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 1 2 5 818
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 0 0 1 404
High Water Marks 0 0 0 161 0 1 3 901
High Water Marks 0 1 2 207 0 2 3 1,007
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 0 0 2 1,996
High-Water Marks and Hedge Fund Management Contracts 0 0 0 4 0 0 2 14
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 2 3 6 327
Long Forward and Zero-Coupon Rates Can Never Fall 0 1 2 215 0 1 6 956
Market Selection 0 0 0 32 0 0 2 172
Market Selection 0 0 0 7 0 1 4 95
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 0 0 4 418
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 1 1 2 858
Notes on the Yield Curve 0 0 0 36 0 0 4 99
Options and Efficiency 0 0 0 0 0 1 1 112
Options and Efficiency 0 0 0 0 1 1 3 98
Portfolio Turnpike Theorems for Constant Policies 0 0 0 0 0 0 3 56
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 2 5 46 1,290
Post-Announcement Drift 0 0 0 2 0 0 2 781
Progressive Taxation and the Inequality of After-Tax Income 0 0 0 2 0 0 1 10
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 0 0 1 5
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 22 0 1 2 170
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 0 0 0 497
Return, Risk and Arbitrage 0 0 0 7 1 5 14 3,347
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 0 1 3 494
Spanning, Valuation and Options 0 0 0 104 1 1 2 375
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 0 1 66
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 0 1 90
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 1 6 15 2,151
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 1 4 15 2,947
The Price Impact and Survival of Irrational Traders 0 0 0 45 0 0 1 160
The Price Impact and Survival of Irrational Traders 0 0 0 214 1 1 4 714
The Price Impact and Survival of Irrational Traders 0 0 0 28 1 1 3 151
The Pricing of Options for Jump Processes 0 0 0 5 1 6 14 641
The Pricing of Options for Jump Processes 0 0 0 5 0 3 6 928
The Recovery Theorem 0 0 4 187 0 0 7 407
The True Cost of Social Security 1 1 1 108 1 1 3 305
Total Working Papers 1 3 9 2,113 15 48 192 23,860
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 0 0 0 26
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply 0 0 1 87 0 0 5 233
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 0 1 3 132
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 1 4 11 547 1 5 22 975
A Simple Approach to the Valuation of Risky Streams 0 1 16 678 2 5 30 1,232
A Survey of Some New Results in Financial Option Pricing Theory 0 2 3 241 0 2 5 458
A Test of the Efficiency of a Given Portfolio 0 3 10 1,990 1 9 41 4,820
A Theory of the Term Structure of Interest Rates 1 4 16 8,173 4 11 64 19,879
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 0 0 0 13 0 0 1 49
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 0 1 2 99 0 1 4 225
An Analysis of Variable Rate Loan Contracts 0 0 1 199 1 1 5 533
An Empirical Investigation of the Arbitrage Pricing Theory 4 4 12 1,551 5 7 31 2,977
An Intertemporal General Equilibrium Model of Asset Prices 1 4 10 1,882 2 10 25 3,494
Arbitrage and Martingales with Taxation 0 0 1 106 0 1 5 327
Comment on the Modigliani-Miller Propositions 0 0 0 399 0 1 5 1,069
Comments on qualitative results for investment proportions 0 0 0 44 0 1 3 136
Comments: Capital Asset Pricing in a General Equilibrium Framework 0 0 0 8 0 0 1 26
Corrigendum [Measuring Investment Performance in a Rational Expectations Equilibrium Model] 0 0 1 15 0 1 4 152
Debt and Taxes and Uncertainty 0 0 0 82 0 0 2 171
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 285 1 2 9 915
Discussion 0 0 0 2 0 0 1 22
Duration and the Measurement of Basis Risk 0 1 3 609 1 2 6 1,340
Economic Forces and the Stock Market 15 43 205 8,505 29 103 532 20,170
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 1 1 4 135
Forensic Finance: Enron and Others 0 0 0 57 1 3 6 213
Forensic Finance: Enron and Others 0 0 0 22 1 2 4 83
High‐Water Marks and Hedge Fund Management Contracts 0 0 1 205 0 1 6 585
Institutional Markets, Financial Marketing, and Financial Innovation 1 1 4 74 1 2 7 195
International capital movements and long run diversification 0 0 0 29 0 0 2 71
Investments-Theoretical Issues: Discussion 0 0 0 8 0 0 1 49
Long Forward and Zero-Coupon Rates Can Never Fall 0 1 2 240 1 3 8 1,287
Market Power in a Securities Market with Endogenous Information 0 0 0 64 0 3 8 174
Market selection 0 0 0 18 0 2 3 107
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 0 0 253 0 1 3 597
Mutual fund separation in financial theory--The separating distributions 0 0 6 479 0 0 9 974
Notes on the yield curve 0 0 0 11 1 1 6 77
On the Cross-sectional Relation between Expected Returns and Betas 0 0 2 372 1 1 9 907
Option pricing: A simplified approach 11 41 134 4,335 25 91 304 9,234
Options and Efficiency 1 4 10 966 3 7 28 1,981
Portfolio Efficient Sets 0 1 1 128 0 1 2 344
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 1 2 3 222
Portfolio turnpike theorems for constant policies 0 0 0 17 1 2 3 70
Present values and internal rates of return 0 0 1 47 0 2 5 116
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 0 0 4 578
Promotion and Relegation 0 0 2 239 1 1 6 553
Q Group Panel Discussion: Looking to the Future 0 0 0 0 0 0 3 3
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 0 2 4 543
Review of The New Financial Order by Shiller 0 0 0 131 0 0 1 356
Risk and Return in Real Estate 0 0 0 12 1 4 14 1,811
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 0 0 5 127 0 2 11 298
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 0 0 3 415 1 1 9 874
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 0 1 2 34
Spanning, Valuation and Options 0 0 0 0 0 0 2 211
Survival 0 0 1 79 2 5 15 227
Tax Clienteles and Asset Pricing 0 2 3 63 0 2 4 155
Teoria da estrutura a termo das taxas de juros 0 0 0 2 0 0 2 9
The Analytics of Performance Measurement Using a Security Market Line 0 0 1 187 0 0 1 523
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 4 762 2 2 14 1,720
The Current Status of the Capital Asset Pricing Model (CAPM) 0 1 7 344 1 4 17 788
The Determination of Fair Profits for the Property-Liability Insurance Firm 0 0 0 32 0 0 0 91
The Determination of Financial Structure: The Incentive-Signalling Approach 6 26 125 3,639 26 69 332 9,617
The Economic Theory of Agency: The Principal's Problem 4 28 74 4,978 25 109 330 15,065
The Interrelations of Finance and Economics: Theoretical Perspectives 1 2 6 358 2 4 18 763
The Price Impact and Survival of Irrational Traders 0 0 1 74 0 0 5 324
The True Cost of Social Security 0 0 0 4 0 0 5 29
The arbitrage theory of capital asset pricing 5 18 80 6,751 22 67 310 15,099
The relation between forward prices and futures prices 1 2 24 2,008 3 8 55 3,574
The valuation of options for alternative stochastic processes 3 11 23 3,344 8 18 57 5,742
Tobin's q Ratio and Industrial Organization 5 20 84 2,350 12 45 168 5,482
Uncertainty and the Heterogeneous Capital Good Model 0 0 1 25 0 1 4 71
Wage Determination, Inflation, and the Industrial Structure 0 0 1 22 1 2 4 104
Wage Determination, Inflation, and the Industrial Structure: Reply 0 0 0 4 0 1 2 53
Waiting to Invest: Investment and Uncertainty 0 0 2 650 1 1 9 1,572
Yes, the APT Is Testable 0 0 1 236 0 0 1 473
Total Journal Articles 60 225 902 59,996 192 637 2,634 143,524
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 0 2 10 126 5 11 28 503
Arbitrage, state prices and portfolio theory 0 1 12 968 2 4 29 2,622
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 1 1 3 35
Learning by Observing and the Distribution of Wages 0 0 0 18 0 1 2 66
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 0 3 32 1 1 4 80
The Arbitrage Theory of Capital Asset Pricing 0 4 21 111 6 14 73 369
The True Cost of Social Security 0 0 0 2 0 0 2 42
Total Chapters 0 7 46 1,262 15 32 141 3,717

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Statistics updated 2025-09-05