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Home › Authors › Richard Roll
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Richard Roll

10 books

Books by Richard Roll

Mutual Fund Selection
Mutual Fund Selection
2024
The Trains of Christmas
The Trains of Christmas
2009
Common determinants of bond and stock market liquidity
Common determinants of bond and stock market liquidity
2001
On the cross-sectional relatio
On the cross-sectional relation between expected returns and betas
1992
Orange juice and weather
Orange juice and weather
1984
The arbitrage pricing theory a
The arbitrage pricing theory approach to strategic portfolio planning
1984
A critique of the asset pricin
A critique of the asset pricing theory's tests
1977
Utilisation des taux de change
Utilisation des taux de change à terme comme prédicteurs du taux de change futur
1975
The efficient market model app
The efficient market model applied to U.S. Treasury bill rates
1968
The Hubris hypothesis of corpo
The Hubris hypothesis of corporate takeovers
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