haku: @author Roll, R. / yhteensä: 28
viitteet: 15-24 / 28
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 otsikkovuositekijä
15.
Stock return variances. The arrival of information and the reaction of traders. (!VOLATILITY)(!PRIVATE INFORMATION)
Journal of Financial Economics
1986 : SEP, VOL. 17:1, p. 5-26
 1986 French, K. R.
Roll, R.
16.
The hubris hypothesis of corporate takeovers.
Journal of Business
1986 : APR, VOL. 59:2, part 1, p. 197-216
 1986 Roll, R.
17.
Economic forces and the stock market.
Journal of Business
1986 : JUL, VOL. 59:3, p. 383-403
 1986 Chen, N. F.
Roll, R.
Ross, S. A.
18.
A simple implicit measure of the effective bid-ask spread in an efficient market.
Journal of Finance
1984 : SEP, VOL. 34:4, p. 1127-1139
 1984 Roll, R.
19.
On valuing American call options with the Black-Scholes European formula.
Journal of Finance
1984 : JUN, VOL. 39:2, p. 443-455
 1984 Geske, R.
Roll, R.
20.
A critical reexamination of the empirical evidence on the arbitrage pricing theory : a reply.
Journal of Finance
1984 : JUN, VOL. 39:2, p. 347-350
 1984 Roll, R.
Ross, S. A.
21.
After-tax investment results from long-term vs. short-term discount coupon bonds.
Financial Analysts' Journal
1984 : JAN-FEB, VOL. 40:1, p. 43-54
 1984 Roll, R.
22.
The arbitrage pricing theory approach to strategic portfolio planning.
Financial Analysts' Journal
1984 : MAY-JUN, VOL. 40:3, p. 14-26
 1984 Roll, R.
Ross, S. A.
23.
On computing mean returns and the small firm premium.
Journal of Financial Economics
1983 : NOV, VOL. 12:3, p. 371-386
 1983 Roll, R.
24.
Over-the-counter option market dividend protection and "biases" in the Black-Scholes model : a note.
Journal of Finance
1983 : SEP, VOL. 38:4, p. 1271-1277
 1983 Geske, R.
Roll, R.
Shastri, K.
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