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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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On the cross-sectional relation between expected returns and betas
Roll, Richard - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 101-121
Persistent link: https://www.econbiz.de/10001169024
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How stable are corporate capital structures?
DeAngelo, Harry; Roll, Richard - In: The journal of finance : the journal of the American … 70 (2015) 1, pp. 373-418
Persistent link: https://www.econbiz.de/10010501909
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Market liquidity and trading activity
Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 501-530
Persistent link: https://www.econbiz.de/10001604100
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Liquidity and the law of one price : the case of the future-cash basis
Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2201-2234
Persistent link: https://www.econbiz.de/10003550022
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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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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