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 2 4 22 838
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 0 2 6 410
High Water Marks 0 0 2 209 0 4 20 1,026
High Water Marks 0 0 0 161 1 2 16 916
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 0 2 12 336
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 1 6 13 2,009
High-Water Marks and Hedge Fund Management Contracts 0 0 0 4 1 6 13 27
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 1 215 1 5 12 967
Market Selection 0 0 0 32 0 2 11 183
Market Selection 0 0 0 7 0 1 9 104
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 1 1 7 864
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 0 4 12 430
Notes on the Yield Curve 0 0 0 36 0 1 9 108
Options and Efficiency 0 0 0 0 1 1 15 112
Options and Efficiency 0 0 0 0 3 9 31 142
Portfolio Turnpike Theorems for Constant Policies 0 0 0 0 0 0 8 64
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 1 5 23 1,309
Post-Announcement Drift 0 0 0 2 0 1 6 787
Progressive Taxation and the Inequality of After-Tax Income 0 0 0 2 0 3 4 14
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 22 0 2 10 180
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 1 7 16 21
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 1 5 9 506
Return, Risk and Arbitrage 0 0 0 7 2 6 25 3,369
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 0 0 7 500
Spanning, Valuation and Options 0 0 0 104 0 1 14 388
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 1 1 4 70
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 3 5 95
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 3 7 28 2,972
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 2 8 34 2,180
The Price Impact and Survival of Irrational Traders 0 0 0 214 0 5 12 725
The Price Impact and Survival of Irrational Traders 0 0 0 45 0 1 25 185
The Price Impact and Survival of Irrational Traders 0 0 0 28 1 4 17 167
The Pricing of Options for Jump Processes 0 0 0 5 2 4 18 656
The Pricing of Options for Jump Processes 0 0 0 5 1 4 11 938
The Recovery Theorem 0 0 1 188 0 2 15 422
The True Cost of Social Security 0 0 1 108 0 1 16 320
Total Working Papers 0 0 5 2,116 26 120 515 24,340
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 4 6 32
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply 0 0 0 87 0 3 9 242
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 0 3 8 139
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 0 1 5 550 0 2 30 1,002
A Simple Approach to the Valuation of Risky Streams 0 4 12 689 0 11 31 1,260
A Survey of Some New Results in Financial Option Pricing Theory 0 0 4 244 0 1 13 470
A Test of the Efficiency of a Given Portfolio 0 1 12 1,999 7 29 74 4,888
A Theory of the Term Structure of Interest Rates 1 9 16 8,188 12 37 104 19,977
A theory of the term structure of interest rates 0 0 0 2 0 1 6 15
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 0 1 1 14 0 2 5 54
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 0 0 0 99 1 4 18 243
An Analysis of Variable Rate Loan Contracts 0 0 0 199 0 3 14 546
An Empirical Investigation of the Arbitrage Pricing Theory 3 3 19 1,566 3 9 48 3,018
An Intertemporal General Equilibrium Model of Asset Prices 0 2 5 1,886 0 15 29 3,520
Arbitrage and Martingales with Taxation 1 1 1 107 2 3 13 339
Comment on the Modigliani-Miller Propositions 0 0 0 399 0 3 10 1,078
Comments on qualitative results for investment proportions 0 0 0 44 0 2 5 140
Comments: Capital Asset Pricing in a General Equilibrium Framework 0 0 0 8 0 0 2 28
Corrigendum [Measuring Investment Performance in a Rational Expectations Equilibrium Model] 0 0 0 15 0 1 5 157
Debt and Taxes and Uncertainty 0 0 0 82 0 3 8 179
Differential Information and Performance Measurement Using a Security Market Line 0 1 1 286 1 4 8 921
Discussion 0 0 0 2 0 2 6 28
Duration and the Measurement of Basis Risk 0 0 0 609 0 3 9 1,348
Economic Forces and the Stock Market 8 34 158 8,636 39 125 462 20,576
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 1 5 12 146
Forensic Finance: Enron and Others 0 0 1 23 0 3 12 94
Forensic Finance: Enron and Others 0 0 0 57 0 2 14 225
High‐Water Marks and Hedge Fund Management Contracts 0 0 0 205 0 7 24 609
Institutional Markets, Financial Marketing, and Financial Innovation 0 1 8 81 1 3 21 214
International capital movements and long run diversification 0 0 0 29 0 1 4 75
Investments-Theoretical Issues: Discussion 0 0 0 8 0 0 3 52
Long Forward and Zero-Coupon Rates Can Never Fall 0 1 5 245 1 5 22 1,307
Market Power in a Securities Market with Endogenous Information 0 1 1 65 1 4 11 183
Market selection 0 0 0 18 1 2 15 120
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 0 0 253 0 1 8 605
Mutual fund separation in financial theory--The separating distributions 0 0 1 480 0 4 9 983
Notes on the yield curve 0 0 0 11 0 2 13 89
On the Cross-sectional Relation between Expected Returns and Betas 0 0 0 372 0 0 13 919
Option pricing: A simplified approach 11 23 135 4,441 34 90 335 9,506
Options and Efficiency 1 2 14 978 2 9 39 2,015
Portfolio Efficient Sets 0 1 1 129 0 4 10 354
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 0 3 9 229
Portfolio turnpike theorems for constant policies 0 0 0 17 0 0 7 75
Present values and internal rates of return 0 0 0 47 0 2 9 124
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 1 2 7 585
Promotion and Relegation 0 1 2 241 0 2 13 565
Q Group Panel Discussion: Looking to the Future 0 0 1 1 0 3 9 12
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 0 2 9 551
Review of The New Financial Order by Shiller 0 0 0 131 0 1 6 362
Risk and Return in Real Estate 0 0 0 12 2 7 21 1,830
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 0 0 1 128 0 1 12 309
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 0 0 4 419 0 1 16 889
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 0 2 12 45
Spanning, Valuation and Options 0 0 0 0 0 0 18 229
Survival 0 0 2 81 1 3 18 240
Tax Clienteles and Asset Pricing 0 0 0 63 0 1 9 164
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 0 4 13 536
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 1 763 0 2 19 1,737
The Current Status of the Capital Asset Pricing Model (CAPM) 0 0 0 344 0 1 12 798
The Determination of Fair Profits for the Property-Liability Insurance Firm 0 0 0 32 0 3 6 97
The Determination of Financial Structure: The Incentive-Signalling Approach 39 103 337 3,960 99 247 827 10,397
The Economic Theory of Agency: The Principal's Problem 8 29 119 5,083 36 111 426 15,423
The Interrelations of Finance and Economics: Theoretical Perspectives 1 1 4 360 1 2 14 773
The Price Impact and Survival of Irrational Traders 0 0 1 75 0 3 13 337
The True Cost of Social Security 0 0 1 5 0 0 6 35
The arbitrage theory of capital asset pricing 8 23 96 6,833 44 139 470 15,524
The relation between forward prices and futures prices 1 2 9 2,016 1 7 34 3,601
The valuation of options for alternative stochastic processes 4 11 43 3,379 8 33 110 5,837
Tobin's q Ratio and Industrial Organization 10 17 80 2,421 16 35 181 5,637
Uncertainty and the Heterogeneous Capital Good Model 0 0 0 25 0 0 7 77
Wage Determination, Inflation, and the Industrial Structure 0 0 0 22 0 2 8 110
Wage Determination, Inflation, and the Industrial Structure: Reply 0 1 1 5 0 2 6 58
Waiting to Invest: Investment and Uncertainty 0 2 4 654 1 5 18 1,589
Yes, the APT Is Testable 0 0 2 238 0 0 10 483
Total Journal Articles 96 276 1,108 60,968 317 1,038 3,843 146,954
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 2 10 136 4 16 67 564
Arbitrage, state prices and portfolio theory 1 1 4 972 3 10 26 2,645
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 1 3 7 41
Learning by Observing and the Distribution of Wages 0 0 0 18 0 3 8 74
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 0 0 32 0 2 15 94
Positive Linear Functionals 0 0 0 0 0 1 3 3
The Arbitrage Theory of Capital Asset Pricing 1 5 12 122 9 19 73 434
The Black—Scholes Formula 0 0 0 0 0 1 2 2
The Cox—Ross—Rubinstein Model 0 0 0 0 0 2 3 3
The Fundamental Theorems of Asset Pricing 0 0 0 0 0 4 5 5
The True Cost of Social Security 0 0 1 3 0 7 22 64
Total Chapters 3 8 27 1,288 17 68 231 3,929

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Statistics updated 2026-07-10