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Roll, Richard
16
de Bodt, Eric
4
Aktas, Nihat
3
Delanghe, Marieke
3
Ross, Stephen A.
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Chen, Nai-fu
2
Barro, Robert J.
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Les cahiers de recherche / Centre d'Enseignement Supérieur des Affaires ; Ecole des Hautes Etudes Commerciales ; Institut Supérieur des Affaires ; Centre de Formation Continue ; Internat C.E.S.A.
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
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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2
A critique of the asset pricing theoryʹs tests
Roll, Richard
-
1976
Persistent link: https://www.econbiz.de/10002702231
Saved in:
3
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
Saved in:
4
Price volatility, international market links, and their implications for regulatory policies
Roll, Richard
- In:
Journal of financial services research : JFSR
3
(
1989
)
2
,
pp. 211-246
Persistent link: https://www.econbiz.de/10001092928
Saved in:
5
Economic forces and the stock market : testing the APT and alternative asset pricing theories
Chen, Nai-fu
;
Roll, Richard
;
Ross, Stephen A.
-
1983
Persistent link: https://www.econbiz.de/10000687836
Saved in:
6
Black Monday and the future of financial markets
Kamphuis, Robert W.
(
ed.
);
Barro, Robert J.
(
contributor
); …
-
1989
Persistent link: https://www.econbiz.de/10000022253
Saved in:
7
Investor reaction to inter-corporate business contracting : evidence and explanation
Elayan, Fayez A.
;
Pukthuanthong, Kuntara
;
Roll, Richard
- In:
Economic notes : economic review of Banca Monte dei …
35
(
2006
)
3
,
pp. 253-291
Persistent link: https://www.econbiz.de/10003429833
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Economic forces and the stock market
Chen, Nai-fu
- In:
The journal of business : B
59
(
1986
)
3
,
pp. 383-403
Persistent link: https://www.econbiz.de/10001012621
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