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Richard Roll

Active 1968–2021

45
Papers
38,851
Citations
42
h-index
44
i10-index

Citations

Citations per year for Richard Roll1800: 1 citations1962: 2 citations1968: 2 citations1970: 4 citations1971: 2 citations1972: 9 citations1973: 6 citations1974: 9 citations1975: 1 citations1976: 9 citations1977: 8 citations1978: 16 citations1979: 11 citations1980: 18 citations1981: 14 citations1982: 24 citations1983: 42 citations1984: 24 citations1985: 32 citations1986: 34 citations1987: 45 citations1988: 44 citations1989: 66 citations1990: 62 citations1991: 51 citations1992: 54 citations1993: 60 citations1994: 58 citations1995: 85 citations1996: 53 citations1997: 47 citations1998: 56 citations1999: 71 citations2000: 82 citations2001: 70 citations2002: 72 citations2003: 91 citations2004: 75 citations2005: 75 citations2006: 71 citations2007: 83 citations2008: 90 citations2009: 81 citations2010: 90 citations2011: 105 citations2012: 82 citations2013: 94 citations2014: 71 citations2015: 69 citations2016: 65 citations2017: 100 citations2018: 68 citations2019: 94 citations2020: 72 citations2021: 71 citations2022: 49 citations2023: 51 citations2024: 43 citations2025: 37 citations2026: 7 citations1801–1961: no citations, so these years are not shown1963–1967: no citations, so these years are not shown1969: no citations, so this year is not shown

Citation sources

Countries

World map of the countries and regions citing this authorUnited States: 1,312 citing papers, 43.3% of this breakdownUnited Kingdom: 220 citing papers, 7.3% of this breakdownChina: 201 citing papers, 6.6% of this breakdownCanada: 134 citing papers, 4.4% of this breakdownAustralia: 98 citing papers, 3.2% of this breakdownGermany: 86 citing papers, 2.8% of this breakdownFrance: 85 citing papers, 2.8% of this breakdownHong Kong: 81 citing papers, 2.7% of this breakdownSingapore: 53 citing papers, 1.8% of this breakdownItaly: 52 citing papers, 1.7% of this breakdownNetherlands: 45 citing papers, 1.5% of this breakdownSouth Korea: 44 citing papers, 1.5% of this breakdown
0%43.3%Other 20.4%

Institutions

Fields

  • Economics, Econometrics and Finance59.9%
  • Business, Management and Accounting20.4%
  • Decision Sciences8.4%
  • Computer Science5.9%
  • Engineering1.6%
  • Social Sciences1.5%
  • Other2.3%

Topics

  • Financial Markets and Investment Strategies18.9%
  • Corporate Finance and Governance9.9%
  • Market Dynamics and Volatility6.1%
  • Complex Systems and Time Series Analysis6%
  • Auditing, Earnings Management, Governance5.4%
  • Monetary Policy and Economic Impact4.5%
  • Other49.2%

Coauthors

All papers

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  1. Economic Forces and the Stock Market

    Authors: Nai‐Fu Chen, Richard Roll, Stephen A. Ross - The Journal of Business 1986 cited by 5,374

  2. A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market

    Authors: Richard Roll - The Journal of Finance 1984 cited by 2,762

  3. Liquidity and market efficiency☆

    Authors: Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam - Journal of Financial Economics 2007 cited by 967

  4. Order imbalance, liquidity, and market returns

    Authors: Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam - Journal of Financial Economics 2002 cited by 952

  5. An Empirical Investigation of the Arbitrage Pricing Theory

    Authors: Richard Roll, Stephen A. Ross - The Journal of Finance 1980 cited by 1,188

  6. A Mean/Variance Analysis of Tracking Error

    Authors: Richard Roll - The Journal of Portfolio Management 1992 cited by 764

  7. The Hubris Hypothesis of Corporate Takeovers

    Authors: Richard Roll - The Journal of Business 1986 cited by 3,851

  8. A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

    Authors: Richard Roll - Journal of Financial Economics 1977 cited by 3,074

  9. Parameter Estimates for Symmetric Stable Distributions

    Authors: Eugene F. Fama, Richard Roll - Journal of the American Statistical Association 1971 cited by 508

  10. Some Properties of Symmetric Stable Distributions

    Authors: Eugene F. Fama, Richard Roll - Journal of the American Statistical Association 1968 cited by 408

  11. Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis

    Authors: Richard Roll, Eduardo S. Schwartz, Avanidhar Subrahmanyam - The Journal of Finance 2007 cited by 205

  12. Stock return variances

    Authors: Kenneth R. French, Richard Roll - Journal of Financial Economics 1986 cited by 1,873

  13. Recent trends in trading activity and market quality

    Authors: Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam - Journal of Financial Economics 2011 cited by 474

  14. Evidence on the speed of convergence to market efficiency

    Authors: Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam - Journal of Financial Economics 2005 cited by 445

  15. The Fiscal and Monetary Linkage Between Stock Returns and Inflation

    Authors: Robert S. Geske, Richard Roll - The Journal of Finance 1983 cited by 924

  16. R2

    Authors: Richard Roll - The Journal of Finance 1988 cited by 628

  17. A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market

    Authors: Richard Roll - The Journal of Finance 1984 cited by 616

  18. An analytic valuation formula for unprotected American call options on stocks with known dividends

    Authors: Richard Roll - Journal of Financial Economics 1977 cited by 384

  19. O/S: The relative trading activity in options and stock

    Authors: Richard Roll, Eduardo S. Schwartz, Avanidhar Subrahmanyam - Journal of Financial Economics 2009 cited by 364

  20. CEO Narcissism and the Takeover Process: From Private Initiation to Deal Completion

    Authors: Nihat Aktas, Eric de Bodt, Helen Bollaert, Richard Roll - Journal of Financial and Quantitative Analysis 2016 cited by 285

  21. Learning from repetitive acquisitions: Evidence from the time between deals

    Authors: Nihat Aktas, Eric de Bodt, Richard Roll - Journal of Financial Economics 2012 cited by 221

  22. Options trading activity and firm valuation

    Authors: Richard Roll, Eduardo S. Schwartz, Avanidhar Subrahmanyam - Journal of Financial Economics 2009 cited by 218

  23. Prepayments on fixed-rate mortgage-backed securities

    Authors: Scott F. Richard, Richard Roll - The Journal of Portfolio Management 1989 cited by 208

  24. Negotiations under the threat of an auction

    Authors: Nihat Aktas, Eric de Bodt, Richard Roll - Journal of Financial Economics 2010 cited by 205