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Richard Roll
Publication Activity (10 Years)
Years Active: 2018-2022
Publications (10 Years): 3
Top Topics
Garch Model
Stock Market
Financial Data
Long Term
Top Venues
Manag. Sci.
Games Econ. Behav.
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Publications
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Dion Bongaerts
,
Richard Roll
,
Dominik Rösch
,
Mathijs van Dijk
,
Darya Yuferova
How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective.
Manag. Sci.
68 (4) (2022)
Charles Plott
,
Richard Roll
,
Han Seo
,
Hao Zhao
Tick size, price grids and market performance: Stable matches as a model of market dynamics and equilibrium.
Games Econ. Behav.
118 (2019)
Eric de Bodt
,
Jean-Gabriel Cousin
,
Richard Roll
Full-Stock-Payment Marginalization in Merger and Acquisition Transactions.
Manag. Sci.
64 (2) (2018)