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~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Roll, Richard"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Handelsvolumen der Börse
4
Trading volume
4
Efficient market hypothesis
3
Effizienzmarkthypothese
3
USA
3
United States
3
Börsenkurs
2
Correlation
2
Korrelation
2
Liquidity
2
Liquidität
2
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2
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1988-1998
1
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Article
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Article in journal
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English
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Roll, Richard
Stulz, René M.
37
Harvey, Campbell R.
22
Shleifer, Andrei
19
Subrahmanyam, Avanidhar
18
Acharya, Viral V.
17
Chen, Lin
17
Stambaugh, Robert F.
17
Fama, Eugene F.
16
French, Kenneth Ronald
16
Hong, Harrison G.
16
Bessembinder, Hendrik
15
DeAngelo, Harry
15
Graham, John R.
15
Kang, Jun-koo
15
Massa, Massimo
15
Chordia, Tarun
14
DeAngelo, Linda
14
Denis, David J.
14
Lerner, Joshua
14
Longstaff, Francis A.
14
Zhou, Guofu
14
O'Hara, Maureen
13
Weisbach, Michael S.
13
Harford, Jarrad V. T.
12
Kaplan, Steven N.
12
Bakshi, Gurdip S.
11
Gompers, Paul A.
11
James, Christopher M.
11
Karolyi, G. Andrew
11
McConnell, John J.
11
Shanken, Jay
11
Strebulaev, Ilya A.
11
Bali, Turan G.
10
John, Kose
10
Lemmon, Michael L.
10
Lo, Andrew W.
10
Morellec, Erwan
10
Pedersen, Lasse Heje
10
Schwert, George William
10
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Journal of financial economics
The journal of finance : the journal of the American Finance Association
5
Journal of banking & finance
4
Journal of financial and quantitative analysis : JFQA
4
The journal of corporate finance : contracting, governance and organization
4
The journal of portfolio management : a publication of Institutional Investor
4
The review of financial studies
3
Housing finance review
2
Journal of empirical finance
2
Journal of financial markets
2
Journal of financial services research : JFSR
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of business : B
2
The journal of fixed income
2
Cuadernos de economía
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Financial analysts' journal : FAJ
1
Financial markets, institutions & instruments
1
Finanzmarkt und Portfolio-Management
1
Games and economic behavior
1
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
1
Journal of applied corporate finance : JACF
1
Journal of investment management : JOIM
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of asset pricing studies
1
The American economic review
1
The economic journal : the journal of the Royal Economic Society
1
The journal of investing : JOI
1
The journal of portfolio management : JPM
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ECONIS (ZBW)
13
Showing
1
-
10
of
13
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relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical tests of asset pricing models with individual assets : Resolving the errors-in-variables bias in risk premium estimation
Jegadeesh, Narasimhan
;
Noh, Joonki
;
Pukthuanthong, Kuntara
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 273-298
Persistent link: https://www.econbiz.de/10012165400
Saved in:
2
Learning from repetitive acquisitions : evidence from the time between deals
Aktas, Nihat
;
De Bodt, Eric
;
Roll, Richard
- In:
Journal of financial economics
108
(
2013
)
1
,
pp. 99-117
Persistent link: https://www.econbiz.de/10009746555
Saved in:
3
Recent trends in trading activity and market quality
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
101
(
2011
)
2
,
pp. 243-263
Persistent link: https://www.econbiz.de/10009242865
Saved in:
4
Negotiations under the threat of an auction
Aktas, Nihat
;
De Bodt, Eric
;
Roll, Richard
- In:
Journal of financial economics
98
(
2010
)
2
,
pp. 241-255
Persistent link: https://www.econbiz.de/10008826335
Saved in:
5
O/S : the relative trading activity in options and stock
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
96
(
2010
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003968029
Saved in:
6
Global market integration : an alternative measure and its application
Pukthuanthong, Kuntara
;
Roll, Richard
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 214-232
Persistent link: https://www.econbiz.de/10003906347
Saved in:
7
Options trading activity and firm valuation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
94
(
2009
)
3
,
pp. 345-360
Persistent link: https://www.econbiz.de/10003918726
Saved in:
8
Liquidity and market efficiency
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
87
(
2008
)
2
,
pp. 249-268
Persistent link: https://www.econbiz.de/10003629034
Saved in:
9
Evidence on the speed of convergence to market efficiency
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
76
(
2005
)
2
,
pp. 271-292
Persistent link: https://www.econbiz.de/10002821821
Saved in:
10
Order imbalance, liquidity, and market returns
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10001690219
Saved in:
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