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MARKET STRUCTURE - Co-Movements in Bid -- Ask Spreads and Market Depth - Variations in trading costs are shown to have a strong systematic component.
Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Financial analysts' journal : FAJ 56 (2000) 5, pp. 23-27
Persistent link: https://www.econbiz.de/10006283278
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The possible misdiagnosis of a crisis
Roll, Richard - In: Financial analysts' journal : FAJ 67 (2011) 2, pp. 12-17
Persistent link: https://www.econbiz.de/10008991973
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Liquidity and the post-earnings-announcement drift
Chordia, Tarun; Goyal, Amit; Sadka, Gil; Sadka, Ronnie; … - In: Financial analysts' journal : FAJ 65 (2009) 4, pp. 18-32
Persistent link: https://www.econbiz.de/10003867775
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EQUITY INVESTMENTS - Liquidity and the Post-Earnings-Announcement Drift
Chordia, Tarun; Goyal, Amit; Sadka, Gil; Sadka, Ronnie; … - In: Financial analysts' journal : FAJ 65 (2009) 4, pp. 18-32
Persistent link: https://www.econbiz.de/10008299628
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The Arbitrage Pricing Theory Approach to Strategic Portfolio Planning
Roll, Richard; Ross, Stephen A. - In: Financial analysts' journal : FAJ 51 (1995) 1, pp. 122-132
Persistent link: https://www.econbiz.de/10006332944
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INVESTMENT THEORY - A Delegated-Agent Asset-Pricing Model
Cornell, Bradford; Roll, Richard - In: Financial analysts' journal : FAJ 61 (2005) 1, pp. 57-69
Persistent link: https://www.econbiz.de/10006240033
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PORTFOLIO MANAGEMENT - Empirical TIPS
Roll, Richard - In: Financial analysts' journal : FAJ 60 (2004) 1, pp. 31-53
Persistent link: https://www.econbiz.de/10006248762
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PERSPECTIVES - The Possible Misdiagnosis of a Crisis
Roll, Richard - In: Financial analysts' journal : FAJ 67 (2011) 2, pp. 12-18
Persistent link: https://www.econbiz.de/10008930415
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Nonsecular Regularities in Returns and Volume
Frieder, Laura; Subrahmanyam, Avanidhar - In: Financial analysts' journal : FAJ 60 (2004) 4, pp. 29-34
Persistent link: https://www.econbiz.de/10006244216