Richard Roll
Impact in
- Finance top 0.01%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Accounting top 0.01%
- Corporate Finance and Governance
- Auditing, Earnings Management, Governance
Papers in
- Finance 136
- Financial Markets and Investment Strategies 110
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- Complex Systems and Time Series Analysis 34
- Market Dynamics and Volatility 31
- Housing Market and Economics 28
- Co-authors
- Avanidhar Subrahmanyam (30 shared papers)Stephen A. Ross (11 shared papers)Tarun Chordia (16 shared papers)Eugene F. Fama (7 shared papers)Nai‐Fu Chen (1 shared paper)Lawrence Fisher (2 shared papers)Michael C. Jensen (2 shared papers)Kenneth R. French (2 shared papers)
- Journals
- The Journal of Finance (34 papers)Journal of Financial Economics (18 papers)Financial Analysts Journal (10 papers)The Journal of Portfolio Management (9 papers)Journal of Financial and Quantitative Analysis (9 papers)
- Partner nations
- United StatesFranceGermany
In The Last Decade
Richard Roll
209 papers receiving 29.9k citations
Richard Roll's Hit Papers
Peers
Comparison fields: 5 of 150
- Finance 25.5k
- Accounting 14.5k
- General Economics, Econometrics and Finance 6.2k
- Economics and Econometrics 17.3k
- 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-authors
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
Showing the 20 most-cited of 217 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Economic Forces and the Stock Market Hit paper breakdown → | 1986 | 3620 |
| 2 | The Hubris Hypothesis of Corporate Takeovers Hit paper breakdown → | 1986 | 2502 |
| 3 | The Adjustment of Stock Prices to New Information Hit paper breakdown → | 1969 | 2460 |
| 4 | A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory Hit paper breakdown → | 1977 | 1937 |
| 5 | A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market Hit paper breakdown → | 1984 | 1925 |
| 6 | The Adjustment of Stock Prices to New Information Hit paper breakdown → | 2003 | 1471 |
| 7 | Stock return variances Hit paper breakdown → | 1986 | 1380 |
| 8 | Commonality in liquidity Hit paper breakdown → | 2000 | 1175 |
| 9 | Market Liquidity and Trading Activity Hit paper breakdown → | 2001 | 1054 |
| 10 | An Empirical Investigation of the Arbitrage Pricing Theory Hit paper breakdown → | 1980 | 765 |
| 11 | Liquidity and market efficiency☆ Hit paper breakdown → | 2007 | 700 |
| 12 | The Fiscal and Monetary Linkage between Stock Returns and Inflation Hit paper breakdown → | 1983 | 693 |
| 13 | Order imbalance, liquidity, and market returns Hit paper breakdown → | 2002 | 672 |
| 14 | A Mean/Variance Analysis of Tracking Error Hit paper breakdown → | 1992 | 515 |
| 15 | 1988 | 488 | |
| 16 | 1992 | 474 | |
| 17 | 1984 | 428 | |
| 18 | R-S1-2 | 1988 | 368 |
| 19 | Parameter Estimates for Symmetric Stable Distributions Hit paper breakdown → | 1971 | 362 |
| 20 | 1999 | 353 |
About Richard Roll
Richard Roll is a scholar working on Finance, Economics and Econometrics, Accounting, General Economics, Econometrics and Finance and Strategy and Management, having authored 217 papers that have together received 33.8k 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 (25.5k citations), Accounting (14.5k citations), General Economics, Econometrics and Finance (6.2k citations), Economics and Econometrics (17.3k 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, Lawrence Fisher, Michael C. Jensen, Kenneth R. French, Robert Geske and Eric de Bodt. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics, Financial Analysts Journal, The Journal of Portfolio Management and Journal of Financial and Quantitative Analysis.
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.