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Volatility, correlation, and diversification in a multi-factor world
Roll, Richard - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 11-18
Persistent link: https://www.econbiz.de/10009708228
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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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Integration and contagion in US housing markets
Cotter, John; Gabriel, Stuart A.; Roll, Richard - 2011
Persistent link: https://www.econbiz.de/10009378604
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Gold and the Dollar (and the Euro, Pound, and Yen)
Pukthuanthong, Kuntara; Roll, Richard - In: Journal of banking & finance 35 (2011) 8, pp. 2070-2083
Persistent link: https://www.econbiz.de/10009247312
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Internationally correlated jumps
Pukthuanthong, Kuntara; Roll, Richard - In: Review of asset pricing studies 5 (2015) 1, pp. 92-111
Persistent link: https://www.econbiz.de/10011318433
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Internationally correlated jumps
Pukthuanthong, Kuntara; Roll, Richard - 2012
Persistent link: https://www.econbiz.de/10009765209
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Evidence on the speed of convergence to market efficiency
Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Journal of financial economics 76 (2005) 2, pp. 271-292
Persistent link: https://www.econbiz.de/10002821821