategies for Pairwise Competition in Markets and Organizations 0 0 4 96 0 0 13 709
Taxes and dividend clientele: Evidence from trading and ownership structure 0 0 0 83 1 1 9 298
The Fiscal and Monetary Linkage between Stock Returns and Inflation 1 1 18 683 3 7 52 1,496
The Hubris Hypothesis of Corporate Takeovers 4 20 142 4,479 19 78 431 12,828
Total Journal Articles 99 227 897 34,107 207 531 2,323 79,581


Statistics updated 2022-11-05