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The physiology of cities
Cotter, John - In: Environment and the industrial society, (pp. 71-105). 1977
Persistent link: https://www.econbiz.de/10002042181
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Can two-factor linear models of asset returns be tested?
Roll, Richard - In: Proceedings / European Finance Association : meetings … 2 (1975), pp. 153-172
Persistent link: https://www.econbiz.de/10003664110
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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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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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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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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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Assets, money, and commodity price inflation under uncertainty
Roll, Richard - In: Journal of money, credit and banking : JMCB 5 (1973) 4, pp. 903-923
Persistent link: https://www.econbiz.de/10002702175
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Bias in fitting the sharpe model to time series data
Roll, Richard - In: Journal of financial and quantitative analysis : JFQA 4 (1969) 3, pp. 271-289
Persistent link: https://www.econbiz.de/10002702199