R
Richard Roll
12 works on record
Works
Common determinants of bond and stock market liquidity
The behavior of interest rates
Orange juice and weather
Orange juice and weather
Getting yours
Getting yours
On the cross-sectional relation between expected returns and betas
On the cross-sectional relation between expected returns and betas
A critique of the asset pricing theory's tests
A critique of the asset pricing theory's tests
The efficient market model applied to U.S. Treasury bill rates
The efficient market model applied to U.S. Treasury bill rates
Utilisation des taux de change à terme comme prédicteurs du taux de change futur
Utilisation des taux de change à terme comme prédicteurs du taux de change futur
The Hubris hypothesis of corporate takeovers
The Hubris hypothesis of corporate takeovers
The arbitrage pricing theory approach to strategic portfolio planning
The arbitrage pricing theory approach to strategic portfolio planning
Mutual Fund Selection
Mutual Fund Selection
The Trains of Christmas
The Trains of Christmas