Standout Papers

Economic Forces and the Stock Market 1969 2026 1988 2007 3.3k
  1. Economic Forces and the Stock Market (1986)
    Nai‐Fu Chen, Richard Roll et al. The Journal of Business
  2. The Hubris Hypothesis of Corporate Takeovers (1986)
    Richard Roll The Journal of Business
  3. The Adjustment of Stock Prices to New Information (1969)
    Eugene F. Fama, Lawrence Fisher et al. International Economic Review
  4. A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market (1984)
    Richard Roll The Journal of Finance
  5. A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)
    Richard Roll Journal of Financial Economics
  6. The Adjustment of Stock Prices to New Information (2003)
    Eugene F. Fama, Lawrence Fisher et al. SSRN Electronic Journal
  7. Stock return variances (1986)
    Kenneth R. French, Richard Roll Journal of Financial Economics
  8. Commonality in liquidity (2000)
    Tarun Chordia, Richard Roll et al. Journal of Financial Economics
  9. Market Liquidity and Trading Activity (2001)
    Tarun Chordia, Richard Roll et al. The Journal of Finance
  10. An Empirical Investigation of the Arbitrage Pricing Theory (1980)
    Richard Roll, Stephen A. Ross The Journal of Finance
  11. Liquidity and market efficiency☆ (2007)
    Tarun Chordia, Richard Roll et al. Journal of Financial Economics
  12. Order imbalance, liquidity, and market returns (2002)
    Tarun Chordia, Richard Roll et al. Journal of Financial Economics
  13. The Fiscal and Monetary Linkage between Stock Returns and Inflation (1983)
    Robert Geske, Richard Roll The Journal of Finance
  14. A Mean/Variance Analysis of Tracking Error (1992)
    Richard Roll The Journal of Portfolio Management
  15. Parameter Estimates for Symmetric Stable Distributions (1971)
    Eugene F. Fama, Richard Roll Journal of the American Statistical Association

Immediate Impact

101 by Nobel laureates 2 from Science/Nature 254 standout
Sub-graph 1 of 10

Citing Papers

Protein interaction networks revealed by proteome coevolution
2019 StandoutScienceNobel
Size, value, and momentum in international stock returns
2012 StandoutNobel
81 intermediate papers

Works of Richard Roll being referenced

An Empirical Investigation of the Arbitrage Pricing Theory
1980 Standout
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
1977 Standout
and 31 more

Author Peers

Author Last Decade Papers Cites
Richard Roll 24279 16343 13712 211 31.7k
John Y. Campbell 27133 23256 12800 185 37.0k
Robert C. Merton 32920 18268 13256 111 39.4k
William F. Sharpe 18493 12811 8208 91 25.6k
Jeremy C. Stein 23742 15065 20115 132 34.2k
Campbell R. Harvey 34379 21638 24617 302 49.6k
Robert J. Shiller 15423 16093 6106 212 23.7k
Sheridan Titman 32273 17887 30071 241 44.1k
Avanidhar Subrahmanyam 20500 11413 12093 253 23.7k
Fischer Black 26039 14227 8040 66 32.1k
Andrew W. Lo 17745 14331 5199 323 24.8k

All Works

Loading papers...

Rankless by CCL
2026