Access Statistics for Stephen A. Ross

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
Asymmetric Information and the Closed-End Fund Puzzle 0 0 0 1 4 14 20 834
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 2 2 5 408
High Water Marks 0 0 2 208 3 9 13 1,018
High Water Marks 0 0 0 161 5 7 12 911
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 2 6 7 2,002
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 1 3 12 333
High-Water Marks and Hedge Fund Management Contracts 0 0 0 4 2 3 6 18
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 1 215 1 4 6 961
Market Selection 0 0 0 32 2 6 10 181
Market Selection 0 0 0 7 2 6 10 102
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 5 7 8 425
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 0 3 5 861
Notes on the Yield Curve 0 0 0 36 2 5 8 104
Options and Efficiency 0 0 0 0 10 11 13 124
Options and Efficiency 0 0 0 0 5 8 11 107
Portfolio Turnpike Theorems for Constant Policies 0 0 0 0 3 6 9 63
Portfolio and Capital Market Theory with Arbitrary Preferences and Distributions: The General Validity of the Mean-Variance Approach in Large Markets 0 0 0 0 6 10 38 1,302
Post-Announcement Drift 0 0 0 2 3 5 6 786
Progressive Taxation and the Inequality of After-Tax Income 0 0 0 2 1 1 2 11
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 22 3 7 10 178
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 3 5 6 10
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 1 3 3 500
Return, Risk and Arbitrage 0 0 0 7 6 11 20 3,360
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 1 5 9 500
Spanning, Valuation and Options 0 0 0 104 4 9 12 385
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 2 3 4 69
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 1 2 3 92
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 1 16 29 2,169
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 2 6 23 2,959
The Price Impact and Survival of Irrational Traders 0 0 0 45 11 14 16 175
The Price Impact and Survival of Irrational Traders 0 0 0 214 5 5 9 719
The Price Impact and Survival of Irrational Traders 0 0 0 28 5 9 13 161
The Pricing of Options for Jump Processes 0 0 0 5 1 7 19 649
The Pricing of Options for Jump Processes 0 0 0 5 0 3 9 933
The Recovery Theorem 0 1 2 188 4 8 13 418
The True Cost of Social Security 0 0 1 108 8 10 13 316
Total Working Papers 0 1 6 2,115 117 239 412 24,144
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
24th Annual Lecture of The Geneva Association – Financial Regulation in the New Millennium&ast 0 0 0 8 1 1 1 27
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply 0 0 0 87 1 4 8 238
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 4 4 7 136
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 0 1 9 548 8 17 35 996
A Simple Approach to the Valuation of Risky Streams 1 4 11 683 3 11 29 1,245
A Survey of Some New Results in Financial Option Pricing Theory 0 0 4 243 5 6 13 467
A Test of the Efficiency of a Given Portfolio 1 3 10 1,995 4 16 42 4,846
A Theory of the Term Structure of Interest Rates 3 4 10 8,177 14 36 76 19,925
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 0 0 0 13 1 3 4 52
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 0 0 1 99 5 7 9 232
An Analysis of Variable Rate Loan Contracts 0 0 0 199 4 7 11 541
An Empirical Investigation of the Arbitrage Pricing Theory 0 6 17 1,562 3 15 45 3,006
An Intertemporal General Equilibrium Model of Asset Prices 1 2 9 1,884 2 3 26 3,501
Arbitrage and Martingales with Taxation 0 0 1 106 1 3 12 335
Comment on the Modigliani-Miller Propositions 0 0 0 399 3 4 8 1,073
Comments on qualitative results for investment proportions 0 0 0 44 2 2 4 138
Comments: Capital Asset Pricing in a General Equilibrium Framework 0 0 0 8 1 2 3 28
Corrigendum [Measuring Investment Performance in a Rational Expectations Equilibrium Model] 0 0 0 15 2 4 7 156
Debt and Taxes and Uncertainty 0 0 0 82 1 3 4 174
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 285 0 1 8 916
Discussion 0 0 0 2 1 2 3 24
Duration and the Measurement of Basis Risk 0 0 1 609 2 3 9 1,345
Economic Forces and the Stock Market 9 47 194 8,582 32 132 518 20,378
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 5 5 8 140
Forensic Finance: Enron and Others 0 0 0 57 2 5 13 220
Forensic Finance: Enron and Others 0 0 1 23 2 4 9 88
High‐Water Marks and Hedge Fund Management Contracts 0 0 1 205 5 8 18 598
Institutional Markets, Financial Marketing, and Financial Innovation 4 5 8 79 5 10 15 205
International capital movements and long run diversification 0 0 0 29 1 3 5 74
Investments-Theoretical Issues: Discussion 0 0 0 8 1 1 3 51
Long Forward and Zero-Coupon Rates Can Never Fall 1 2 3 242 7 9 14 1,296
Market Power in a Securities Market with Endogenous Information 0 0 0 64 0 2 11 178
Market selection 0 0 0 18 5 10 12 117
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 0 0 253 2 4 7 603
Mutual fund separation in financial theory--The separating distributions 0 1 2 480 1 4 6 979
Notes on the yield curve 0 0 0 11 3 5 12 85
On the Cross-sectional Relation between Expected Returns and Betas 0 0 1 372 5 9 13 917
Option pricing: A simplified approach 11 42 146 4,401 26 101 320 9,381
Options and Efficiency 2 4 13 972 7 14 31 1,999
Portfolio Efficient Sets 0 0 1 128 3 6 8 350
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 3 3 6 225
Portfolio turnpike theorems for constant policies 0 0 0 17 1 3 5 73
Present values and internal rates of return 0 0 0 47 1 4 8 120
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 2 3 8 583
Promotion and Relegation 0 0 1 239 3 7 12 560
Q Group Panel Discussion: Looking to the Future 0 1 1 1 2 5 7 8
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 3 4 8 548
Review of The New Financial Order by Shiller 0 0 0 131 4 4 5 360
Risk and Return in Real Estate 0 0 0 12 3 9 23 1,822
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 0 1 2 128 1 5 12 304
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 0 1 3 418 2 7 15 886
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 3 7 10 42
Spanning, Valuation and Options 0 0 0 0 7 12 13 223
Survival 0 1 1 80 2 6 18 236
Tax Clienteles and Asset Pricing 0 0 3 63 5 6 12 163
Teoria da estrutura a termo das taxas de juros 0 0 0 2 2 4 7 14
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 4 4 8 531
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 1 1 1 763 3 10 20 1,734
The Current Status of the Capital Asset Pricing Model (CAPM) 0 0 5 344 4 7 20 796
The Determination of Fair Profits for the Property-Liability Insurance Firm 0 0 0 32 1 2 2 93
The Determination of Financial Structure: The Incentive-Signalling Approach 26 111 239 3,824 68 253 548 10,000
The Economic Theory of Agency: The Principal's Problem 9 32 107 5,039 33 120 408 15,255
The Interrelations of Finance and Economics: Theoretical Perspectives 0 1 7 359 1 3 21 770
The Price Impact and Survival of Irrational Traders 0 0 2 75 6 8 12 333
The True Cost of Social Security 0 0 0 4 5 5 8 34
The arbitrage theory of capital asset pricing 7 22 86 6,790 39 139 387 15,306
The relation between forward prices and futures prices 1 5 13 2,013 6 15 41 3,592
The valuation of options for alternative stochastic processes 2 10 34 3,360 16 34 83 5,789
Tobin's q Ratio and Industrial Organization 6 29 88 2,389 13 57 177 5,566
Uncertainty and the Heterogeneous Capital Good Model 0 0 0 25 2 4 6 76
Wage Determination, Inflation, and the Industrial Structure 0 0 0 22 1 3 7 108
Wage Determination, Inflation, and the Industrial Structure: Reply 0 0 0 4 2 2 5 56
Waiting to Invest: Investment and Uncertainty 0 1 4 652 3 6 15 1,580
Yes, the APT Is Testable 0 1 3 238 4 5 7 479
Total Journal Articles 85 338 1,044 60,542 435 1,252 3,331 145,325
4 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A THEORY OF THE TERM STRUCTURE OF INTEREST RATES 1 5 12 133 10 31 52 539
Arbitrage, state prices and portfolio theory 0 0 6 968 2 5 20 2,627
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 2 3 6 38
Learning by Observing and the Distribution of Wages 0 0 0 18 3 4 6 70
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 0 1 32 2 10 12 90
Positive Linear Functionals 0 0 0 0 0 0 0 0
The Arbitrage Theory of Capital Asset Pricing 1 4 14 116 6 25 73 407
The Black—Scholes Formula 0 0 0 0 1 1 1 1
The Cox—Ross—Rubinstein Model 0 0 0 0 1 1 1 1
The Fundamental Theorems of Asset Pricing 0 0 0 0 0 0 0 0
The True Cost of Social Security 0 0 0 2 6 14 15 56
Total Chapters 2 9 33 1,274 33 94 186 3,829

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Statistics updated 2026-02-12