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Roll, Richard
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Productivity and the exchange rate
Buffa, Elwood S.
;
Bogue, Marcus C.
- In:
National productivity review : the journal of …
5
(
1986
)
1
,
pp. 12-46
Persistent link: https://www.econbiz.de/10003497286
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2
Productivity and the exchange rate
Buffa, Elwood S.
;
Bogue, Marcus C.
- In:
National productivity review : the journal of …
5
(
1985/86
)
1
,
pp. 32-46
Persistent link: https://www.econbiz.de/10003504832
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3
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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4
A critique of the asset pricing theoryʹs tests
Roll, Richard
-
1976
Persistent link: https://www.econbiz.de/10002702231
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5
Rational infinitely lived asset prices must be non-stationary
Roll, Richard
- In:
Journal of banking & finance
26
(
2002
)
6
,
pp. 1093-1097
Persistent link: https://www.econbiz.de/10001670758
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6
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
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7
Learning from others, reacting, and market quality
Chakrabarti, Rajesh
;
Roll, Richard
- In:
Journal of financial markets
2
(
1999
)
2
,
pp. 153-178
Persistent link: https://www.econbiz.de/10001426682
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8
Commonality in liquidity
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
56
(
2000
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10001468725
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9
An explanation of the forward premium 'puzzle'
Roll, Richard
;
Yan, Shu
- In:
European financial management : the journal of the …
6
(
2000
)
2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10001474526
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10
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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