Richard Roll

• Common determinants of bond and stock market liquidity
• The behavior of interest rates
• A critique of the asset pricing theory's tests
• Getting yours
• Mutual Fund Selection
• On the cross-sectional relation between expected returns and betas
• Orange juice and weather
• The arbitrage pricing theory approach to strategic portfolio planning
• The efficient market model applied to U.S. Treasury bill rates
• The Hubris hypothesis of corporate takeovers
• The Trains of Christmas
• Utilisation des taux de change à terme comme prédicteurs du taux de change futur