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Roll, Richard


 SSRN Author Rank: 275 by Downloads
 Linde Institute Professor of Finance
 

California Institute of Technology


 1200 East California Blvd
 Mail Code: 228-77
 Pasadena, CA 91125
 United States
 626-395-3890 (Phone)
 310-836-3532 (Fax)
 email address

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. Roll, Richard's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
37,133
Total
Citations
1,453
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The Adjustment of Stock Prices to New Information | Show Abstract | Download This Paper | Open PDF in Browser |
International Economic Review, Vol. 10, February 1969, STRATEGIC ISSUES IN FINANCE, Keith Wand, ed., Butterworth Heinemann, 1993, INVESTMENT MANAGEMENT: SOME READINGS, J. Lorie, R. Brealey, eds., Praeger Publishers, 1972
Number of Pages in PDF File: 28
Fama, Eugene F.
University of Chicago - Finance
Fisher, Lawrence
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Jensen, Michael C.
Harvard Business School
Roll, Richard
California Institute of Technology
Posted:
08 Feb 03
Last Revised:
15 Feb 11
15,304
(99)
303

2.  
Market Liquidity and Trading Activity | Show Abstract | Download This Paper | Open PDF in Browser |
Eleventh Annual Utah Winter Conference
Number of Pages in PDF File: 45
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
California Institute of Technology
Posted:
24 Aug 00
2,486
(2,794)
236

3.  
How Stable are Corporate Capital Structures? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Finance, Forthcoming
Number of Pages in PDF File: 50
DeAngelo, Harry
University of Southern California - Marshall School of Business - Finance and Business Economics Department
Roll, Richard
California Institute of Technology
Posted:
19 Mar 11
Last Revised:
22 Aug 13
1,818
(4,794)
10

4.   Incl. Electronic Paper
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
California Institute of Technology
Posted:
16 Mar 99
Last Revised:
26 Mar 01
1,799
(4,865)
312

5.  
Chordia, Tarun
Emory University - Department of Finance
Roll, Richard
California Institute of Technology
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
04 Sep 05
1,328
(8,201)
65

6.   Incl. Electronic Paper
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
California Institute of Technology
Posted:
09 Sep 01
Last Revised:
08 Oct 04
1,275
(8,734)
63

7.  
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Bollaert, Helen
Université de Lille - SKEMA Business School
Roll, Richard
California Institute of Technology
Posted:
14 Mar 11
Last Revised:
24 May 12
1,084
(11,443)
5

8.  
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
California Institute of Technology
Posted:
08 May 01
1,006
(12,849)
173

9.  
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
California Institute of Technology
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
09 Nov 04
992
(13,099)
24

10.  
Recent Trends in Trading Activity | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2010 Atlanta Meetings Paper
Number of Pages in PDF File: 58
Roll, Richard
California Institute of Technology
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Chordia, Tarun
Emory University - Department of Finance
Posted:
19 Mar 09
Last Revised:
19 Jan 10
755
(19,758)
41

11.  
Learning, Hubris and Corporate Serial Acquisitions | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2007 Ljubljana Meetings Paper
Number of Pages in PDF File: 47
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Roll, Richard
California Institute of Technology
Posted:
17 May 05
699
(22,106)
16

12.   Incl. Electronic Paper
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Roll, Richard
California Institute of Technology
Posted:
22 Feb 06
Last Revised:
23 Oct 10
697
(22,184)
11

13.   Incl. Electronic Paper
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Roll, Richard
California Institute of Technology
Posted:
22 Jul 04
Last Revised:
08 Jul 07
691
(22,434)
19

14.  
Market Response to European Regulation of Business Combinations | Show Abstract | Download This Paper | Open PDF in Browser |
UCLA Working Paper 12-01; EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of Pages in PDF File: 46
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Roll, Richard
California Institute of Technology
Posted:
12 Nov 01
633
(25,365)
27

15.  
Recent Trends in Trading Activity and Market Quality | Show Abstract | Download This Paper | Open PDF in Browser |
UCLA Working Paper, Emory Law and Economics Research Paper No. 10-88
Number of Pages in PDF File: 57
Chordia, Tarun
Emory University - Department of Finance
Roll, Richard
California Institute of Technology
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
31 Oct 10
Last Revised:
29 May 12
532
(32,199)
33

16.   Incl. Electronic Paper
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
California Institute of Technology
Posted:
20 Oct 13
Last Revised:
25 Nov 14
505
(34,461)
 

17.  
Why Many Developing Countries Just Aren't | Show Abstract | Download This Paper | Open PDF in Browser |
The Anderson School at UCLA, Finance Working Paper No. 19-01
Number of Pages in PDF File: 55
Talbott, John
Global Development Group
Roll, Richard
California Institute of Technology
Posted:
04 Dec 01
501
(34,789)
7

18.  
O/S: The Relative Trading Activity in Options and Stock | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics (JFE), Forthcoming
Number of Pages in PDF File: 52
Roll, Richard
California Institute of Technology
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
28 May 09
Last Revised:
02 Oct 09
493
(35,493)
27

19.  
Chakrabarti, Rajesh
Wadhwani Foundation
Roll, Richard
California Institute of Technology
Posted:
10 Dec 01
459
(38,959)
18

20.  
Negotiations Under the Threat of an Auction | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper, Journal of Financial Economics (JFE), Vol. 98, pp. 241-245, 2010
Number of Pages in PDF File: 40
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Roll, Richard
California Institute of Technology
Posted:
21 Feb 08
Last Revised:
15 Dec 10
435
(41,669)
14

21.   Incl. Electronic Paper
Cornell, Bradford
California Institute of Technology
Roll, Richard
California Institute of Technology
Posted:
16 Aug 04
Last Revised:
18 Jul 09
390
(47,633)
13

22.   Incl. Electronic Paper
Cotter, John
University College Dublin
Roll, Richard
California Institute of Technology
Posted:
07 Dec 09
Last Revised:
09 Apr 14
374
(50,158)
3

23.  
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Roll, Richard
California Institute of Technology
Posted:
17 Jul 10
Last Revised:
22 Oct 14
317
(61,099)
 

24.  
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
California Institute of Technology
Posted:
06 Feb 08
311
(62,440)
19

25.  
Xia (deceased), Yihong
University of California, Los Angeles (Deceased)
Chowdhry, Bhagwan
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
California Institute of Technology
Posted:
31 Jul 03
309
(62,874)
3

26.  
Learning from Repetitive Acquisitions: Evidence from the Time between Deals | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics (JFE), Forthcoming
Number of Pages in PDF File: 51
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Roll, Richard
California Institute of Technology
Posted:
26 Mar 08
Last Revised:
02 Oct 12
303
(64,254)
3

27.   Incl. Electronic Paper
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Delanghe, Marieke
Univ. Lille Nord de France - SKEMA Business School
Roll, Richard
California Institute of Technology
Posted:
18 Nov 11
Last Revised:
09 Oct 12
206
(96,728)
 

28.  
Levy, Moshe
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Roll, Richard
California Institute of Technology
Posted:
29 Apr 15
191
(103,978)
 

29.  
Subordinated Exchange Rate Models: Evidence for Heavy Tailed Distributions and Long-Range Dependence | Show Abstract | Download This Paper | Open PDF in Browser |
Mathematical and Computer Modelling, Vol. 34, No. 9-11, pp. 955-1001, 2001
Number of Pages in PDF File: 70
Marinelli, Carlo
University of Bonn - Institut fuer Angewandte Mathematik
Rachev, Svetlozar
Stony Brook University
Roll, Richard
California Institute of Technology
Posted:
15 Oct 04
163
(120,249)
1

30.   Incl. Electronic Paper
Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management
Cotter, John
University College Dublin
Roll, Richard
California Institute of Technology
Posted:
16 Oct 11
Last Revised:
19 Mar 12
157
(124,299)
1

31.  
Roll, Richard
California Institute of Technology
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
10 Dec 10
Last Revised:
31 Mar 12
145
(132,976)
1

32.  
Bongaerts, Dion
Erasmus University Rotterdam (EUR) - Finance
Roll, Richard
California Institute of Technology
Rösch, Dominik
Erasmus University - Rotterdam School of Management
Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
Yuferova, Darya
Erasmus Research Institute of Management
Posted:
04 Aug 14
Last Revised:
27 Jul 15
141
(136,941)
 

33.  
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Cousin, Jean-Gabriel
Université Lille Nord de France - SKEMA Business School
Roll, Richard
California Institute of Technology
Posted:
10 Jul 14
Last Revised:
26 Jun 15
120
(154,837)
 

34.  
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Roll, Richard
California Institute of Technology
Posted:
05 Oct 13
Last Revised:
16 Feb 14
99
(178,005)
 

35.  
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
California Institute of Technology
Wang, Junbo L.
University of Southern California - Marshall School of Business
Posted:
28 Jul 14
Last Revised:
29 Jul 14
92
(188,259)
 

36.  
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Bollaert, Helen
Université de Lille - SKEMA Business School
Grandin, Pascal
Université Lille Nord de France - Skema Business School
Roll, Richard
California Institute of Technology
Posted:
19 Feb 15
91
(188,259)
 

37.  
Cotter, John
University College Dublin
Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management
Roll, Richard
California Institute of Technology
Posted:
11 Oct 14
68
(224,046)
 

38.  
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
California Institute of Technology
Posted:
19 Apr 15
Last Revised:
22 Apr 15
51
(258,708)
 

39.  
Berger, Dave
Oregon State University
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
California Institute of Technology
Posted:
31 Dec 13
49
(263,355)
1

40.   Incl. Electronic Paper
Cotter, John
University College Dublin
Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management
Roll, Richard
California Institute of Technology
Posted:
12 Jul 12
Last Revised:
02 Aug 12
48
(265,698)
 

41.  
Investor Reaction to Inter-Corporate Business Contracting: Evidence and Explanation | Show Abstract | Add to Cart |
Economic Notes, Vol. 35, No. 3, pp. 253-291, November 2006
Number of Pages in PDF File: 39
Elayan, Fayez A.
Brock University - Department of Accounting, Faculty of Business
Roll, Richard
California Institute of Technology
Pukthuanthong, Kuntara
University of Missouri, Columbia
Posted:
21 Mar 07
16
(375,069)
 

42.   Incl. Electronic Paper
Cotter, John
University College Dublin
Roll, Richard
California Institute of Technology
Posted:
31 Dec 13
Last Revised:
18 Feb 15
0
(459,819)
2

43.  
A New Perspective on the Validity of the CAPM: Still Alive and Well | Show Abstract |
Journal of Investment Management (JOIM), Third Quarter 2012
Levy, Moshe
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Roll, Richard
California Institute of Technology
Posted:
13 Oct 12
 

44.  
Perspectives: The Possible Misdiagnosis of a Crisis | Show Abstract |
Financial Analysts Journal, Vol. 67, No. 2, 2011
Roll, Richard
California Institute of Technology
Posted:
12 Apr 11
 

45.  
The Market Portfolio May Be Mean/Variance Efficient after All | Show Abstract |
The Review of Financial Studies, Vol. 23, Issue 6, pp. 2464-2491, 2010
Levy, Moshe
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Roll, Richard
California Institute of Technology
Posted:
17 May 10
 

46.  
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
California Institute of Technology
Walker, Thomas John
Concordia University, Quebec - Department of Finance
Posted:
16 Jan 09
 

47.  
Global Market Integration: An Alternative Measure and its Application | Show Abstract |
AFA 2009 San Francisco Meetings Paper , Journal of Financial Economics (JFE), Vol. 94, No. 2, 2009
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
California Institute of Technology
Posted:
21 Mar 08
Last Revised:
18 Nov 11
 

48.  
Elayan, Fayez A.
Brock University - Department of Accounting, Faculty of Business
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
California Institute of Technology
Posted:
01 Apr 05
 

49.  
Empirical TIPS | Show Abstract |
Financial Analysts Journal, Vol. 60, No. 1, pp. 31-53, January/February 2004
Roll, Richard
California Institute of Technology
Posted:
13 Feb 04
 

50.  
Benefits to Homeowners from Mortgage Portfolios Retained by Fannie Mae and Freddie Mac | Show Abstract |
Journal of Financial Services Research, Vol. 23, No. 1, February 2003
Roll, Richard
California Institute of Technology
Posted:
08 Mar 03
 

51.  
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
California Institute of Technology
Posted:
13 Nov 01
 

52.  
An Explanation of the Forward Premium 'Puzzle' | Show Abstract |
European Financial Management, Vol. 6, No. 2, June 2000
Yan, Shu
University of South Carolina - Darla Moore School of Business
Roll, Richard
California Institute of Technology
Posted:
02 Jun 00
 


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