<h1>Roll, Richard W.</h1>
<h2>Working Paper from <a href="https://authors.library.caltech.edu">CaltechAUTHORS</a></h2>
<ul>
<li>Roll, Richard and de Bodt, Eric, el al. (2022) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20220415-220320274">The (Un)intended Consequences of M&amp;A Regulatory Enforcements</a>; <a href="https://doi.org/10.7907/tjfh-3220">10.7907/tjfh-3220</a></li>
<li>Roll, Richard and de Bodt, Eric, el al. (2021) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20220415-223243515">Competition Shocks, rival reactions and return comovement</a>; <a href="https://doi.org/10.7907/1m0m-4291">10.7907/1m0m-4291</a></li>
<li>Roll, Richard (2021) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20210701-232908304">The Efficient Frontier: A Note on the Curious Difference Between Variance and Standard Deviation</a>; <a href="https://doi.org/10.7907/pr100-49531">10.7907/pr100-49531</a></li>
<li>Pukthuanthong, Kuntara and Roll, Richard, el al. (2019) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20191018-115420925">Changing Expected Returns Can Induce Spurious Serial Correlation</a>; <a href="https://doi.org/10.7907/1077w-2jx02">10.7907/1077w-2jx02</a></li>
<li>Plott, Charles R. and Roll, Richard, el al. (2018) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20191023-145648029">Tick Size, Price Grids and Market Performance: Stable Matches as a Model of Market Dynamics and Equilibrium</a>; <a href="https://doi.org/10.7907/as1az-qd784">10.7907/as1az-qd784</a></li>
<li>Pukthuanthong, Kuntara and Roll, Richard, el al. (2017) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20171128-144249809">A Protocol for Factor Identification</a>; <a href="https://doi.org/10.7907/124y0-gvg05">10.7907/124y0-gvg05</a></li>
<li>Levy, Moshe and Roll, Richard (2017) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20171103-131935396">Generalized Portfolio Performance Measures: Optimal Overweighting of Fees Relative to Sample Returns</a>; <a href="https://doi.org/10.7907/dg7d0-3g027">10.7907/dg7d0-3g027</a></li>
<li>de Bodt, Eric and Cousin, Jean-Gabriel, el al. (2016) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170707-101356502">Empirical Evidence of Overbidding in M&amp;A Contests</a>; <a href="https://doi.org/10.7907/t9c90-47y20">10.7907/t9c90-47y20</a></li>
<li>Cotter, John and Gabriel, Stuart, el al. (2016) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170707-102156656">Nowhere to Run, Nowhere to Hide: Asset Diversification in a Flat World</a>; <a href="https://doi.org/10.7907/5e9f8-dp598">10.7907/5e9f8-dp598</a></li>
<li>de Bodt, Eric and Cousin, Jean-Gabriel, el al. (2016) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170726-084800488">Full Stock Payment Marginalization in M&amp;A Transactions</a>; <a href="https://doi.org/10.7907/n6h0d-41t82">10.7907/n6h0d-41t82</a></li>
<li>de Bodt, Eric and Cousin, Jean-Gabriel, el al. (2016) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170726-082321868">Improved Methods for Detecting Acquirer Skills</a>; <a href="https://doi.org/10.7907/ktv09-kht25">10.7907/ktv09-kht25</a></li>
<li>Levy, Moshe and Roll, Richard (2015) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170726-105902733">Seeking Alpha? It's a Bad Guideline for Portfolio Optimization</a>; <a href="https://doi.org/10.7907/96363-0k862">10.7907/96363-0k862</a></li>
<li>Pukthuanthong, Kuntara and Roll, Richard (2015) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170726-110645423">An Agnostic and Practically Useful Estimator of the Stochastic Discount Factor</a>; <a href="https://doi.org/10.7907/b7hye-e5g06">10.7907/b7hye-e5g06</a></li>
<li>Cotter, John and Gabriel, Stuart, el al. (2014) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170726-112029656">Can Housing Risk be Diversified? A Cautionary Test from the Housing Boom and Bust</a>; <a href="https://doi.org/10.7907/mva5a-pt004">10.7907/mva5a-pt004</a></li>
<li>Bongaerts, Dion and Roll, Richard, el al. (2014) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170726-114925483">The Propagation of Shocks Across International Equity Markets: A Microstructure Perspective</a>; <a href="https://doi.org/10.7907/emqdm-bfm65">10.7907/emqdm-bfm65</a></li>
<li>Pukthuanthong, Kuntara and Roll, Richard, el al. (2014) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170726-114922004">Resolving the Errors-in-Variables Bias in Risk Premium Estimation</a>; <a href="https://doi.org/10.7907/p4161-89e21">10.7907/p4161-89e21</a></li>
<li>de Bodt, Eric and Cousin, Jean-Gabriel, el al. (2014) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170726-142038067">The Hubris Hypothesis: Empirical Evidence</a>; <a href="https://doi.org/10.7907/3mbyx-mv752">10.7907/3mbyx-mv752</a></li>
</ul>