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Asymmetric information, adverse selection, and the pricing of CMBS
An, Xudong; Deng, Yongheng; Gabriel, Stuart A. - In: Journal of financial economics 100 (2011) 2, pp. 304-325
Persistent link: https://www.econbiz.de/10009242233
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On computing mean returns and the small firm premium
Roll, Richard - In: Journal of financial economics 12 (1983) 3, pp. 371-386
Persistent link: https://www.econbiz.de/10003664115
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An analytic valuation formula for unprotected American call options on stocks with known dividends
Roll, Richard - In: Journal of financial economics 5 (1977) 2, pp. 251-258
Persistent link: https://www.econbiz.de/10002702168
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A critique of the asset pricing theoryʹs tests
Roll, Richard - In: Journal of financial economics 4 (1977) 2, pp. 129-176
Persistent link: https://www.econbiz.de/10002702241
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On computing mean returns and the small firm premium
Roll, Richard - In: Journal of financial economics 12 (1983) 3, pp. 371-386
Persistent link: https://www.econbiz.de/10002702418
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A reply to Mayers and Rice (1979)
Roll, Richard - In: Journal of financial economics 7 (1979) 4, pp. 391-400
Persistent link: https://www.econbiz.de/10002702505
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A note on the geometry of Shanken's CSR T2 test for mean variance efficiency
Roll, Richard - In: Journal of financial economics 14 (1985) 3, pp. 349-357
Persistent link: https://www.econbiz.de/10001009729
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Global market integration : an alternative measure and its application
Pukthuanthong, Kuntara; Roll, Richard - In: Journal of financial economics 94 (2009) 2, pp. 214-232
Persistent link: https://www.econbiz.de/10003906347
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Options trading activity and firm valuation
Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: Journal of financial economics 94 (2009) 3, pp. 345-360
Persistent link: https://www.econbiz.de/10003918726
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Negotiations under the threat of an auction
Aktas, Nihat; De Bodt, Eric; Roll, Richard - In: Journal of financial economics 98 (2010) 2, pp. 241-255
Persistent link: https://www.econbiz.de/10008826335