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 5 23 843
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 1 2 6 412
High Water Marks 0 0 0 161 1 1 13 917
High Water Marks 0 0 1 209 1 1 18 1,027
High-Water Marks and Hedge Fund Management Contracts 1 1 1 490 2 2 15 2,011
High-Water Marks and Hedge Fund Management Contracts 0 0 0 4 3 3 15 30
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 2 3 9 339
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 0 215 3 3 13 970
Market Selection 0 0 0 7 1 1 10 106
Market Selection 0 0 0 32 2 3 11 186
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 0 0 6 864
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 7 7 19 437
Notes on the Yield Curve 0 0 0 36 1 3 12 111
Options and Efficiency 0 0 0 0 3 8 38 151
Options and Efficiency 0 0 0 0 2 3 16 115
Portfolio Turnpike Theorems for Constant Policies 0 0 0 0 0 0 7 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 4 5 26 1,318
Post-Announcement Drift 0 0 0 2 0 0 6 787
Progressive Taxation and the Inequality of After-Tax Income 0 0 0 2 3 3 7 17
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 22 0 1 10 181
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 3 4 20 25
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 4 5 14 511
Return, Risk and Arbitrage 0 0 0 7 3 4 24 3,373
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 2 2 7 502
Spanning, Valuation and Options 0 0 0 104 4 5 17 393
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 2 2 6 72
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 1 1 6 96
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 1 4 23 2,976
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 2 7 35 2,188
The Price Impact and Survival of Irrational Traders 0 0 0 45 2 5 29 190
The Price Impact and Survival of Irrational Traders 0 0 0 214 1 1 12 726
The Price Impact and Survival of Irrational Traders 0 0 0 28 1 2 17 169
The Pricing of Options for Jump Processes 0 0 0 5 2 3 11 941
The Pricing of Options for Jump Processes 0 0 0 5 1 1 15 657
The Recovery Theorem 0 0 1 188 3 3 15 425
The True Cost of Social Security 0 0 0 108 2 2 16 322
Total Working Papers 1 1 3 2,117 74 105 547 24,452
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 7 33
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply 0 0 0 87 0 0 9 243
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 2 3 10 142
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 0 3 8 555 4 7 34 1,013
A Simple Approach to the Valuation of Risky Streams 3 4 16 695 4 5 33 1,267
A Survey of Some New Results in Financial Option Pricing Theory 0 0 1 244 1 3 13 474
A Test of the Efficiency of a Given Portfolio 4 9 18 2,010 19 34 98 4,928
A Theory of the Term Structure of Interest Rates 2 5 23 8,196 19 40 135 20,024
A theory of the term structure of interest rates 0 0 0 2 5 6 11 21
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 0 0 1 14 1 1 6 55
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 1 2 3 102 2 5 25 250
An Analysis of Variable Rate Loan Contracts 0 0 0 199 1 2 14 548
An Empirical Investigation of the Arbitrage Pricing Theory 0 2 14 1,570 0 5 34 3,025
An Intertemporal General Equilibrium Model of Asset Prices 0 0 4 1,886 3 4 28 3,526
Arbitrage and Martingales with Taxation 0 0 2 108 1 1 9 341
Comment on the Modigliani-Miller Propositions 0 0 0 399 2 2 11 1,080
Comments on qualitative results for investment proportions 0 0 0 44 1 2 6 142
Comments: Capital Asset Pricing in a General Equilibrium Framework 0 0 0 8 1 1 3 29
Corrigendum [Measuring Investment Performance in a Rational Expectations Equilibrium Model] 0 0 0 15 3 3 8 160
Debt and Taxes and Uncertainty 0 0 0 82 1 3 11 182
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 286 3 4 10 925
Discussion 0 0 0 2 2 2 8 30
Duration and the Measurement of Basis Risk 0 0 0 609 4 4 10 1,352
Economic Forces and the Stock Market 14 33 140 8,675 45 108 452 20,698
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 1 3 15 150
Forensic Finance: Enron and Others 0 0 0 23 2 3 13 97
Forensic Finance: Enron and Others 0 1 1 58 0 3 13 228
High‐Water Marks and Hedge Fund Management Contracts 1 2 2 207 5 9 28 618
Institutional Markets, Financial Marketing, and Financial Innovation 0 2 9 83 4 7 27 222
International capital movements and long run diversification 0 0 0 29 1 1 5 76
Investments-Theoretical Issues: Discussion 0 0 0 8 1 1 3 53
Long Forward and Zero-Coupon Rates Can Never Fall 1 3 9 249 2 4 26 1,313
Market Power in a Securities Market with Endogenous Information 0 0 1 65 1 1 9 185
Market selection 0 0 0 18 3 5 19 126
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 1 1 254 4 5 11 610
Mutual fund separation in financial theory--The separating distributions 0 0 1 480 2 5 14 989
Notes on the yield curve 0 0 0 11 2 3 12 92
On the Cross-sectional Relation between Expected Returns and Betas 0 1 1 373 1 2 13 921
Option pricing: A simplified approach 12 26 121 4,480 29 78 340 9,620
Options and Efficiency 2 5 17 985 12 22 57 2,042
Portfolio Efficient Sets 0 0 1 129 3 4 14 358
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 1 1 8 230
Portfolio turnpike theorems for constant policies 0 0 0 17 1 2 7 77
Present values and internal rates of return 0 0 0 47 1 1 11 127
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 0 0 5 585
Promotion and Relegation 1 1 3 242 7 33 45 598
Q Group Panel Discussion: Looking to the Future 0 2 3 3 0 2 11 14
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 5 5 12 556
Review of The New Financial Order by Shiller 0 0 0 131 2 2 9 365
Risk and Return in Real Estate 0 0 0 12 3 6 23 1,836
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 0 0 1 128 1 1 11 310
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 1 2 5 422 3 4 15 894
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 2 2 12 47
Spanning, Valuation and Options 0 0 0 0 2 3 22 233
Survival 0 0 3 82 4 6 21 251
Tax Clienteles and Asset Pricing 0 0 0 63 1 2 10 167
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 1 1 10 537
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 1 763 1 3 16 1,740
The Current Status of the Capital Asset Pricing Model (CAPM) 0 1 1 345 2 3 13 802
The Determination of Fair Profits for the Property-Liability Insurance Firm 0 0 0 32 0 0 7 98
The Determination of Financial Structure: The Incentive-Signalling Approach 91 156 420 4,133 192 333 1,034 10,781
The Economic Theory of Agency: The Principal's Problem 12 35 123 5,130 64 163 492 15,627
The Interrelations of Finance and Economics: Theoretical Perspectives 0 0 2 360 3 5 11 778
The Price Impact and Survival of Irrational Traders 0 0 0 75 2 3 15 340
The True Cost of Social Security 0 0 1 5 0 0 6 35
The arbitrage theory of capital asset pricing 6 23 90 6,858 48 139 518 15,685
The relation between forward prices and futures prices 1 5 13 2,021 1 9 33 3,610
The valuation of options for alternative stochastic processes 4 13 44 3,394 5 22 108 5,863
Tobin's q Ratio and Industrial Organization 11 22 84 2,444 18 44 178 5,687
Uncertainty and the Heterogeneous Capital Good Model 0 0 0 25 4 5 10 82
Wage Determination, Inflation, and the Industrial Structure 0 0 0 22 0 0 5 110
Wage Determination, Inflation, and the Industrial Structure: Reply 0 0 1 5 2 3 8 62
Waiting to Invest: Investment and Uncertainty 0 2 6 657 2 6 22 1,596
Yes, the APT Is Testable 0 0 1 238 0 0 10 484
Total Journal Articles 167 361 1,197 61,401 576 1,211 4,322 148,395
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 0 10 138 8 16 77 585
Arbitrage, state prices and portfolio theory 0 1 5 973 3 8 31 2,653
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 2 2 8 43
Learning by Observing and the Distribution of Wages 0 0 0 18 3 3 11 77
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 0 0 32 0 1 15 95
Positive Linear Functionals 0 0 0 0 1 1 4 4
The Arbitrage Theory of Capital Asset Pricing 1 4 14 126 7 29 85 467
The Black—Scholes Formula 0 0 0 0 1 1 3 3
The Cox—Ross—Rubinstein Model 0 0 0 0 2 3 6 6
The Fundamental Theorems of Asset Pricing 0 0 0 0 2 3 8 8
The True Cost of Social Security 0 0 1 3 2 2 24 66
Total Chapters 1 5 30 1,295 31 69 272 4,007

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Statistics updated 2026-11-12