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Richard Roll

SSRN Author Rank: 291 by Downloads and 261 by Citations

 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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. Richard Roll's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
40,117
Total
Citations
1,393
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
15,385
(99)
300

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
2,501
(3,000)
229

3.   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
1,836
(5,465)
304

4.  
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
1,825
(4,788)
12

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
1,329
(9,125)
59

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
1,298
(9,807)
65

7.  
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université de Lille
Bollaert, Helen
Université de Lille - SKEMA Business School
Roll, Richard
California Institute of Technology
Posted:
14 Mar 11
Last Revised:
24 May 12
1,095
(9,080)
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
1,007
(14,375)
164

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
994
(14,613)
23

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
756
(22,118)
37

11.   Incl. Electronic Paper
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université de Lille
Roll, Richard
California Institute of Technology
Posted:
22 Feb 06
Last Revised:
23 Oct 10
742
(23,071)
11

12.   Incl. Electronic Paper
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université de Lille
Roll, Richard
California Institute of Technology
Posted:
22 Jul 04
Last Revised:
08 Jul 07
710
(24,595)
19

13.  
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 de Lille
Roll, Richard
California Institute of Technology
Posted:
17 May 05
700
(23,792)
13

14.   Incl. Electronic Paper
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
California Institute of Technology
Posted:
20 Oct 13
Last Revised:
25 Nov 14
637
(28,588)
 

15.  
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 de Lille
Roll, Richard
California Institute of Technology
Posted:
12 Nov 01
634
(28,540)
25

16.  
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
538
(33,687)
29

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
505
(36,237)
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
497
(34,872)
24

19.  
Chakrabarti, Rajesh
Wadhwani Foundation
Roll, Richard
California Institute of Technology
Posted:
10 Dec 01
459
(43,837)
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 de Lille
Roll, Richard
California Institute of Technology
Posted:
21 Feb 08
Last Revised:
15 Dec 10
449
(45,179)
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
398
(52,444)
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
380
(55,371)
3

23.  
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université de Lille
Roll, Richard
California Institute of Technology
Posted:
17 Jul 10
Last Revised:
22 Oct 14
317
(66,088)
 

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
314
(68,017)
17

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
(68,524)
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 de Lille
Roll, Richard
California Institute of Technology
Posted:
26 Mar 08
Last Revised:
02 Oct 12
303
(68,765)
2

27.   Incl. Electronic Paper
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université de Lille
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
227
(98,019)
 

28.  
Levy, Moshe
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Roll, Richard
California Institute of Technology
Posted:
29 Apr 15
195
(81,291)
 

29.   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
165
(132,431)
 

30.  
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
164
(132,431)
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
(141,339)
1

32.  
Bongaerts, Dion
Erasmus University Rotterdam (EUR) - Finance
Roll, Richard
California Institute of Technology
Rösch, Dominik
State University of New York at Buffalo - School of Management
Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
Yuferova, Darya
Erasmus University Rotterdam (EUR) - Erasmus Research Institute of Management (ERIM)
Posted:
04 Aug 14
Last Revised:
27 Jul 15
141
(133,843)
 

33.  
de Bodt, Eric
Université de Lille
Roll, Richard
California Institute of Technology
Posted:
05 Oct 13
Last Revised:
16 Feb 14
124
(167,579)
 

34.  
de Bodt, Eric
Université de Lille
Cousin, Jean-Gabriel
Université Lille Nord de France - SKEMA Business School
Roll, Richard
California Institute of Technology
Posted:
10 Jul 14
Last Revised:
30 Mar 16
123
(109,399)
 

35.  
The Equilibrium Assignment of Narcissistic CEOs to Firms | Show Abstract | Download This Paper | Open PDF in Browser |
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of Pages in PDF File: 37
de Bodt, Eric
Université de Lille
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
Last Revised:
03 Oct 15
97
(146,228)
 

36.  
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
96
(157,746)
 

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
70
(191,898)
 

38.   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
58
(269,010)
 

39.  
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
California Institute of Technology
Posted:
19 Apr 15
Last Revised:
27 Nov 15
53
(231,068)
 

40.  
Berger, Dave
Oregon State University
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
California Institute of Technology
Posted:
31 Dec 13
49
(264,623)
1

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-Goodman School of Business
Roll, Richard
California Institute of Technology
Pukthuanthong, Kuntara
University of Missouri, Columbia
Posted:
21 Mar 07
16
(411,671)
 

42.  
Jegadeesh, Narasimhan
Emory University - Department of Finance
Noh, Joonki
Case Western Reserve University - Department of Banking and Finance
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
California Institute of Technology
Wang, Junbo L.
University of Southern California - Marshall School of Business
Posted:
24 Sep 15
12
(166,566)
 

43.  
de Bodt, Eric
Université de Lille
Cousin, Jean-Gabriel
Université Lille Nord de France - SKEMA Business School
Roll, Richard
California Institute of Technology
Posted:
31 Mar 16
0
(360,326)
 

44.  
de Bodt, Eric
Université de Lille
Cousin, Jean-Gabriel
Université Lille Nord de France - SKEMA Business School
Roll, Richard
California Institute of Technology
Posted:
14 Nov 15
Last Revised:
15 Nov 15
0
(271,285)
 

45.   Incl. Electronic Paper
Cotter, John
University College Dublin
Roll, Richard
California Institute of Technology
Posted:
31 Dec 13
Last Revised:
18 Feb 15
0
(501,506)
 

46.  
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
 

47.  
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
 

48.  
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
 

49.  
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
 

50.  
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
 

51.  
Elayan, Fayez A.
Brock University-Goodman School of Business
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
California Institute of Technology
Posted:
01 Apr 05
 

52.  
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
 

53.  
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
 

54.  
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
 

55.  
An Explanation of the Forward Premium 'Puzzle' | Show Abstract |
European Financial Management, Vol. 6, No. 2, June 2000
Yan, Shu
Oklahoma State University - Stillwater - Department of Finance
Roll, Richard
California Institute of Technology
Posted:
02 Jun 00
 


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