Richard Roll
- Finance top 0.01%
- Financial Markets and Investment Strategies 110
- Accounting top 0.01%
- Corporate Finance and Governance 60
- Auditing, Earnings Management, Governance 25
-
- Monetary Policy and Economic Impact 43
- Economics and Econometrics top 0.01%
- Complex Systems and Time Series Analysis 34
- Market Dynamics and Volatility 31
- Housing Market and Economics 28
- Strategy and Management top 0.1%
- Financial Reporting and Valuation Research 22
- Co-authors
- Avanidhar SubrahmanyamStephen A. RossTarun ChordiaEugene F. FamaNai‐Fu ChenMichael C. JensenLawrence FisherKenneth R. French
- Journals
- The Journal of Finance (34 papers)Journal of Financial Economics (18 papers)Financial Analysts Journal (10 papers)
- Partner nations
- United StatesFranceGermany
In The Last Decade
Richard Roll
209 papers receiving 29.4k citations
Hit Papers
Peers
Comparison fields: 5 of 150
- Finance 25.4k
- Accounting 14.4k
- General Economics, Econometrics and Finance 6.2k
- Economics and Econometrics 17.2k
- Strategy and Management 4.6k
Countries citing papers authored by Richard Roll
This map shows the geographic impact of Richard Roll's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Richard Roll with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Richard Roll more than expected).
Fields of papers citing papers by Richard Roll
This network shows the impact of papers produced by Richard Roll. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Richard Roll. The network helps show where Richard Roll may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Richard Roll, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2023 | 1 | |
| 2 | 2018 | 11 | |
| 3 | Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust | 2014 | 2 |
| 4 | A New Perspective on the Validity of the CAPM: Still Alive and Well | 2012 | 3 |
| 5 | The Market Portfolio May Be Mean/Variance Efficient after All | 2010 | 10 |
| 6 | INVESTORS LIKE FIRMS THAT EXPENSE EMPLOYEE STOCK OPTIONS AND THEY DISLIKE FIRMS THAT FAIL TO EXPENSE | 2005 | 18 |
| 7 | Hubris, Learning, and M&A Decisions | 2005 | 6 |
| 8 | To Expense or not to Expense Employee Stock Options: The Market Reaction | 2004 | 1 |
| 9 | Evidence on the Speed of Convergence to Market Efficiency, forthcoming: Journal of Financial Economics | 2001 | 10 |
| 10 | Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis | 2001 | 5 |
| 11 | Market Response to European Regulation | 2001 | 3 |
| 12 | An Explanation of the Forward Premium 'Puzzle' | 2000 | 12 |
| 13 | 1997 | 3 | |
| 14 | Planificación estratégica de carteras a partir de la teoría de arbitraje en la fijación de precios, (Arbitrage Pricing Theory, ATP) | 1992 | 1 |
| 15 | R-S1-2 | 1988 | 368 |
| 16 | Orange Juice and Weather | 1984 | 344 |
| 17 | 1980 | 20 | |
| 18 | Système monétaire international et risque de change | 1978 | 1 |
| 19 | The behavior of interest rates : an application of the efficient market model to U.S. Treasury bills | 1970 | 66 |
| 20 | 1968 | 8 |
About Richard Roll
Richard Roll is a scholar working on Finance, Accounting, General Economics, Econometrics and Finance, Economics and Econometrics and Strategy and Management, having authored 217 papers that have together received 33.6k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (110 papers), Corporate Finance and Governance (60 papers), Monetary Policy and Economic Impact (43 papers), Complex Systems and Time Series Analysis (34 papers), Market Dynamics and Volatility (31 papers), Housing Market and Economics (28 papers), Auditing, Earnings Management, Governance (25 papers) and Financial Reporting and Valuation Research (22 papers). The work is most often cited by research in Finance (25.4k citations), Accounting (14.4k citations), General Economics, Econometrics and Finance (6.2k citations), Economics and Econometrics (17.2k citations) and Strategy and Management (4.6k citations). Richard Roll has collaborated with scholars based in United States, France and Germany. Frequent co-authors include Avanidhar Subrahmanyam, Stephen A. Ross, Tarun Chordia, Eugene F. Fama, Nai‐Fu Chen, Michael C. Jensen, Lawrence Fisher, Kenneth R. French, Robert Geske and Nihat Aktas. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics, Financial Analysts Journal, Journal of Financial and Quantitative Analysis and The Journal of Portfolio Management.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.