20 results on '"Roll, Richard"'
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2. Learning from repetitive acquisitions: Evidence from the time between deals
3. Recent trends in trading activity and market quality
4. Negotiations under the threat of an auction
5. O/S: The relative trading activity in options and stock
6. Options trading activity and firm valuation
7. Global market integration: An alternative measure and its application
8. Liquidity and market efficiency
9. Evidence on the speed of convergence to market efficiency
10. Order imablance, liquidity and market returns
11. Commonality in liquidity
12. Stock return variances; the arrival of information and the reaction of traders
13. A note on the geometry of Shanken's CSR T2 test for mean-variance efficiency
14. A reply to Mayers and Rice (1979)
15. An analytic valuation formula for unprotected American call options on stocks with known dividends
16. Comments on qualitative results for investment proportions
17. A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
18. Stock return variances
19. On computing mean returns and the small firm premium
20. A note on the geometry of Shanken's CSR T 2 test for mean/variance efficiency
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