Access Statistics for Stephen F. LeRoy

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bubbles as Payoffs at Infinity 0 0 0 3 0 0 1 17
Bubbles as payoffs at infinity 0 0 1 137 0 0 1 576
Bublles and Charges 0 0 0 0 0 0 1 492
Causal Inference 0 0 0 111 0 0 3 53
Determining the monetary instrument: a diagrammatic exposition 0 0 0 0 0 0 2 148
Econometric Aspects of the Variance-Bound Tests: A Survey 0 0 0 0 0 1 2 368
Efficient use of current information in short-run monetary control 0 0 0 0 0 0 1 84
Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency? 0 2 4 46 1 4 13 131
Infinite Portfolios 0 0 0 5 0 0 0 27
Liquidity and Liquidation 0 0 1 9 0 0 1 116
Mortgage default and mortgage valuation 0 0 0 130 0 1 2 396
Observability, measurement error, and the optimal use of information for monetary policy 0 0 0 0 0 0 1 163
On the Arbitrage Pricing Theory 0 0 0 0 0 0 1 745
Pricing Interest-Sensitive Claims when Interest Rates Have Stationary Components 0 0 0 0 0 0 0 365
Reconsidering Causation 1 1 8 8 1 1 18 18
Returns on illiquid assets: are they fair games? 0 0 0 242 0 1 1 1,120
Risk aversion and stock price volatility 0 0 0 174 0 0 0 479
Stochastic bubbles in Markov economies 0 0 0 0 0 0 0 115
Subprime Mortgages 0 0 0 16 0 0 0 58
The Arbitrage Pricing Theory: A Geometric Interpretation 0 0 0 0 0 0 1 666
Total Working Papers 1 3 14 881 2 8 49 6,137


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition 0 0 0 34 0 1 1 97
A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition--Erratum 0 0 0 0 0 0 1 116
A monetarist model of inflation 0 0 0 26 0 0 2 101
Applications of the Kalman Filter in Short-Run Monetary Control 0 1 1 144 0 1 2 500
Arbitrage, martingales and bubbles 0 0 0 25 0 0 1 64
Atheoretical macroeconometrics: A critique 0 0 10 595 4 5 25 1,305
Bubbles and Charges 0 0 1 157 1 1 2 374
Bubbles and the Intertemporal Government Budget Constraint 0 0 0 34 0 0 9 113
Bubbles as payoffs at infinity (*) 0 0 0 0 0 1 1 288
Can risk aversion explain stock price volatility? 0 0 0 27 0 0 3 182
Capital market efficiency: an update 0 1 1 357 0 1 1 1,346
Contemporary macroeconomic modelling: edited by Pierre Malgrange and Pierre-Alain Muet (Blackwell, Oxford, 1984) pp. x + 319, $37.95 0 0 0 25 1 1 2 95
Convex payoffs: implications for risk-taking and financial reform 0 0 0 33 0 1 3 303
Deposit insurance and the coexistence of commercial and shadow banks 0 0 0 12 0 0 2 67
Determining the Monetary Instrument: A Diagrammatic Exposition 0 0 0 9 0 0 1 58
Econometric Aspects of the Variance-Bounds Tests: A Survey 0 1 2 107 0 1 3 280
Econometric Policy Evaluation: Note 0 0 0 93 0 1 4 372
Efficiency and the Variability of Asset Prices 0 0 0 33 0 0 0 94
Efficient Capital Markets and Martingales 0 2 5 994 3 5 10 2,344
Efficient Capital Markets: Comment 0 0 2 86 0 0 3 248
Entry and equilibrium under adjustment costs 0 0 0 7 0 0 0 28
Equilibrium valuation of illiquid assets 1 1 1 269 2 2 2 650
Examining the sources of excess return predictability: Stochastic volatility or market inefficiency? 0 0 0 3 0 0 17 44
Expectations Models of Asset Prices: A Survey of Theory 0 0 0 25 0 0 0 67
Expected utility: a defense 0 0 0 38 0 0 1 108
IMPLEMENTATION NEUTRALITY AND TREATMENT EVALUATION 0 0 0 0 0 0 1 9
IMPLEMENTATION-NEUTRAL CAUSATION 0 0 0 4 0 0 0 16
Identification and Estimation of Money Demand 0 0 1 256 1 1 6 709
Implementation-Neutral Causation in Structural Models 0 0 0 1 0 0 0 7
Infinite Portfolio Strategies 0 0 0 1 0 0 2 16
Is the “invisible hand” still relevant? 0 0 0 69 0 0 4 475
Keynes's theory of investment 0 0 0 35 1 2 4 98
Knight on Risk and Uncertainty 0 2 12 639 1 9 36 2,081
Liquidity and Liquidation 0 0 0 25 0 0 4 157
Liquidity and fire sales 0 0 0 39 0 0 1 127
Mortgage Valuation under Optimal Prepayment 0 0 0 189 0 0 2 793
Mutual deposit insurance 0 0 0 23 0 0 0 150
Nominal Prices and Interest Rates in General Equilibrium: Endowment Shocks 0 0 0 17 0 0 0 80
Nominal Prices and Interest Rates in General Equilibrium: Money Shocks 0 0 0 21 0 1 3 75
On the Arbitrage Pricing Theory 0 0 0 0 0 1 4 739
Paradise lost and regained: Transportation innovation, income, and residential location 2 4 12 256 2 4 18 738
Positivity and bubbles in overlapping generations models 0 0 0 14 0 0 4 43
Review of Peter Bossaerts, The Paradox of Asset Pricing 0 0 0 50 0 0 1 214
Risk Aversion and the Dispersion of Asset Prices 0 0 0 50 0 0 1 152
Risk Aversion and the Martingale Property of Stock Prices 0 1 3 423 0 3 13 935
Risk aversion, investor information and stock market volatility 0 0 0 15 0 0 4 83
Risk-aversion and the term structure of real interest rates 0 0 0 20 0 0 0 44
Risk-aversion and the term structure of real interest rates correction 0 0 0 14 0 0 0 33
Risky mortgages and mortgage default premiums 0 0 0 20 0 0 0 99
Size and power in tests of return predictability 0 0 1 2 0 0 1 7
Stock Market Optimality: Comment 0 0 0 8 0 1 1 60
Stock Price Volatility: Tests Based on the Geometric Random Walk 0 0 2 135 0 0 4 357
Stock price volatility: an inequality test based on the geometric random walk 0 0 0 0 0 0 0 134
The Present-Value Relation: Tests Based on Implied Variance Bounds 0 4 9 1,173 2 8 25 3,128
Underwater mortgages 0 0 0 11 1 1 2 83
Urban land rent and the incidence of property taxes 0 0 0 33 0 1 2 92
What Will Take the Con Out of Econometrics? A Reply Identification andEstimation of Money Demand 0 0 0 31 0 0 1 152
Total Journal Articles 3 17 63 6,707 19 53 240 21,130


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Principles of Financial Economics 0 0 0 0 0 0 0 93
Principles of Financial Economics 0 0 0 0 1 3 6 87
Total Books 0 0 0 0 1 3 6 180


Statistics updated 2025-07-04