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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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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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ARTICLES - 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/10006565421
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Liquidity and the Law of One Price: The Case of the Futures-Cash Basis
Roll, Richard; Schwartz, Eduardo; Subrahmanyam, Avanidhar - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2201-2234
Persistent link: https://www.econbiz.de/10007777594
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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