V. Vance Roley

University of Hawaii - Shidler College of Business

Dean

2404 Maile Way

Honolulu, HI 96822

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

26

DOWNLOADS
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in Total Papers Downloads

818

SSRN CITATIONS
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SSRN RANKINGS

Top 3,380

in Total Papers Citations

14

CROSSREF CITATIONS

296

Scholarly Papers (26)

1.

Stock Prices and Economic News

NBER Working Paper No. w1296
Number of pages: 30 Posted: 04 Jul 2004 Last Revised: 19 Jul 2010
Douglas K. Pearce and V. Vance Roley
North Carolina State University and University of Hawaii - Shidler College of Business
Downloads 99 (269,278)
Citation 4

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2.

Stock Prices, News, and Business Conditions

NBER Working Paper No. w3520
Number of pages: 45 Posted: 13 Nov 2007 Last Revised: 16 Aug 2010
Grant Richard McQueen and V. Vance Roley
Brigham Young University - Department of Business Management and University of Hawaii - Shidler College of Business
Downloads 89 (288,431)
Citation 1

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3.

News from the U. S. And Japan: Which Moves the Yen/Dollar Exchange Rate?

NBER Working Paper No. w1853
Number of pages: 47 Posted: 19 Jun 2004 Last Revised: 27 Jul 2010
Takatoshi Ito and V. Vance Roley
University of Tokyo - Faculty of Economics and University of Hawaii - Shidler College of Business
Downloads 50 (391,908)
Citation 2

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4.

Structural Models of Interest Rate Determination and Portfolio Behavior in the Corporate and Government Bond Markets

NBER Working Paper No. w0205
Number of pages: 11 Posted: 04 Jul 2004 Last Revised: 26 Jul 2010
Benjamin M. Friedman and V. Vance Roley
Harvard University - Department of Economics and University of Hawaii - Shidler College of Business
Downloads 49 (395,382)

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5.

Firm Characteristics, Unanticipated Inflation, and Stock Returns

NBER Working Paper No. w2366
Number of pages: 31 Posted: 06 Apr 2007
Douglas K. Pearce and V. Vance Roley
North Carolina State University and University of Hawaii - Shidler College of Business
Downloads 47 (402,169)
Citation 1

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6.

Aspects of Investor Behavior Under Risk

NBER Working Paper No. w1611
Number of pages: 41 Posted: 24 Jul 2001
Benjamin M. Friedman and V. Vance Roley
Harvard University - Department of Economics and University of Hawaii - Shidler College of Business
Downloads 38 (436,515)

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7.

Intraday Yen/Dollar Exchange Rate Movements: News or Noise?

NBER Working Paper No. w2703
Number of pages: 34 Posted: 23 Aug 2000
Takatoshi Ito and V. Vance Roley
University of Tokyo - Faculty of Economics and University of Hawaii - Shidler College of Business
Downloads 38 (436,515)

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8.

The Reaction of Stock Prices to Unanticipated Changes in Money

NBER Working Paper No. w0958
Number of pages: 32 Posted: 14 Feb 2002 Last Revised: 16 Aug 2010
Douglas K. Pearce and V. Vance Roley
North Carolina State University and University of Hawaii - Shidler College of Business
Downloads 35 (448,961)
Citation 1

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9.

Money Demand Predictability

NBER Working Paper No. w1580
Number of pages: 69 Posted: 23 Aug 2000
V. Vance Roley
University of Hawaii - Shidler College of Business
Downloads 29 (476,536)

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10.

The Effect of Federal Debt Management Policy on Corporate Bond and Equity Yields

NBER Working Paper No. w0586
Number of pages: 38 Posted: 07 Jul 2004 Last Revised: 10 Aug 2010
V. Vance Roley
University of Hawaii - Shidler College of Business
Downloads 28 (481,665)
Citation 2

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11.

A Note on the Derivation of Linear Homogeneous Asset Demand Functions

NBER Working Paper No. w0345
Number of pages: 12 Posted: 09 Jul 2000 Last Revised: 14 Apr 2008
Benjamin M. Friedman and V. Vance Roley
Harvard University - Department of Economics and University of Hawaii - Shidler College of Business
Downloads 27 (486,900)
Citation 1

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12.

The Response of Short-Term Interest Rates to Weekly Money Announcements

NBER Working Paper No. w1001
Number of pages: 32 Posted: 16 Jul 2004 Last Revised: 28 Sep 2010
V. Vance Roley
University of Hawaii - Shidler College of Business
Downloads 25 (497,822)
Citation 1

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13.

Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields: An Econometric Analysis

NBER Working Paper No. w0869
Number of pages: 34 Posted: 28 Jun 2004 Last Revised: 05 Jan 2009
David S. Jones and V. Vance Roley
Northwestern University - Department of Economics and University of Hawaii - Shidler College of Business
Downloads 25 (497,822)

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14.

A Disaggregated Structural Model of the Treasury Securities, Corporate Bond, and Equity Markets: Estimation and Simulation Results

NBER Working Paper No. t0007
Number of pages: 51 Posted: 01 Feb 2001 Last Revised: 11 Jul 2010
V. Vance Roley
University of Hawaii - Shidler College of Business
Downloads 25 (497,822)

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15.

Bliss Points in Mean-Variance Portfolio Models

NBER Working Paper No. t0019
Number of pages: 33 Posted: 29 Dec 2006 Last Revised: 23 Jul 2010
David S Jones and V. Vance Roley
Government of the United States of America - Division of International Finance (IFDP) and University of Hawaii - Shidler College of Business
Downloads 24 (503,512)

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16.

The Response of Interest Rates to Money Announcements Under Alternative Operating Prosedures and Reserve Requirement Systems

NBER Working Paper No. w1812
Number of pages: 38 Posted: 16 Jul 2004
V. Vance Roley
University of Hawaii - Shidler College of Business
Downloads 24 (503,512)

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17.

Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements

NBER Working Paper No. w1181
Number of pages: 41 Posted: 18 Jun 2004 Last Revised: 25 Sep 2010
V. Vance Roley and Carl E. Walsh
University of Hawaii - Shidler College of Business and University of California at Santa Cruz
Downloads 24 (503,512)

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18.

Unanticipated Money and Interest Rates

NBER Working Paper No. w1278
Number of pages: 15 Posted: 05 Jul 2004 Last Revised: 01 Jul 2010
V. Vance Roley and Carl E. Walsh
University of Hawaii - Shidler College of Business and University of California at Santa Cruz
Downloads 20 (526,800)

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19.

Investors' Portfolio Behavior Under Alternative Models of Long-Term Interest Rate Expectations: Unitary, Rational, or Autoregressive

NBER Working Paper No. w0178
Number of pages: 23 Posted: 08 Jun 2004 Last Revised: 29 Jun 2010
Benjamin M. Friedman and V. Vance Roley
Harvard University - Department of Economics and University of Hawaii - Shidler College of Business
Downloads 20 (526,800)
Citation 1

Abstract:

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20.

U.S. Monetary Policy Regimes and U.S.-Japan Financial Relations

NBER Working Paper No. w1858
Number of pages: 36 Posted: 05 Jul 2004 Last Revised: 01 Aug 2010
V. Vance Roley
University of Hawaii - Shidler College of Business
Downloads 19 (532,737)

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21.

Temporal Variation in the Interest-Rate Response to Money Announcements

NBER Working Paper No. w3471
Number of pages: 37 Posted: 04 Jul 2004 Last Revised: 28 Jun 2010
V. Vance Roley and Simon M. Wheatley
University of Hawaii - Shidler College of Business and University of Melbourne - Department of Finance
Downloads 18 (538,582)

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22.

Asset Substitutability and the Impact of Federal Deficits

NBER Working Paper No. w1082
Number of pages: 44 Posted: 04 Apr 2004
V. Vance Roley
University of Hawaii - Shidler College of Business
Downloads 18 (538,582)

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23.

Federal Reserve Behavior Since 1980: a Financial Markets Perspective

NBER Working Paper No. w2608
Number of pages: 24 Posted: 23 Apr 2004 Last Revised: 19 Aug 2010
William C. Melton and V. Vance Roley
Independent and University of Hawaii - Shidler College of Business
Downloads 17 (544,451)

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24.

Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Analysis

NBER Working Paper No. w0593
Number of pages: 25 Posted: 04 Jul 2004 Last Revised: 17 Aug 2010
V. Vance Roley
University of Hawaii - Shidler College of Business
Downloads 16 (550,340)

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25.

Identifying Identical Distributed Lag Structures by the Use of Prior Sumconstraints

NBER Working Paper No. w0179
Number of pages: 28 Posted: 26 May 2004 Last Revised: 30 Jun 2010
Benjamin M. Friedman and V. Vance Roley
Harvard University - Department of Economics and University of Hawaii - Shidler College of Business
Downloads 14 (562,503)

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26.

Monetary Policy Actions, Intervention, and Exchange Rates: A Re-Examination of the Empirical Relationships Using Federal Funds Rate Target Data

Journal of Business, Vol. 71, No. 2 (April 1998)
Posted: 21 Apr 1998
Indiana University - Kelley School of Business - Department of Finance, Federal Reserve Bank of Kansas City - Research Department and University of Hawaii - Shidler College of Business

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