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 2 39 0 1 6 136
Extracting Inflation from Stock Returns to Test Purchasing Power Parity 0 0 0 28 3 7 23 153
Extracting Inflation from Stock Returns to Test Purchasing Power Parity 0 0 0 18 0 0 10 127
Learning, hubris and corporate serial acquisitions 0 1 1 41 2 3 6 132
PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES 0 0 0 0 0 2 10 657
Total Working Papers 0 1 3 126 5 13 55 1,205


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 80 0 0 7 208
A Possible Explanation of the Small Firm Effect 3 5 13 523 3 7 27 1,097
A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market 3 12 33 913 16 42 132 2,031
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory 21 53 302 6,701 38 112 711 11,912
A note on the geometry of Shanken's CSR T2 test for mean/variance efficiency 1 1 1 41 1 2 5 115
A pure foreign exchange asset pricing model 0 0 3 150 0 0 7 382
A reply to Mayers and Rice (1979) 1 1 2 54 2 2 4 144
Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns 0 0 0 3 0 0 1 26
Ambiguity when Performance is Measured by the Securities Market Line 0 0 5 318 1 4 29 763
An Empirical Investigation of the Arbitrage Pricing Theory 1 4 19 1,440 4 11 45 2,723
An Introduction to Risk and Return from Common Stocks. By Richard A. Brealey (Cambridge, Mass.: The M.I.T. Press, 1969) 0 1 2 29 0 1 6 97
An analytic valuation formula for unprotected American call options on stocks with known dividends 0 2 6 408 0 4 13 881
An empirical study of risk under fixed and flexible exchange 0 0 0 20 0 0 4 62
An empirical survey of Indonesian equities 1985-1992 0 0 1 30 0 0 5 80
An explanation of the forward premium ‘puzzle’ 1 1 3 159 1 1 9 291
Assets, Money, and Commodity Price Inflation Under Uncertainty: Demand Theory 0 0 1 29 0 1 6 135
Benefits to Homeowners from Mortgage Portfolios Retained by Fannie Mae and Freddie Mac 0 1 2 35 0 3 5 171
Bias in Fitting the Sharpe Model to Time Series Data 0 0 1 34 2 2 4 72
Capital Budgeting of Risky Projects with "Imperfect" Markets for Physical Capital 0 0 2 76 1 2 11 190
Comments on qualitative results for investment proportions 0 0 1 42 0 2 5 129
Commonality in liquidity 2 6 46 993 4 21 113 2,183
Determinants of Daily Fluctuations in Liquidity and Trading Activity 1 3 6 64 2 4 18 169
East Asia and Europe during the 1997 Asian collapse: a clinical study of a financial crisis 0 1 3 98 0 2 12 279
Economic Forces and the Stock Market 13 44 228 7,301 40 126 626 17,261
Evidence on the "Growth-Optimum" Model 0 0 0 31 0 0 4 78
Evidence on the speed of convergence to market efficiency 0 3 13 175 2 8 36 373
Expectations and the Demand for Bonds: Comment 0 0 0 6 0 1 5 58
Extracting Inflation from Stock Returns to Test Purchasing Power Parity 0 0 1 117 2 2 18 428
How employee stock options and executive equity ownership affect long-term IPO operating performance 1 2 4 65 1 3 19 261
Industrial Structure and the Comparative Behavior of International Stock Market Indices 1 8 35 570 6 21 85 1,312
Interest Rates on Monetary Assets and Commodity Price Index Changes 0 0 4 41 0 1 9 106
Interest-Rate Risk and the Term Structure of Interest Rates: Comment 0 0 1 16 0 0 4 53
Investment Diversification and Bond Maturity 0 0 0 38 0 0 1 123
Investor Evaluation of Accounting Information: Some Empirical Evidence 0 2 14 364 3 10 39 940
Investor Reaction to Inter‐corporate Business Contracting: Evidence and Explanation 0 0 0 5 0 0 3 62
Is European M&A Regulation Protectionist? 0 0 1 76 3 3 7 308
Learning from others, reacting, and market quality1 0 0 0 15 0 1 2 74
Liquidity and market efficiency 2 4 35 479 4 14 90 1,151
Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis 1 2 5 138 1 3 24 358
Market Response to European Regulation of Business Combinations 0 1 3 46 2 5 20 164
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 24 0 1 9 108
On Valuing American Call Options with the Black-Scholes European Formula 0 0 1 312 0 0 6 1,018
On computing mean returns and the small firm premium 0 0 2 367 1 2 12 848
On some parity conditions encountered frequently in international economics 1 2 2 26 1 2 3 87
On the Cross-sectional Relation between Expected Returns and Betas 0 1 6 340 1 4 30 806
Orange Juice and Weather 7 10 81 1,195 10 25 182 2,650
Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange 1 1 1 46 1 1 5 176
Order imbalance, liquidity, and market returns 0 1 25 319 2 7 62 915
Orthogonal Portfolios 0 2 5 45 0 3 16 132
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note 0 0 3 141 0 0 5 477
Rational Response to the Money Supply 0 0 0 4 0 1 4 53
Rational infinitely lived asset prices must be non-stationary 0 0 0 40 0 0 3 95
Remembering Mert 0 0 0 4 0 0 2 44
Stock return variances: The arrival of information and the reaction of traders 2 12 105 2,415 8 32 225 4,786
Strategies for Pairwise Competition in Markets and Organizations 1 1 4 85 4 7 23 668
Taxes and dividend clientele: Evidence from trading and ownership structure 1 1 2 81 2 2 17 273
The Fiscal and Monetary Linkage between Stock Returns and Inflation 5 9 29 633 6 22 81 1,349
The Hubris Hypothesis of Corporate Takeovers 4 20 126 4,201 24 104 554 11,831
Total Journal Articles 74 217 1,189 32,001 199 634 3,410 73,566


Statistics updated 2020-09-04