D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 73 Citations 59,990 216 World Ranking 232 National Ranking 174

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Statistics
  • Macroeconomics

Richard Roll spends much of his time researching Financial economics, Econometrics, Market liquidity, Volatility and Monetary economics. His work in the fields of Financial economics, such as Market portfolio, overlaps with other areas such as Empirical evidence. His work carried out in the field of Econometrics brings together such families of science as Arbitrage, Empirical research, Private information retrieval and Portfolio.

When carried out as part of a general Volatility research project, his work on Volatility smile, Forward volatility and Volatility risk premium is frequently linked to work in Volatility swap, therefore connecting diverse disciplines of study. His Monetary economics research incorporates themes from Financial market, Capital, Resource allocation and Investment management. His Stock exchange study also includes

  • Market return that intertwine with fields like Order,
  • Primary market and related Market depth.

His most cited work include:

  • ECONOMIC FORCES AND THE STOCK MARKET (3849 citations)
  • The Adjustment of Stock Prices to New Information (3129 citations)
  • The Hubris Hypothesis of Corporate Takeovers (2827 citations)

What are the main themes of his work throughout his whole career to date?

Richard Roll mainly focuses on Financial economics, Econometrics, Monetary economics, Market liquidity and Empirical research. His Financial economics research is multidisciplinary, incorporating perspectives in Stock market index and Equity. His study in Econometrics is interdisciplinary in nature, drawing from both Variance, Actuarial science and Portfolio.

His research in Market liquidity intersects with topics in Arbitrage and Order. He has included themes like Stock exchange and Market efficiency in his Order study. His research in Empirical research tackles topics such as Mergers and acquisitions which are related to areas like Monopoly and Microeconomics.

He most often published in these fields:

  • Financial economics (29.41%)
  • Econometrics (27.31%)
  • Monetary economics (18.91%)

What were the highlights of his more recent work (between 2014-2020)?

  • Econometrics (27.31%)
  • Equity (9.24%)
  • Monetary economics (18.91%)

In recent papers he was focusing on the following fields of study:

His primary areas of investigation include Econometrics, Equity, Monetary economics, Portfolio and Capital asset pricing model. His work on Risk premium as part of his general Econometrics study is frequently connected to Empirical evidence, thereby bridging the divide between different branches of science. The Equity study combines topics in areas such as Financial economics, Financial modeling, Spurious relationship, Diversification and Autocorrelation.

The study incorporates disciplines such as Leverage and Capital structure in addition to Financial economics. His Monetary economics research includes themes of Counterfactual thinking, Goodwill, Payment and Mergers and acquisitions. His work on Portfolio optimization as part of general Portfolio study is frequently linked to Unemployment rate and Bust, bridging the gap between disciplines.

Between 2014 and 2020, his most popular works were:

  • How stable are corporate capital structures (148 citations)
  • CEO Narcissism and the Takeover Process: From Private Initiation to Deal Completion (85 citations)
  • Internationally Correlated Jumps (23 citations)

In his most recent research, the most cited papers focused on:

  • Finance
  • Statistics
  • Macroeconomics

The scientist’s investigation covers issues in Econometrics, Financial economics, Monetary economics, Diversification and Equity. His research in the fields of Capital asset pricing model and Endogeneity overlaps with other disciplines such as Curse and Empirical evidence. His Financial economics study integrates concerns from other disciplines, such as Market liquidity and Real estate.

His Monetary economics research is multidisciplinary, relying on both Leverage, Capital structure, Mergers and acquisitions and Counterfactual thinking. The concepts of his Diversification study are interwoven with issues in Financial risk, Securitization, Financial system and Market integration. His Equity research integrates issues from Real estate investment trust, Capitalization rate, Stock market index, Market risk and Residential real estate.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Economic Forces and the Stock Market

N F Jotjensen;R Roll;S Ross.
The Journal of Business (1986)

7694 Citations

The Adjustment of Stock Prices to New Information

Eugene F. Fama;Lawrence Fisher;Michael C. Jensen;Richard J. Roll.
International Economic Review (1969)

7559 Citations

The Hubris Hypothesis of Corporate Takeovers

Richard Roll.
The Journal of Business (1986)

6046 Citations

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

Richard Roll.
Journal of Financial Economics (1977)

3978 Citations

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

Richard Roll.
Journal of Finance (1984)

3297 Citations

Stock return variances: The arrival of information and the reaction of traders

Kenneth R. French;Richard Roll;Richard Roll.
Journal of Financial Economics (1986)

2470 Citations

Commonality in liquidity

Tarun Chordia;Richard Roll;Avanidhar Subrahmanyam.
Journal of Financial Economics (2000)

2225 Citations

Market Liquidity and Trading Activity

Tarun Chordia;Richard Roll;Avanidhar Subrahmanyam.
Journal of Finance (2001)

1909 Citations

An Empirical Investigation of the Arbitrage Pricing Theory

Richard Roll;Stephen A. Ross.
Journal of Finance (1980)

1644 Citations

The Fiscal and Monetary Linkage between Stock Returns and Inflation

Robert Geske;Richard Roll.
Journal of Finance (1983)

1524 Citations

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