Roll Richard
Обновлено: 24-09-2010
Публикации на портале:
Статьи
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Richard Roll A critique of the asset pricing theory's tests
// Journal of Financial Economics.
1977.
Vol. 4.
No. 2.
P. 129-176.
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Richard Roll An analytic valuation formula for unprotected American call options on stocks with
known dividends
// Journal of Financial Economics.
1977.
Vol. 5.
No. 2.
P. 251-258 .
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Richard Roll, Ross S.A. An Empirical Investigation of the Arbitrage Pricing Theory
// Journal of Finance.
1980.
Vol. 35.
No. 5.
P. 1073-1103.
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Nai-Fu Chen, Richard Roll, Ross S.A. Economic Forces and the Stock Market
// Journal of Business.
1986.
Vol. 59.
No. 3.
P. 383-403.
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French K.R., Richard Roll Stock Return Variances: The Arrival of Information and the Reaction of Traders
// Journal of Financial Economics.
1986.
Vol. 17.
No. 1.
P. 5-26.
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Fama E.F., Lawrence Fisher, Jensen M.C., Richard Roll The Adjustment of Stock Prices to New Information,
// International Economic Review.
1969.
Vol. 10.
No. 1.
P. 1-21.