Richard Roll : Citation Profile


Are you Richard Roll?

University of California-Los Angeles (UCLA)

23

H index

36

i10 index

5439

Citations

RESEARCH PRODUCTION:

58

Articles

5

Papers

RESEARCH ACTIVITY:

   42 years (1966 - 2008). See details.
   Cites by year: 129
   Journals where Richard Roll has often published
   Relations with other researchers
   Recent citing documents: 776.    Total self citations: 4 (0.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro507
   Updated: 2019-10-15    RAS profile: 2009-12-29    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Richard Roll.

Is cited by:

Subrahmanyam, Avanidhar (43)

Lo, Andrew (21)

Harvey, Campbell (21)

faff, robert (18)

Guidolin, Massimo (17)

Campbell, John (17)

Agudelo, Diego (16)

Pierdzioch, Christian (16)

Masih, Abul (16)

Renneboog, Luc (16)

GUPTA, RANGAN (15)

Cites to:

Subrahmanyam, Avanidhar (17)

Fama, Eugene (11)

Stoll, Hans (9)

Lee, Charles (8)

French, Kenneth (7)

Shleifer, Andrei (7)

Grossman, Sanford (5)

Ready, Mark (5)

Kyle, Albert (5)

Hirshleifer, David (5)

Vishny, Robert (4)

Main data


Where Richard Roll has published?


Journals with more than one article published# docs
Journal of Finance15
Journal of Financial Economics11
Journal of Financial and Quantitative Analysis7
American Economic Review3
The Journal of Business3
Journal of Financial Markets2
Journal of Political Economy2
Pacific-Basin Finance Journal2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pennsylvania, Wharton School, Weiss Center2

Recent works citing Richard Roll (2018 and 2017)


YearTitle of citing document
2017Working Paper 273 - Stock (Mis)pricing and investment dynamics in Africa. (2017). Saidi, Atanda Mustapha . In: Working Paper Series. RePEc:adb:adbwps:2390.

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2018Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-01.

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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2017Valuation of Company Merger from the Shareholders’ Point of View. (2017). Hering, Thomas ; Toll, Christian. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:46:y:2017:i:19:p:836.

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2017Panel causality analysis between exchange rates and stock indexes for fragile five. (2017). yilanci, Veli ; Aikgoz, Ersin ; Pekkaya, Mehmet . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:33-44.

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2019The causality between economic growth and stock market in developing and developed countries: Toda-Yamamoto approach. (2019). Yener, Erol ; Tekin, Bilgehan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:79-90.

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2017SYSTEMATIC RISK FACTORS AND STOCK RETURN VOLATILITY. (2017). Ali, Syed Kamran ; Ahmed, Ishtiaq ; Hashmi, Shujahat Haider. In: APSTRACT: Applied Studies in Agribusiness and Commerce. RePEc:ags:apstra:265587.

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2017Revisiting the Effect of Crude Oil Price Movements on US Stock Market Returns and Volatility. (2017). Sonenshine, Ralph ; Cauvel, Michael . In: Working Papers. RePEc:amu:wpaper:2017-01.

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2019Wavelet Leader and Multifractal Detrended Fluctuation Analysis of Market Efficiency: Evidence from WAEMU Market Index. (2019). Mendy, Pierre ; Diallo, Oumou Kalsoum. In: World Journal of Applied Economics. RePEc:ana:journl:v:5:y:2019:i:1:p:1-23.

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2017Russian-Doll Risk Models. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1412.4342.

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2019A Tale of Two Consequences: Intended and Unintended Outcomes of the Japan TOPIX Tick Size Changes. (2016). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1602.00839.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2017Power-law tails in the distribution of order imbalance. (2017). Zhang, T ; Chen, W ; Xiong, X. In: Papers. RePEc:arx:papers:1707.05550.

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2017The Size Premium in Equity Markets: Where is the Risk?. (2017). Ciliberti, Stefano ; Bouchaud, Jean-Philippe ; Lemp, Yves ; Simon, Guillaume ; Emmanuel, . In: Papers. RePEc:arx:papers:1708.00644.

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2019On the existence of sure profits via flash strategies. (2018). Platen, Eckhard ; Pelger, Markus ; Fontana, Claudio. In: Papers. RePEc:arx:papers:1708.03099.

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2017Pricing compound and extendible options under mixed fractional Brownian motion with jumps. (2017). Shokrollahi, Foad. In: Papers. RePEc:arx:papers:1708.04829.

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2019Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book. (2018). Potiron, Yoann ; Clinet, Simon. In: Papers. RePEc:arx:papers:1709.02502.

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2017Counterparty credit limits: An effective tool for mitigating counterparty risk?. (2017). Hautsch, Nikolaus ; Porter, Mason A ; Howison, Sam D ; Gould, Martin D. In: Papers. RePEc:arx:papers:1709.08238.

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2017Estimation for high-frequency data under parametric market microstructure noise. (2017). Potiron, Yoann ; Clinet, Simon. In: Papers. RePEc:arx:papers:1712.01479.

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2018A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering. (2018). Verma, Anshul ; di Matteo, Tiziana ; Buonocore, Riccardo Junior . In: Papers. RePEc:arx:papers:1712.02138.

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2018Stock Price Prediction using Principle Components. (2018). Ghorbani, Mahsa. In: Papers. RePEc:arx:papers:1803.05075.

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2018Aggregating multiple types of complex data in stock market prediction: A model-independent framework. (2018). Wang, Huiwen ; Zhao, Jichang ; Lu, Shan. In: Papers. RePEc:arx:papers:1805.05617.

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2018Measuring Systematic Risk with Neural Network Factor Model. (2018). Huh, Jeonggyu. In: Papers. RePEc:arx:papers:1809.04925.

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2018Lagged correlation-based deep learning for directional trend change prediction in financial time series. (2018). Moews, Ben ; Ibikunle, Gbenga ; Herrmann, Michael J. In: Papers. RePEc:arx:papers:1811.11287.

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2018Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595.

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2019Correlation Patterns in Foreign Exchange Markets. (2019). Kocarev, Ljupco ; Utkovski, Zoran ; Stojkoski, Viktor ; Basnarkov, Lasko. In: Papers. RePEc:arx:papers:1902.06483.

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2019Online reviews can predict long-term returns of individual stocks. (2019). Zhao, Jichang ; Xu, KE ; Wu, Junran. In: Papers. RePEc:arx:papers:1905.03189.

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2019Intra-day Equity Price Prediction using Deep Learning as a Measure of Market Efficiency. (2019). Balch, Tucker Hybinette ; Byrd, David. In: Papers. RePEc:arx:papers:1908.08168.

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2018Liquidity Pricing of Illiquid Assets. (2018). Marcato, Gianluca. In: ERES. RePEc:arz:wpaper:eres2018_215.

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2019Drivers of Stock Market Returns in Sub-Saharan Africa: Evidence from Selected Countries. (2019). Adenutsi, Deodat Emilson ; Amoah, Anthony ; Tetteh, Joseph Emmanuel. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:191-208.

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2019Market Illiquidity Premium on Stock Returns: An Empirical Study of Taiwan Stock Markets. (2019). Cho, Yi-Chun ; Tai, Chia-Li ; Chen, Chia-Cheng . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:778-788.

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2018Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated?. (2018). Yang, Jun ; Gungor, Sermin ; Nolin, Guillaume ; Fan, Chen. In: Staff Analytical Notes. RePEc:bca:bocsan:18-30.

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2018Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated?. (2018). Yang, Jun ; Gungor, Sermin ; Nolin, Guillaume ; Fan, Chen. In: Staff Analytical Notes. RePEc:bca:bocsan:18-31.

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2017Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market. (2017). Sadaqat, Mohsin ; Butt, Hilal Anwar. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:3:p:1-35.

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2017Stock Price Synchronicity and Information Environment. (2017). Hassan, Arshad ; Fraz, Ahmad. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:4:p:213-232.

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2018Collateral Booms and Information Depletion. (2018). Martin, Alberto ; Laeven, Luc ; Asriyan, Vladimir. In: Working Papers. RePEc:bge:wpaper:1064.

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2019Measuring corporate bond liquidity in emerging market economies: price- vs quantity-based measures. (2019). Packer, Frank ; Li, Ran ; Helwege, Jean ; Hameed, Allaudeen . In: BIS Papers chapters. RePEc:bis:bisbpc:102-07.

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2017Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging. (2017). Cielinska, Olga ; Vasios, Michalis ; Tanner, John ; Shreyas, Ujwal ; Joseph, Andreas . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-23.

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2019Dominant currency debt. (2019). Malamud, Semyon ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:783.

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2018Noise Momentum Around the World. (2018). Cai, Charlie X ; Shin, Yongcheol ; Faff, Robert. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:1:p:79-104.

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2017Fools mate: What does CHESS tell us about individual investor trading performance?. (2017). Bradrania, Reza ; Wu, Wei ; Westerholm, Peter Joakim ; Grant, Andrew. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:981-1017.

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2018Profitability and investment†based factor pricing models. (2018). Elliot, Brendan ; Lee, Doowon ; Easton, Stephen ; Docherty, Paul. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:2:p:397-421.

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2018Low‐frequency volatility of real estate securities and macroeconomic risk. (2018). Lee, Chyi Lin ; Stevenson, Simon. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:311-342.

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2018What drives flight to quality?. (2018). Opitz, Sebastian ; Szimayer, Alexander. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:529-571.

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2018Market efficiency as a revolution in data analysis. (2018). Polillo, Simone. In: Economic Anthropology. RePEc:bla:ecanth:v:5:y:2018:i:2:p:198-209.

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2017INTERNATIONAL DEAL EXPERIENCE AND CROSS-BORDER ACQUISITIONS. (2017). Stroup, Caleb. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:73-97.

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2017Can Macroeconomic Variables Explain Managed Fund Returns? The Australian Case. (2017). Wang, Luo ; Liu, Benjamin. In: Economic Papers. RePEc:bla:econpa:v:36:y:2017:i:2:p:171-184.

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2018The liquidity of the London capital markets, 1825–70†. (2018). Campbell, Gareth ; Ye, Qing ; Turner, John D. In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:3:p:823-852.

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2017Financial Hedging and Firm Performance: Evidence from Cross†border Mergers and Acquisitions. (2017). Chen, Zhong ; Zeng, Yeqin ; Han, BO. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:3:p:415-458.

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2017The Investment CAPM. (2017). Zhang, LU. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:545-603.

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2019Do investment banks create value for their clients? Empirical evidence from European acquisitions. (2019). Kolb, Johannes. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:80-115.

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2019The face of risk: CEO facial masculinity and firm risk. (2019). Park, Soohyun ; Kim, Han Y ; Kamiya, Shinichi. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:2:p:239-270.

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2018Mutual Fund Stock†Picking Skill: New Evidence from Valuation†versus Liquidity†Motivated Trading. (2018). Rohleder, Martin ; Wilkens, Marco ; Syryca, Janik ; Schulte, Dominik. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:2:p:309-347.

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2018Sold Below Value? Why Takeover Offers Can Have Negative Premiums. (2018). Weitzel, Utz ; Kling, Gerhard. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:2:p:421-450.

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2018Leaning Against the Wind: Debt Financing in the Face of Adversity. (2018). Brennan, Michael J ; Kraft, Holger. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:485-518.

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2017INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEW. (2017). Thimme, Julian. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:226-257.

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2017DOES DISTANCE MATTER IN MERGERS AND ACQUISITIONS?. (2017). Bick, Patty ; Walkup, Brian R ; Lynch, Andrew A ; Crook, Matthew D. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:1:p:33-54.

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2019THE REACTIVE BETA MODEL. (2019). Grebenkov, Denis ; Aboura, Sofiane ; Valeyre, Sebastien. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:1:p:71-113.

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2017MANAGING FINANCIALLY DISTRESSED PENSION PLANS IN THE INTEREST OF BENEFICIARIES. (2017). Blake, David ; Shi, Zhen ; Inkmann, Joachim . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:2:p:539-565.

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2017Alliance or Acquisition? A Mechanisms‐Based, Policy‐Capturing Analysis. (2017). Mellewigt, Thomas ; Zajac, Edward J ; Weller, Ingo ; Thomas, Adeline. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:12:p:2353-2369.

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2017Acquisition Motives and the Distribution of Acquisition Performance. (2017). Rabier, Maryjane R. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:13:p:2666-2681.

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2017Are founder CEOs more overconfident than professional CEOs? Evidence from S&P 1500 companies. (2017). Lee, Joon Mahn ; Chen, Hailiang ; Hwang, Byoung-Hyoun. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:3:p:751-769.

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2018Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China. (2018). Dong, Xiyong ; Yoon, Seongmin. In: The World Economy. RePEc:bla:worlde:v:41:y:2018:i:10:p:2783-2803.

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2017The Future of Money: Liquidity co-movement between financial institutions and real estate firms: evidence from China. (2017). Huang, Sheng ; Xie, RU ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:17004.

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2018Liquidity resilience in the UK gilt futures market: evidence from the order book. (2018). Fullwood, Jonathan ; Massacci, Daniele . In: Bank of England working papers. RePEc:boe:boeewp:0744.

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2019The impact of QE on liquidity: evidence from the UK Corporate Bond Purchase Scheme. (2019). LINTON, OLIVER ; Morley, Ben ; McLaren, Nick ; Kaminska, Iryna ; Elliott, David ; Boneva, Lena. In: Bank of England working papers. RePEc:boe:boeewp:0782.

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2017Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging. (2017). Vasios, Michalis ; Cielinska, Olga ; Tanner, John ; Shreyas, Ujwal ; Joseph, Andreas . In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0041.

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2018The real value of China’s stock market. (2018). Carpenter, Jennifer N ; Whitelaw, Robert F ; Lu, Fangzhou . In: BOFIT Discussion Papers. RePEc:bof:bofitp:002.

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2018The real value of China’s stock market. (2018). Carpenter, Jennifer N ; Whitelaw, Robert F ; Lu, Fangzhou . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_002.

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2018Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:001.

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2018Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_001.

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2018What Drives the Stock Market Comovements between Korea and China, Japan and the US?. (2018). Lee, Jinsoo ; Yu, Bok-Keun. In: Working Papers. RePEc:bok:wpaper:1802.

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2018Who Improves or Worsens Liquidity in the Korean Treasury Bond Market?. (2018). Lee, Jieun. In: Working Papers. RePEc:bok:wpaper:1803.

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2017Cointegration and Causality Relationship Between Stock Market, Money Market and Foreign Exchange Market in Pakistan. (2017). Ghulam, Abbas ; Laxmi, Koju ; Roni, Bhowmik ; Shouyang, Wang. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:5:y:2017:i:1:p:1-20:n:1.

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201725 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen. (2017). Christoph, Kaserer ; Matthias, Hanauer . In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:18:y:2017:i:2:p:98-116:n:4.

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2017How cultural and contextual variables affect the disclosure and transparency of pro-forma indicators. (2017). Gardini, Silvia ; Visani, Franco ; Marta, F. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps41.

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2019Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticit. (2019). Linton, O ; Xiao, Z. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1907.

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2019The Impact of QE on Liquidity: Evidence from the UK Corporate Bond Purchase Scheme. (2019). Elliott, David ; Morley, B ; McLaren, N ; Linton, O ; Kaminska, I ; Boneva, L. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1937.

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2018Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/6.

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2017Going Entrepreneurial? IPOs and New Firm Creation. (2017). Zarutskie, Rebecca ; Ouimet, Paige ; Babina, Tania. In: Working Papers. RePEc:cen:wpaper:17-18.

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2018Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204.

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2018Low Inflation: High Default Risk AND High Equity Valuations. (2018). Bhamra, Harjaat S ; Weber, Michael ; Jeanneret, Alexandre ; Dorion, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7391.

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2018Macroeconomic Shocks and Risk Premia. (2018). Pinter, Gabor. In: Discussion Papers. RePEc:cfm:wpaper:1812.

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2018The Exposure of U.S. Manufacturing Industries to Exchange Rates. (2018). Thorbecke, Willem. In: CID Working Papers. RePEc:cid:wpfacu:92a.

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2018Volatility, Diversification and Contagion. (2018). Sentana, Enrique. In: Working Papers. RePEc:cmf:wpaper:wp2018_1803.

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2017Disentangling the relationship between liquidity and returns in Latin America. (2017). Taborda, Rodrigo ; French, Joseph. In: DOCUMENTOS CEDE. RePEc:col:000089:015606.

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2017Attention-based vs information-based trading around announcements. Evidence from an emerging market. (2017). Agudelo, Diego ; Munera, Julian ; Hincapie, Juliana ; Amaya, Diego. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016359.

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2018Measuring the effectiveness of volatility auctions. (2018). Agudelo, Diego A ; Castro, Carlos ; Preciado, Sergio. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016943.

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2017How does information disclosure affect liquidity? Evidence from an Emerging Market. (2017). Agudelo, Diego A ; Arango, Ignacio. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016944.

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2018Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016974.

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2018Measuring the effectiveness of volatility auctions. (2018). Agudelo, Diego ; Preciado, Sergio ; Castro, Carlos. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016988.

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2017How does information disclosure affect liquidity?Evidence from an Emerging Market. (2017). Agudelo, Diego ; Arango, Ignacio. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016990.

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2017The making of a national currency. Spatial transaction costs and money market integration in Spain (1825-1874). (2017). Nogues-Marco, Pilar ; Herranz-Loncán, Alfonso ; Herranz-Loncan, Alfonso ; Aslanidis, Nektarios. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12453.

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2017Trading in style: Retail investors vs. institutions. (2017). Wolff, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12462.

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2017The Price Effects of Liquidity Shocks: A Study of SECs Tick-Size Experiment. (2017). Albuquerque, Rui ; Yao, Chen ; Song, Shiyun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12486.

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2018The Lost Capital Asset Pricing Model. (2018). Andrei, Daniel ; Wilson, Mungo ; Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12607.

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2018Show us your shorts!. (2018). Kahraman, Bige ; Pachare, Salil. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12658.

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2018Risk Everywhere: Modeling and Managing Volatility. (2018). Bollerslev, Tim ; Pedersen, Lasse Heje ; Huss, John ; Hood, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12687.

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More than 100 citations found, this list is not complete...

Works by Richard Roll:


YearTitleTypeCited
1971Expectations and the Demand for Bonds: Comment. In: American Economic Review.
[Full Text][Citation analysis]
article0
1984Orange Juice and Weather. In: American Economic Review.
[Full Text][Citation analysis]
article106
2005Extracting Inflation from Stock Returns to Test Purchasing Power Parity In: American Economic Review.
[Full Text][Citation analysis]
article6
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