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Interest rates on monetary assets and commodity price index changes
Roll, Richard - In: The journal of finance : the journal of the American … 27 (1972) 2, pp. 251-277
Persistent link: https://www.econbiz.de/10003664126
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A possible explanation of the small firm effect
Roll, Richard - In: The journal of finance : the journal of the American … 36 (1981) 4, pp. 879-888
Persistent link: https://www.econbiz.de/10003664130
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R 2
Roll, Richard - In: The journal of finance : the journal of the American … 43 (1988) 3, pp. 541-566
Persistent link: https://www.econbiz.de/10003664132
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A simple implicit measure of the effective bid-ask spread in an efficient market
Roll, Richard - In: The journal of finance : the journal of the American … 39 (1984) 4, pp. 1127-1139
Persistent link: https://www.econbiz.de/10003664141
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Ambiguity when performance is measured by the securities market line
Roll, Richard - In: The journal of finance : the journal of the American … 33 (1978) 4, pp. 1051-1069
Persistent link: https://www.econbiz.de/10002702154
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Evidence on the "growth-optimum" model
Roll, Richard - In: The journal of finance : the journal of the American … 28 (1973) 3, pp. 551-566
Persistent link: https://www.econbiz.de/10002702273
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Investment diversification and bond maturity
Roll, Richard - In: The journal of finance : the journal of the American … 26 (1971) 1, pp. 51-66
Persistent link: https://www.econbiz.de/10002702383
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Industrial structure and the comparative behavior of international stock market indices
Roll, Richard - In: The journal of finance : the journal of the American … 47 (1992) 1, pp. 3-41
Persistent link: https://www.econbiz.de/10001124521
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A critical reexamination of the empirical evidence on the arbitrage pricing theory : a reply
Roll, Richard; Ross, Stephen A. - In: The journal of finance : the journal of the American … 39 (1984) 2, pp. 347-350
Persistent link: https://www.econbiz.de/10003664121
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On valuing American call options with the Black-Scholes European formula
Geske, Robert; Roll, Richard - In: The journal of finance : the journal of the American … 39 (1984) 2, pp. 443-455
Persistent link: https://www.econbiz.de/10003664450