Richard Roll


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Richard Roll

An economist who researches portfolio theory and asset pricing. He was among the first to analyze how stock prices react to the announcements of particular events, such as a merger or an earnings report. See also: Price out.
References in periodicals archive ?
Keith Brown and Richard Roll, aboard On A Roll, kept 13 fish from their trip which produced ling to 15lb for Roll and 11lb for Brown.
As Chetna, Luis, Nancy and Richard roll out their super-thin sheets, you'll be reminded of Lady Cassandra from Doctor Who who was just a piece of skin stretched out on a frame.
As Chetna, Luis, Nancy and Richard roll out their super thin sheets you'll be reminded of Lady Cassandra from Doctor Who who was just a piece of skin stretched out on a frame.
In the "Under 20ft Class" the winner was Richard Roll on "Stingray" with a ling of 12lb 14oz.
They include: Richard Roll, Bob Litterman, Jack Treynor, Jim Simons, Phelim Boyle, Oldrich Alfons Vasicek, Darrell Duffie, Jonathan Ingersoll, Andrew Lo, Emanuel Derman, John Hull, John.
The selected papers have been referred by the members of the scientific committee under the Presidency of Professors Richard Roll and Jose Scheinkman.
Tarun Chordia, Emory University Richard Roll, University of California, Los Angeles, and Avanidhar Subrahmanyam, "Market Liquidity and Trading Activity"
They include: Robert Engle, Peter Carr, Richard Roll, Bob Litterman, Jack Treynor, Jim Simons, Phelim Boyle, Oldrich Alfons Vasicek, Darrell Duffie, Jonathan Ingersoll, Andrew Lo, Emanuel Derman, John Hull, John.
Eddie Stephenson and Chris Hulme were out with Richard Roll on his boat On-ARoll taking fish on most wrecks they visited keeping 27 decent cod, with as many returned, Stephenson taking the best at 9lb.
In the Under 20ft Class, winner was Richard Roll with a cod of 13lb 1oz.
org/) today announced that Richard Roll, Japan Alumni Chair in International Finance at the UCLA Anderson School, has been named the 2009 IAFE/SunGard Financial Engineer of the Year (FEOY).
Rajesh Chakrabarti and Richard Roll, University of California, Los Angeles, "Learning from Others, Reacting, and Market Quality"