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 2 20 836
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 0 0 4 408
High Water Marks 0 0 0 161 1 4 15 915
High Water Marks 0 1 3 209 4 8 21 1,026
High-Water Marks and Hedge Fund Management Contracts 0 0 0 4 5 8 12 26
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 5 6 12 2,008
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 1 2 11 335
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 1 215 3 4 10 965
Market Selection 0 0 0 32 1 1 10 182
Market Selection 0 0 0 7 1 2 11 104
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 4 5 12 430
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 0 2 6 863
Notes on the Yield Curve 0 0 0 36 0 3 10 107
Options and Efficiency 0 0 0 0 4 13 26 137
Options and Efficiency 0 0 0 0 0 4 14 111
Portfolio Turnpike Theorems for Constant Policies 0 0 0 0 0 1 9 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 3 5 26 1,307
Post-Announcement Drift 0 0 0 2 0 0 5 786
Progressive Taxation and the Inequality of After-Tax Income 0 0 0 2 2 2 3 13
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 22 2 2 11 180
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 6 10 15 20
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 4 5 8 505
Return, Risk and Arbitrage 0 0 0 7 3 6 25 3,366
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 2 13 387
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 0 3 69
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 2 2 4 94
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 1 7 26 2,966
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 4 7 33 2,176
The Price Impact and Survival of Irrational Traders 0 0 0 214 4 5 11 724
The Price Impact and Survival of Irrational Traders 0 0 0 28 3 5 16 166
The Price Impact and Survival of Irrational Traders 0 0 0 45 1 10 25 185
The Pricing of Options for Jump Processes 0 0 0 5 3 4 12 937
The Pricing of Options for Jump Processes 0 0 0 5 1 4 20 653
The Recovery Theorem 0 0 1 188 2 4 15 422
The True Cost of Social Security 0 0 1 108 1 4 16 320
Total Working Papers 0 1 6 2,116 73 149 497 24,293
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 2 3 29
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply 0 0 0 87 2 3 10 241
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 2 2 7 138
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 1 2 10 550 2 6 35 1,002
A Simple Approach to the Valuation of Risky Streams 2 4 12 687 4 8 31 1,253
A Survey of Some New Results in Financial Option Pricing Theory 0 1 5 244 1 3 14 470
A Test of the Efficiency of a Given Portfolio 1 4 13 1,999 18 31 68 4,877
A Theory of the Term Structure of Interest Rates 4 6 16 8,183 15 30 97 19,955
A theory of the term structure of interest rates 0 0 0 2 1 1 7 15
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 0 0 0 13 0 0 3 52
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 0 0 1 99 2 9 17 241
An Analysis of Variable Rate Loan Contracts 0 0 0 199 2 4 13 545
An Empirical Investigation of the Arbitrage Pricing Theory 0 1 16 1,563 3 6 46 3,012
An Intertemporal General Equilibrium Model of Asset Prices 2 2 10 1,886 14 18 38 3,519
Arbitrage and Martingales with Taxation 0 0 0 106 0 1 10 336
Comment on the Modigliani-Miller Propositions 0 0 0 399 2 4 9 1,077
Comments on qualitative results for investment proportions 0 0 0 44 1 1 4 139
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 1 1 6 157
Debt and Taxes and Uncertainty 0 0 0 82 1 3 6 177
Differential Information and Performance Measurement Using a Security Market Line 1 1 1 286 2 3 6 919
Discussion 0 0 0 2 2 4 6 28
Duration and the Measurement of Basis Risk 0 0 1 609 1 1 8 1,346
Economic Forces and the Stock Market 14 34 179 8,616 49 122 513 20,500
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 3 4 10 144
Forensic Finance: Enron and Others 0 0 1 23 3 6 13 94
Forensic Finance: Enron and Others 0 0 0 57 1 4 16 224
High‐Water Marks and Hedge Fund Management Contracts 0 0 0 205 7 11 25 609
Institutional Markets, Financial Marketing, and Financial Innovation 0 1 8 80 1 7 20 212
International capital movements and long run diversification 0 0 0 29 1 1 4 75
Investments-Theoretical Issues: Discussion 0 0 0 8 0 1 3 52
Long Forward and Zero-Coupon Rates Can Never Fall 1 3 6 245 3 9 22 1,305
Market Power in a Securities Market with Endogenous Information 1 1 1 65 3 4 13 182
Market selection 0 0 0 18 0 1 13 118
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 0 0 253 1 2 9 605
Mutual fund separation in financial theory--The separating distributions 0 0 1 480 4 4 9 983
Notes on the yield curve 0 0 0 11 2 4 14 89
On the Cross-sectional Relation between Expected Returns and Betas 0 0 0 372 0 2 13 919
Option pricing: A simplified approach 7 24 142 4,425 31 66 325 9,447
Options and Efficiency 1 5 16 977 6 13 39 2,012
Portfolio Efficient Sets 1 1 2 129 3 3 10 353
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 2 3 8 228
Portfolio turnpike theorems for constant policies 0 0 0 17 0 2 7 75
Present values and internal rates of return 0 0 0 47 2 4 10 124
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 1 1 6 584
Promotion and Relegation 0 1 1 240 1 4 12 564
Q Group Panel Discussion: Looking to the Future 0 0 1 1 3 4 9 12
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 1 2 9 550
Review of The New Financial Order by Shiller 0 0 0 131 0 1 5 361
Risk and Return in Real Estate 0 0 0 12 3 4 23 1,826
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 0 0 1 128 1 5 13 309
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 0 1 4 419 0 2 16 888
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 2 3 12 45
Spanning, Valuation and Options 0 0 0 0 0 6 18 229
Survival 0 1 2 81 2 3 17 239
Tax Clienteles and Asset Pricing 0 0 3 63 1 1 12 164
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 4 5 13 536
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 1 763 1 2 20 1,736
The Current Status of the Capital Asset Pricing Model (CAPM) 0 0 2 344 1 2 16 798
The Determination of Fair Profits for the Property-Liability Insurance Firm 0 0 0 32 1 2 4 95
The Determination of Financial Structure: The Incentive-Signalling Approach 30 63 280 3,887 74 224 697 10,224
The Economic Theory of Agency: The Principal's Problem 6 21 116 5,060 27 84 425 15,339
The Interrelations of Finance and Economics: Theoretical Perspectives 0 0 3 359 1 2 14 772
The Price Impact and Survival of Irrational Traders 0 0 1 75 3 4 13 337
The True Cost of Social Security 0 1 1 5 0 1 6 35
The arbitrage theory of capital asset pricing 10 30 93 6,820 47 126 440 15,432
The relation between forward prices and futures prices 1 2 10 2,015 2 4 32 3,596
The valuation of options for alternative stochastic processes 3 11 41 3,371 18 33 104 5,822
Tobin's q Ratio and Industrial Organization 4 19 90 2,408 12 48 195 5,614
Uncertainty and the Heterogeneous Capital Good Model 0 0 0 25 0 1 7 77
Wage Determination, Inflation, and the Industrial Structure 0 0 0 22 1 1 7 109
Wage Determination, Inflation, and the Industrial Structure: Reply 0 0 0 4 0 0 4 56
Waiting to Invest: Investment and Uncertainty 1 1 3 653 3 7 16 1,587
Yes, the APT Is Testable 0 0 3 238 0 4 11 483
Total Journal Articles 91 241 1,097 60,783 409 1,000 3,718 146,325
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 0 1 10 134 10 19 67 558
Arbitrage, state prices and portfolio theory 0 3 4 971 5 13 22 2,640
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 2 2 6 40
Learning by Observing and the Distribution of Wages 0 0 0 18 3 4 9 74
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 0 0 32 0 2 13 92
Positive Linear Functionals 0 0 0 0 0 2 2 2
The Arbitrage Theory of Capital Asset Pricing 2 3 13 119 8 16 73 423
The Black—Scholes Formula 0 0 0 0 1 1 2 2
The Cox—Ross—Rubinstein Model 0 0 0 0 2 2 3 3
The Fundamental Theorems of Asset Pricing 0 0 0 0 4 5 5 5
The True Cost of Social Security 0 1 1 3 6 7 21 63
Total Chapters 2 8 28 1,282 41 73 223 3,902

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Statistics updated 2026-05-06