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Roll, Richard


 SSRN Author Rank: 281 by Downloads
 Chaired Prof: Allstate Chair in Finance and Insurance
 

University of California, Los Angeles (UCLA) - Finance Area


 Los Angeles, CA 90095-1481
 United States
 310-825-6118 (Phone)
 310-206-8404 (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
33,390
Total
Citations
1,429
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 |
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
Accepted Paper Series
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
University of California, Los Angeles (UCLA) - Finance Area
Posted:
08 Feb 03
Last Revised:
15 Feb 11
13,754
(101)
300

2.  
Market Liquidity and Trading Activity | Show Abstract | Download |
Eleventh Annual Utah Winter Conference
Working Paper Series
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
24 Aug 00
2,363
(2,608)
230

3.   Incl. Electronic Paper
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
16 Mar 99
Last Revised:
26 Mar 01
1,710
(4,544)
310

4.  
How Stable are Corporate Capital Structures? | Show Abstract | Download |
Journal of Finance, Forthcoming
Accepted Paper Series
DeAngelo, Harry
University of Southern California - Marshall School of Business - Finance and Business Economics Department
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
19 Mar 11
Last Revised:
22 Aug 13
1,650
(4,840)
9

5.  
Chordia, Tarun
Emory University - Department of Finance
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
04 Sep 05
1,283
(7,415)
64

6.   Incl. Electronic Paper
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
09 Sep 01
Last Revised:
08 Oct 04
1,240
(7,791)
61

7.  
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
08 May 01
988
(11,337)
173

8.  
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
09 Nov 04
964
(11,764)
24

9.  
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Bollaert, Helen
Université Lille Nord de France - SKEMA Business School
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
14 Mar 11
Last Revised:
24 May 12
834
(14,721)
5

10.  
Recent Trends in Trading Activity | Show Abstract | Download |
AFA 2010 Atlanta Meetings Paper
Working Paper Series
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
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
746
(17,296)
38

11.  
Learning, Hubris and Corporate Serial Acquisitions | Show Abstract | Download |
EFA 2007 Ljubljana Meetings Paper
Working Paper Series
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
17 May 05
666
(20,407)
17

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
University of California, Los Angeles (UCLA) - Finance Area
Posted:
22 Jul 04
Last Revised:
08 Jul 07
665
(20,456)
19

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
University of California, Los Angeles (UCLA) - Finance Area
Posted:
22 Feb 06
Last Revised:
23 Oct 10
648
(21,233)
11

14.  
Market Response to European Regulation of Business Combinations | Show Abstract | Download |
UCLA Working Paper 12-01; EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Presented Paper
Working Paper Series
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
12 Nov 01
630
(22,043)
27

15.  
Chakrabarti, Rajesh
Indian School of Business
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
10 Dec 01
452
(34,483)
18

16.  
Recent Trends in Trading Activity and Market Quality | Show Abstract | Download |
UCLA Working Paper, Emory Law and Economics Research Paper No. 10-88
Working Paper Series
Chordia, Tarun
Emory University - Department of Finance
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
31 Oct 10
Last Revised:
29 May 12
450
(34,677)
30

17.  
Why Many Developing Countries Just Aren't | Show Abstract | Download |
The Anderson School at UCLA, Finance Working Paper No. 19-01
Working Paper Series
Talbott, John
Global Development Group
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
04 Dec 01
448
(34,873)
7

18.  
O/S: The Relative Trading Activity in Options and Stock | Show Abstract | Download |
Journal of Financial Economics (JFE), Forthcoming
Working Paper Series
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
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
433
(36,406)
26

19.  
Negotiations Under the Threat of an Auction | Show Abstract | Download |
AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper, Journal of Financial Economics (JFE), Vol. 98, pp. 241-245, 2010
Working Paper Series
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
21 Feb 08
Last Revised:
15 Dec 10
420
(37,832)
14

20.   Incl. Electronic Paper
Cornell, Bradford
California Institute of Technology
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
16 Aug 04
Last Revised:
18 Jul 09
381
(42,650)
13

21.   Incl. Electronic Paper
Cotter, John
University College Dublin
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
07 Dec 09
Last Revised:
09 Apr 14
350
(47,131)
3

22.  
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
06 Feb 08
304
(55,836)
17

23.  
Xia (deceased), Yihong
University of California, Los Angeles (Deceased)
Chowdhry, Bhagwan
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
31 Jul 03
303
(56,042)
3

24.  
Learning from Repetitive Acquisitions: Evidence from the Time between Deals | Show Abstract | Download |
Journal of Financial Economics (JFE), Forthcoming
Working Paper Series
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
26 Mar 08
Last Revised:
02 Oct 12
287
(59,609)
4

25.  
MicroHoo: Deal Failure, Industry Rivalry, and Sources of Overbidding | Show Abstract | Download |
Journal of Corporate Finance, Forthcoming
Accepted Paper Series
Aktas, Nihat
WHU - Otto Beisheim School of Management
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
17 Jul 10
Last Revised:
02 Oct 12
276
(62,307)
 

26.  
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
20 Oct 13
Last Revised:
05 Aug 14
216
(80,859)
 

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
University of California, Los Angeles (UCLA) - Finance Area
Posted:
18 Nov 11
Last Revised:
09 Oct 12
194
(90,082)
 

28.  
Subordinated Exchange Rate Models: Evidence for Heavy Tailed Distributions and Long-Range Dependence | Show Abstract | Download |
Mathematical and Computer Modelling, Vol. 34, No. 9-11, pp. 955-1001, 2001
Accepted Paper Series
Marinelli, Carlo
University of Bonn - Institut fuer Angewandte Mathematik
Rachev, Svetlozar
Stony Brook University
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
15 Oct 04
161
(107,106)
1

29.   Incl. Electronic Paper
Cotter, John
University College Dublin
Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
16 Oct 11
Last Revised:
19 Mar 12
141
(120,225)
1

30.  
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
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
136
(123,943)
1

31.  
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
05 Oct 13
Last Revised:
16 Feb 14
65
(203,587)
 

32.  
Bongaerts, Dion
Erasmus University Rotterdam (EUR) - Finance
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
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
63
(213,924)
 

33.   Incl. Electronic Paper
Cotter, John
University College Dublin
Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
12 Jul 12
Last Revised:
02 Aug 12
48
(235,556)
 

34.  
de Bodt, Eric
Université Lille Nord de France - SKEMA Business School
Cousin, Jean-Gabriel
Université Lille Nord de France - SKEMA Business School
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
10 Jul 14
43
(246,561)
 

35.  
Berger, Dave
Oregon State University
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
31 Dec 13
33
(271,563)
1

36.  
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Wang, Junbo L.
University of Southern California - Marshall School of Business
Posted:
28 Jul 14
Last Revised:
29 Jul 14
29
(286,849)
 

37.  
Investor Reaction to Inter-Corporate Business Contracting: Evidence and Explanation | Show Abstract | Download |
Economic Notes, Vol. 35, No. 3, pp. 253-291, November 2006
Accepted Paper Series
Elayan, Fayez A.
Brock University - Department of Accounting, Faculty of Business
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Pukthuanthong, Kuntara
University of Missouri, Columbia
Posted:
21 Mar 07
16
(333,604)
 

38.  
Cotter, John
University College Dublin
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
31 Dec 13
 

39.  
A New Perspective on the Validity of the CAPM: Still Alive and Well | Show Abstract |
Journal of Investment Management (JOIM), Third Quarter 2012
Accepted Paper Series
Levy, Moshe
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
13 Oct 12
 

40.  
Perspectives: The Possible Misdiagnosis of a Crisis | Show Abstract |
Financial Analysts Journal, Vol. 67, No. 2, 2011
Accepted Paper Series
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
12 Apr 11
 

41.  
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
Accepted Paper Series
Levy, Moshe
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
17 May 10
 

42.  
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Walker, Thomas John
Concordia University, Quebec - Department of Finance
Posted:
16 Jan 09
 

43.  
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
Accepted Paper Series
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
21 Mar 08
Last Revised:
18 Nov 11
 

44.  
Investors Like Firms that Expense Employee Stock Options and they Dislike Firms that Fail to Expense | Show Abstract |
Journal of Investment Management, Vol. 3, No. 1, First Quarter 2005
Accepted Paper Series
Elayan, Fayez A.
Brock University - Department of Accounting, Faculty of Business
Pukthuanthong, Kuntara
University of Missouri, Columbia
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
01 Apr 05
 

45.  
Empirical TIPS | Show Abstract |
Financial Analysts Journal, Vol. 60, No. 1, pp. 31-53, January/February 2004
Accepted Paper Series
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
13 Feb 04
 

46.  
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
Accepted Paper Series
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
08 Mar 03
 

47.  
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
13 Nov 01
 

48.  
An Explanation of the Forward Premium 'Puzzle' | Show Abstract |
European Financial Management, Vol. 6, No. 2, June 2000
Accepted Paper Series
Yan, Shu
University of South Carolina - Moore School of Business
Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
Posted:
02 Jun 00
 


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