Published Papers

Nihat Aktas, Eric de Bodt and Richard Roll. ( 2007 ). Is european M & A Regulation Protectionist ?. The Economic Journal, [ Link ]
Richard Roll, Eduardo S. Schwartz, and Avanidhar Subrahmanyam. ( October 2007 ). liquid and the Law of One price : The Case of the Futures-Cash Basis. Journal of Finance, [ Link ]
Fayez A. Elayan, Kuntara Pukthuanthong, and Richard Roll. ( November 2006 ). Investor Reaction to Inter-Corporate Business Contracting : testify and Explanation. Economic Notes, [ Link ]

Reading: Roll

Working Papers

“ institutional determinants of capital structure adjustment speeds ” with Özde Öztekin, Mark J. Flannery ( September 2010 ) .
“ ( Im ) potential Frontiers : A comment ” Moshe Levy and Richard Roll ( April, 2011 ) .
“ volume in Redundant Assets “ with Eduardo S. Schwartz & Avanidhar Subrahmanyam ( March, 2011 ) .
“ Learning from repetitive Acquisitions : attest from the fourth dimension Between Deals “ with Nihat Aktas, Eric de Bodt ( March 2011 ) .
“ How stable are bodied capital Structures ? ” hypertext transfer protocol : //papers.ssrn.com/sol3/papers.cfm ? abstract_id=1784204 with Harry DeAngelo ( March 2011 ) .
“ volume in Redundant Assets “ with Eduardo S. Schwartz & Avanidhar Subrahmanyam ( July, 2010 ) .
“ MicroHoo : Lessons from a takeover attempt “ with Nihat Aktas, Eric de Bodt ( July, 2010 ) .
“ chief executive officer self-love and the Takeover Process “ with Nihat Aktas, Eric de Bodt and Helen bollaert ( July, 2010 ) .
“ internationally correlative Jumps ” with Kuntara Pukthuanthong-Le ( July, 2010 ) .
“ The Market Portfolio May be Mean-Variance Efficient After Al l ” with Moshe Levy ( January, 2009 ) .
“ ball-shaped marketplace integration : An option measure and Its application ” with Kuntara Pukthuanthong-Le ( January, 2009 ) .
“ median and Marginal Tobin ‘s q as Indicators of future Growth Opportunities, Expected Return, and Risk ” with J. Fred Weston ( December 2008 ) .
“ The elapsed Time Between Acquisitions ” with Nihat Aktas, Eric de Bodt ( March 2008 ) .
“ very interest Rates, Expected inflation, and real Estate Returns : A Comparison of the U.S. and Canada ” with Kuntara Pukthuanthong-Le ( November, 2007 ) .
“ Learning, hubris and bodied serial acquisitions “ with Nihat Aktas & Eric de Bodt ( February 1, 2007 ) .
“ corporate serial Acquisitions : An empiric test of the determine hypothesis ” with Nihat Aktas & Eric de Bodt ( 2007 ) .
“ investor reaction to Inter-Corporate Business Contracting : evidence and Explanation ” with Fayez A. Elayan & Kuntara Pukthuanthong ( 2007 ) .
“ Learning, Hubris, and Corporate Serial Acquisitions ” with Nihat Aktas & Eric de Bodt ( 2007 ) .
“ fluidity and the Law of One price : The Case of the Futures/Cash Basis ” with Eduardo S. Schwartz & Avanidhar Subrahmanyam ( 2007 ) .
“ negotiation Under the Threat of an auction : friendly deals, ex-ante rival and bidder returns “ with Nihat Aktas & Eric de Bodt ( 2007 ) .
“ Options trade natural process and firm Valuation ” with Eduardo S. Schwartz & Avanidhar Subrahmanyam ( 2007 ) .
“ Why hour angle deal volume Increased ? ” with Tarun Chordia & Avanidhar Subrahmanyam ( 2007 ) .
“ Hubris, Learning, and M & A Decisions : empiric tell “ with Nihat Aktas & Eric de Bodt ( 2006 ) .
“ How Employee Stock Options and Executive Equity Ownership Enhance Long-term IPO Performance “ with Pukthuanthong and Walker ( September, 2005 ) .
“ equal european M & A Regulation Protectionist ? ” with Nihat Aktas & Eric de Bodt ( September 2005 ) .
“ fluidity and the Law of One monetary value : The Case of the Futures/Cash Basis “ with Schwartz and Subrahmanyam ( August, 2005 ) .
“ The Valuation Effect and Determinants of Corporate Contracting “ with Elayan and Pukthuanthong ( July, 2005 ) .
“ The end of Class Warfare : An examen of Income Disparity “ with Talbott ( April, 2002 ) .
“ Why many Developing Countries Just Are n’t “ with Talbott ( November, 2001 ) .
“ Order Imbalance, Liquidity, and Market Returns “ with Chordia and Subrahmanyam ( April, 2001 ) .

Published Journal Articles

Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam, Liquidity and Market Efficiency, Journal of Financial Economics, 87:2, ( February 2008 ) .
Elayan, F., Pukthuanthong, K., and Roll, R., Investor Reaction to Inter-corporate Business Contracting : evidence and Explanation, Economic Notes, 35, 253-291 ( March 2007 ) .
Roll, R., Benefits to Homeowners from Mortgage Portfolios Retained by Fannie Mae and Freddie Mac, Journal of Financial Services Research, 23:1, 29-42 ( 2003 ) .
Chakrabarti, R., and R. Roll, East Asia and Europe During the 1997 asian collapse : A Clinical Study of a Financial Crisis, Journal of Financial Markets 5, 1-30 ( August 2002 ) .
Chordia, T., R. Roll and A. Subrahmanyam, Market Liquidity and Trading Activity, Journal of Finance, 56, 501-530 ( April 2001 ) .
Chordia, T., R. Roll and A. Subrahmanyam, Co-Movements in Bid-Ask Spreads and Market Depth, Financial Analysts Journal 56, 23-27 ( September 2000 ) .
67. Chordia, T., R. Roll, and A. Subrahmanyam, Commonality in Liquidity, Journal of Financial Economics, 56, 3-28 ( April 2000 ) .
Roll, R., and Shu Yan, An explanation of the Forward Premium “ Puzzle ”, european Financial Management ( June 2000 ) .
Chakrabarti, Rajesh, and R. Roll, Learning from Others, Reacting, and Market Quality, Journal of Financial Markets ( May 1999 ) .
Pedrosa, M. and R. Roll, Systematic Risk in Corporate Bond Credit Spreads, Journal of Fixed Income ( December 1998 ) .
Roll, R., U.S. Treasury Inflation-Indexed Bonds : The Design of a New Security, Journal of Fixed Income, 9-28 ( December 1996 ) .
Roll, R., An Empirical Survey of Indonesian Equitites, 1985-1991, Pacific Basin Finance Journal ( Summer 1995 ) .
Roll, R., What Every CFO Should Know About Scientific Progress in Financial Economics : What is Known, and What Remains to be Resolved, Financial Management, 69-75 ( Summer 1994 ) .
Roll, R., S.A. Ross, On the cross-sectional Relation Between Expected Returns and Betas, Journal of Finance, 101-121 ( March 1994 ) .
Roll, R., A Mean/Variance Analysis of Tracking Error, Journal of Portfolio Management, 13-22 ( Summe, 1992 ) .
Roll, R., Industrial Structure and The Comparative Behavior of International Stock Market Indices, Journal of Finance, 47, 1, 3-41 ( March 1992 ) .
oll, R. and Ross, S.A., Impot Progress if et Inegalite du Revenu, FINECO, 1, 1, 107-130 ( Automne 1991 ) .
Roll, R., La Gestion del Riesgo en Las Instituciones de Ahorro, Mas Alla del Desfase de Duracion ( trad. Amadeo Reynes Pascual ), ICE Revista de Economia, 688, 218-241 ( Diciembre 1990 ) .
Roll, R., Price Volatility, International Market Links, and Their Implications for Regulatory Policies, Journal of Financial Services Research, 3, 211-246 ( December 1989 ).

Richard, S.F. and Roll, R., Prepayments on Fixed-Rate Mortgage-Backed Securities, Journal of Portfolio Management, 73-82 ( Spring 1989 )
Roll, R., The International Crash of October 1987, Financial Analysts Journal, 19-35 ( September-October 1988 ) .
Roll, R., R-Squared, Journal of Finance, 43, 2, 541-566 ( July 1988 ) .
Berk, J. and Roll, R., adjustable Rate Mortgages : evaluation, Journal of Real Estate Finance and Economics, 1, 2, 163-184 ( June 1988 ) .
Bartholomew, L., Berk, J. and Roll, R., adjustable Rate Mortgages : Prepayment Behavior, Housing Finance Review, 7, 1, 31-46 ( Spring 1988 ) .
Roll, R., Recent Innovations in Collateralized Mortgage Obligations, Housing Finance Review ( Winter 1987 ) .
Roll, R., adjustable Rate Mortgages : The Indexes, Housing Finance Review 6, 2, 137-152 ( Summer 1987 ) .
Queen, M., and Roll, R., Firm Mortality : use Market Indicators to Predict Survival, Financial Analysts Journal ( May/June 1987 ) .
Roll, R., La Theorie Financiere et les Affaires, Politique Economique, 14-19 ( October 1986 ) .
french, K.R. and Roll, R., Stock Return Variances : The Arrival of Information and the Reaction of Traders, Journal of Financial Economics, 17, 5-26 ( September 1986 ) .
Chen, N., Roll, R., and Ross, S.A., Economic Forces and the Stock Market, Journal of Business, 59, 3, 383-403 ( July 1986 ) .
Roll, R., The Hubris Hypothesis of Corporate Takeovers, Journal of Business, 59, 2, 197-216 ( April 1986 ) .
Roll, R., A Note on the Geometry of Shanken ‘s CSR T-squared Test for Mean/Variance Efficiency, Journal of Financial Economics, 14, 349-357 ( September 1985 ) .
Roll, R., Orange Juice and Weather, American Economic Review, 74, 5, 861-880 ( December 1984 ) .
Roll, R., A Simple Implicit Measure of the Effective Bid-Ask Spread in an effective market, Journal of Finance, 39, 4, 1127-1139 ( September 1984 ) .
Roll, R. and Ross, S.A., The Arbitrage Pricing Theory Approach to Strategic Portfolio Planning, Financial Analysts Journal, 14-26 ( May/June 1984 ) .
Roll, R. and Ross, S.A., A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory : A Reply, Journal of Finance, 39, 2, 347-350 ( June 1984 ) .
Geske, R. and Roll, R., On Valuing American Call Options with the Black/Scholes European Formula, Journal of Finance, 39, 2, 443-455 ( June 1984 ) .
Roll, R., After-Tax Investment Results from Long-Term vs. Short-term Discount Coupon Bonds, Financial Analysts Journal, 43-54 ( January/February 1984 ) .
Roll, R., On Computing Mean Returns and the Small Firm Premium, Journal of Financial Economics, 12, 371-386 ( November 1983 ) .
Geske, R., Roll, R., and Shastri, K., Over-the-Counter Option Market Dividend Protection and Biases in the Black/Scholes Model : A note, Journal of Finance, 38, 4, 1271-1277 ( September 1983 ) .
Roll, R. and Ross, S.A., Regulation, The Capital Asset Pricing Model and the Arbitrage Pricing Theory, Public Utilities Fortnightly, 111, 22-28 ( May 1983 ) .
Geske, R. and Roll, R., The Fiscal and Monetary Linkage Between Stock Returns and Inflation, Journal of Finance, 38, 1, 1-33 ( March 1983 ) .
Roll, R, The Turn-of-the-Year Effect and the Return Premia of small Firms, Journal of Portfolio Management, 9, 18-28 ( Winter 1983 ) .
Roll, R., A Possible explanation of the Small Firm Effect, Journal of Finance, 36, 4, 879-888 ( September 1981 ) .
Cornell, B., and Roll, R., Strategies for Pairwise Competitions in Markets and Organizations, Bell Journal of Economics, 12, 1, 201-213 ( Spring 1981 ) .
Roll, R., Performance Evaluation and Benchmark Errors [ II ], Journal of Portfolio Management, 7, 17-22 ( Winter 1981 ) .
Roll, R. and Ross, S.A., An empiric investigation of the Arbitrage Pricing Theory, Journal of Finance, 35, 5, 1073-1103 ( December 1980 ) .
Roll, R., Orthogonal Portfolios, Journal of Financial and Quantitative Analysis, 15, 5, 1005-1023 ( December 1980 ) .
Roll, R., Performance Evaluation and Benchmark Errors [ I ], Journal of Portfolio Management, 6, 5-12 ( Summer 1980 ) .
Roll, R., A Reply to Mayers and Rice [ 1979 ], Journal of Financial Economics, 7, 391-400 ( December 1979 ) .
Roll, R. and Solnik, B., On Some Parity Conditions Encountered Frequently in International Economics, Journal of Macroeconomics, I, 3, 267-283 ( Summer 1979 ) .
Jacquillat, B. and Roll, R., french Index-Linked Bonds for U.S. Investors ?, Journal of Portfolio Management, 75, 24-30 ( Spring 1979 ) .
Roll, R., Ambiguity When Performance is Measured by the Securities Market Line, Journal of Finance, 33 1051-1069 ( September 1978 ) .
Roll, R. and Ross, S.A., Comments on Qualitative Results for Investment Proportions, Journal of FinancialEconomics, 5, 265-268 ( March 1977 ) .
Roll, R., An analytic Valuation Formula for unprotected american Call Options on Stocks with Known Dividends, Journal of Financial Economics, 5, 251-258 ( March 1977 ) .
Roll, R., A Critique of the Asset Pricing Theory ‘s Tests, Journal of Financial Economics, 4, 129-176 ( March 1977 ) .
Roll, R. and Solnik, B., A Pure Foreign Exchange Asset Pricing Model, Journal of International Economics, 7, 161-179 ( 1977 ) .
Roll, R., Rational Response to the Money Supply, Journal of Political Economy, 82, 3, 587-597 ( May/June 1974 ) .
Bogue, M. and Roll, R. Capital Budgeting of Risky Projects with Imperfect Markets for Physical Capital, Journal of Finance, 29, 2, 601-613 ( May 1974 ) .
Roll, R., Assets, Money and Commodity Price Inflation Under Uncertainty : Demand Theory, Journal of Money Credit and Banking, 5, 4, 905-923 ( November 1973 ) .
Roll, R., Evidence on the Growth-Optimum Model, Journal of Finance, 28, 3, 551-566 ( June 1973 ) .
Kaplan, R. and Roll, R., Accounting Changes and Stock Prices, ( a condensed adaptation of Investor Evaluation of Accounting data : Some Empirical Evidence ), fiscal Analysts Journal, 1-6 ( January/February 1973 ) .
Roll, R., Interest Rates and Price Expectations During the Civil War, Journal of Economic History, 32, 2, 476-498 ( June 1972 ) .
Roll, R., Interest Rates on Monetary Assets and Commodity Price Index Changes, Journal of Finance, 27, 2, 251-277 ( May 1972 ) .
Kaplan, R. and Roll, R., Investor Evaluation of Accounting information : Some empiric Evidence, Journal of Business, 45, 2, 225-257 ( April l972 ) .
Fama, E. and Roll, R., Parameter Estimates for Symmetric Stable Distributions, Journal of the American Statistical Association, 66, 334, 331-338 ( June 1971 ) .
Roll, R., Expectations and the Demand for Bonds : comment, American Economic Review, 61, 1, 225-228 ( March 1971 ) .
Roll. R., Investment Diversification and Bond Maturity, Journal of Finance, 26, lambert, 51-66 ( March l971 ) .
Roll, R., Bias in Fitting the Sharpe Model to Time-Series Data, Journal of Financial and Quantitative Analysis, 4, 3, 271-289 ( September 1969 ) .
Geisel, M., Roll, R. and Wettick, R., The Effectiveness of State and Local Regulation of Handguns : A statistical analysis, Duke Law Journal, 1969, 647-676 ( August 1969 ).

Fama, E., Fisher, L., Jensen, M. and Roll, R., The Adjustment of Stock Prices to New Information, International Economic Review, 10, 1, 1-21 ( February 1969 ) .
Fama, E. and Roll, R., Some Properties of Symmetric Stable Distributions, Journal of the American Statistical Association, 63, 817-836 ( September 1968 ) .
Roll, R., Interest-Rate Risk and the Term Structure of Interest Rates : gossip, Journal of Political Economy ( December 1966 ) .

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