Roll, Richard W.
- Roll, Richard and de Bodt, Eric, el al. (2022) The (Un)intended Consequences of M&A Regulatory Enforcements; 10.7907/tjfh-3220
- Roll, Richard and de Bodt, Eric, el al. (2021) Competition Shocks, rival reactions and return comovement; 10.7907/1m0m-4291
- Roll, Richard (2021) The Efficient Frontier: A Note on the Curious Difference Between Variance and Standard Deviation; 10.7907/pr100-49531
- Pukthuanthong, Kuntara and Roll, Richard, el al. (2019) Changing Expected Returns Can Induce Spurious Serial Correlation; 10.7907/1077w-2jx02
- Plott, Charles R. and Roll, Richard, el al. (2018) Tick Size, Price Grids and Market Performance: Stable Matches as a Model of Market Dynamics and Equilibrium; 10.7907/as1az-qd784
- Pukthuanthong, Kuntara and Roll, Richard, el al. (2017) A Protocol for Factor Identification; 10.7907/124y0-gvg05
- Levy, Moshe and Roll, Richard (2017) Generalized Portfolio Performance Measures: Optimal Overweighting of Fees Relative to Sample Returns; 10.7907/dg7d0-3g027
- de Bodt, Eric and Cousin, Jean-Gabriel, el al. (2016) Empirical Evidence of Overbidding in M&A Contests; 10.7907/t9c90-47y20
- Cotter, John and Gabriel, Stuart, el al. (2016) Nowhere to Run, Nowhere to Hide: Asset Diversification in a Flat World; 10.7907/5e9f8-dp598
- de Bodt, Eric and Cousin, Jean-Gabriel, el al. (2016) Full Stock Payment Marginalization in M&A Transactions; 10.7907/n6h0d-41t82
- de Bodt, Eric and Cousin, Jean-Gabriel, el al. (2016) Improved Methods for Detecting Acquirer Skills; 10.7907/ktv09-kht25
- Levy, Moshe and Roll, Richard (2015) Seeking Alpha? It's a Bad Guideline for Portfolio Optimization; 10.7907/96363-0k862
- Pukthuanthong, Kuntara and Roll, Richard (2015) An Agnostic and Practically Useful Estimator of the Stochastic Discount Factor; 10.7907/b7hye-e5g06
- Cotter, John and Gabriel, Stuart, el al. (2014) Can Housing Risk be Diversified? A Cautionary Test from the Housing Boom and Bust; 10.7907/mva5a-pt004
- Bongaerts, Dion and Roll, Richard, el al. (2014) The Propagation of Shocks Across International Equity Markets: A Microstructure Perspective; 10.7907/emqdm-bfm65
- Pukthuanthong, Kuntara and Roll, Richard, el al. (2014) Resolving the Errors-in-Variables Bias in Risk Premium Estimation; 10.7907/p4161-89e21
- de Bodt, Eric and Cousin, Jean-Gabriel, el al. (2014) The Hubris Hypothesis: Empirical Evidence; 10.7907/3mbyx-mv752