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 0 3 7 820
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 2 2 3 406
High Water Marks 0 1 2 208 0 2 4 1,009
High Water Marks 0 0 0 161 3 3 5 904
High-Water Marks and Hedge Fund Management Contracts 0 0 0 4 1 1 3 15
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 3 5 9 330
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 0 0 1 1,996
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 2 215 1 1 5 957
Market Selection 0 0 0 7 1 1 4 96
Market Selection 0 0 0 32 2 3 5 175
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 0 1 2 858
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 0 0 3 418
Notes on the Yield Curve 0 0 0 36 0 0 4 99
Options and Efficiency 0 0 0 0 0 1 2 113
Options and Efficiency 0 0 0 0 1 2 4 99
Portfolio Turnpike Theorems for Constant Policies 0 0 0 0 1 1 3 57
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 4 42 1,292
Post-Announcement Drift 0 0 0 2 0 0 1 781
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 0 0 1 5
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 22 1 1 3 171
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 0 0 0 497
Return, Risk and Arbitrage 0 0 0 7 2 3 14 3,349
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 1 1 4 495
Spanning, Valuation and Options 0 0 0 104 1 2 3 376
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 3 16 2,153
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 4 7 19 2,953
The Price Impact and Survival of Irrational Traders 0 0 0 28 1 2 4 152
The Price Impact and Survival of Irrational Traders 0 0 0 214 0 1 4 714
The Price Impact and Survival of Irrational Traders 0 0 0 45 1 1 2 161
The Pricing of Options for Jump Processes 0 0 0 5 0 2 13 642
The Pricing of Options for Jump Processes 0 0 0 5 1 2 6 930
The Recovery Theorem 0 0 2 187 2 3 8 410
The True Cost of Social Security 0 1 1 108 1 2 4 306
Total Working Papers 0 2 7 2,112 33 60 210 23,895
2 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 1 6 234
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 0 0 3 132
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 0 1 10 547 1 5 23 979
A Simple Approach to the Valuation of Risky Streams 0 1 10 679 1 4 24 1,234
A Survey of Some New Results in Financial Option Pricing Theory 1 2 5 243 2 3 8 461
A Test of the Efficiency of a Given Portfolio 1 2 9 1,992 9 11 39 4,830
A Theory of the Term Structure of Interest Rates 0 1 11 8,173 8 14 60 19,889
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 0 2 99 0 0 3 225
An Analysis of Variable Rate Loan Contracts 0 0 1 199 1 2 5 534
An Empirical Investigation of the Arbitrage Pricing Theory 4 9 16 1,556 10 19 42 2,991
An Intertemporal General Equilibrium Model of Asset Prices 0 1 8 1,882 4 6 26 3,498
Arbitrage and Martingales with Taxation 0 0 1 106 2 5 10 332
Comment on the Modigliani-Miller Propositions 0 0 0 399 0 0 5 1,069
Comments on qualitative results for investment proportions 0 0 0 44 0 0 2 136
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 0 15 0 0 3 152
Debt and Taxes and Uncertainty 0 0 0 82 0 0 1 171
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 285 0 1 9 915
Discussion 0 0 0 2 0 0 1 22
Duration and the Measurement of Basis Risk 0 0 1 609 2 3 6 1,342
Economic Forces and the Stock Market 13 45 206 8,535 41 105 536 20,246
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 0 1 4 135
Forensic Finance: Enron and Others 0 1 1 23 0 2 5 84
Forensic Finance: Enron and Others 0 0 0 57 2 3 8 215
High‐Water Marks and Hedge Fund Management Contracts 0 0 1 205 4 5 11 590
Institutional Markets, Financial Marketing, and Financial Innovation 0 1 3 74 0 1 5 195
International capital movements and long run diversification 0 0 0 29 0 0 2 71
Investments-Theoretical Issues: Discussion 0 0 0 8 1 1 2 50
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 1 240 0 1 7 1,287
Market Power in a Securities Market with Endogenous Information 0 0 0 64 2 2 9 176
Market selection 0 0 0 18 0 0 2 107
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 0 0 253 2 2 5 599
Mutual fund separation in financial theory--The separating distributions 0 0 3 479 1 1 5 975
Notes on the yield curve 0 0 0 11 2 4 8 80
On the Cross-sectional Relation between Expected Returns and Betas 0 0 1 372 1 2 8 908
Option pricing: A simplified approach 14 35 134 4,359 31 71 287 9,280
Options and Efficiency 0 3 12 968 0 7 27 1,985
Portfolio Efficient Sets 0 0 1 128 0 0 2 344
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 0 1 3 222
Portfolio turnpike theorems for constant policies 0 0 0 17 0 1 2 70
Present values and internal rates of return 0 0 0 47 0 0 4 116
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 2 2 6 580
Promotion and Relegation 0 0 1 239 0 1 5 553
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 1 1 4 544
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 3 15 1,813
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 0 0 3 127 1 1 10 299
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 1 2 3 417 3 6 12 879
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 1 1 3 35
Spanning, Valuation and Options 0 0 0 0 0 0 2 211
Survival 0 0 1 79 2 5 16 230
Tax Clienteles and Asset Pricing 0 0 3 63 2 2 6 157
Teoria da estrutura a termo das taxas de juros 0 0 0 2 1 1 3 10
The Analytics of Performance Measurement Using a Security Market Line 0 0 1 187 4 4 5 527
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 4 762 4 6 17 1,724
The Current Status of the Capital Asset Pricing Model (CAPM) 0 0 6 344 1 2 16 789
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 58 80 171 3,713 97 156 391 9,747
The Economic Theory of Agency: The Principal's Problem 17 33 92 5,007 34 95 357 15,135
The Interrelations of Finance and Economics: Theoretical Perspectives 0 1 6 358 2 6 19 767
The Price Impact and Survival of Irrational Traders 0 1 2 75 0 1 5 325
The True Cost of Social Security 0 0 0 4 0 0 5 29
The arbitrage theory of capital asset pricing 8 22 81 6,768 31 90 320 15,167
The relation between forward prices and futures prices 0 1 16 2,008 3 6 42 3,577
The valuation of options for alternative stochastic processes 4 9 26 3,350 8 21 58 5,755
Tobin's q Ratio and Industrial Organization 6 15 77 2,360 14 39 161 5,509
Uncertainty and the Heterogeneous Capital Good Model 0 0 0 25 1 1 3 72
Wage Determination, Inflation, and the Industrial Structure 0 0 1 22 1 2 5 105
Wage Determination, Inflation, and the Industrial Structure: Reply 0 0 0 4 1 1 3 54
Waiting to Invest: Investment and Uncertainty 1 1 3 651 1 3 11 1,574
Yes, the APT Is Testable 0 1 2 237 0 1 2 474
Total Journal Articles 128 268 938 60,204 343 741 2,726 144,073
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 2 2 9 128 3 10 29 508
Arbitrage, state prices and portfolio theory 0 0 10 968 0 2 21 2,622
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 0 1 3 35
Learning by Observing and the Distribution of Wages 0 0 0 18 0 0 2 66
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 0 3 32 0 1 4 80
The Arbitrage Theory of Capital Asset Pricing 1 1 13 112 3 19 64 382
The True Cost of Social Security 0 0 0 2 0 0 2 42
Total Chapters 3 3 35 1,265 6 33 125 3,735

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Statistics updated 2025-11-08