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 5 10 16 830
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 0 2 3 406
High Water Marks 0 0 2 208 4 6 10 1,015
High Water Marks 0 0 0 161 1 5 7 906
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 3 4 5 2,000
High-Water Marks and Hedge Fund Management Contracts 0 0 0 4 1 2 4 16
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 1 5 11 332
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 2 215 3 4 6 960
Market Selection 0 0 0 32 1 6 9 179
Market Selection 0 0 0 7 1 5 8 100
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 1 3 5 861
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 1 2 4 420
Notes on the Yield Curve 0 0 0 36 3 3 6 102
Options and Efficiency 0 0 0 0 1 4 6 102
Options and Efficiency 0 0 0 0 1 1 3 114
Portfolio Turnpike Theorems for Constant Policies 0 0 0 0 1 4 6 60
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 6 39 1,296
Post-Announcement Drift 0 0 0 2 0 2 3 783
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 22 3 5 7 175
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 1 2 3 7
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 1 2 2 499
Return, Risk and Arbitrage 0 0 0 7 2 7 15 3,354
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 2 5 8 499
Spanning, Valuation and Options 0 0 0 104 5 6 8 381
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 1 1 2 91
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 1 1 2 67
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 9 16 30 2,168
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 1 8 22 2,957
The Price Impact and Survival of Irrational Traders 0 0 0 45 3 4 5 164
The Price Impact and Survival of Irrational Traders 0 0 0 214 0 0 4 714
The Price Impact and Survival of Irrational Traders 0 0 0 28 3 5 8 156
The Pricing of Options for Jump Processes 0 0 0 5 2 4 9 933
The Pricing of Options for Jump Processes 0 0 0 5 4 6 18 648
The Recovery Theorem 0 1 3 188 3 6 11 414
The True Cost of Social Security 0 0 1 108 0 3 6 308
Total Working Papers 0 1 8 2,115 71 155 312 24,027
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 0 87 1 3 7 237
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 10 548 7 10 30 988
A Simple Approach to the Valuation of Risky Streams 1 3 11 682 5 9 28 1,242
A Survey of Some New Results in Financial Option Pricing Theory 0 1 4 243 1 3 8 462
A Test of the Efficiency of a Given Portfolio 1 3 9 1,994 6 21 43 4,842
A Theory of the Term Structure of Interest Rates 0 1 10 8,174 11 30 69 19,911
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 0 0 0 13 2 2 3 51
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 0 0 1 99 1 2 4 227
An Analysis of Variable Rate Loan Contracts 0 0 0 199 2 4 7 537
An Empirical Investigation of the Arbitrage Pricing Theory 4 10 19 1,562 7 22 46 3,003
An Intertemporal General Equilibrium Model of Asset Prices 0 1 8 1,883 0 5 24 3,499
Arbitrage and Martingales with Taxation 0 0 1 106 2 4 12 334
Comment on the Modigliani-Miller Propositions 0 0 0 399 0 1 6 1,070
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 1 2 27
Corrigendum [Measuring Investment Performance in a Rational Expectations Equilibrium Model] 0 0 0 15 1 2 5 154
Debt and Taxes and Uncertainty 0 0 0 82 1 2 3 173
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 285 0 1 9 916
Discussion 0 0 0 2 0 1 2 23
Duration and the Measurement of Basis Risk 0 0 1 609 0 3 7 1,343
Economic Forces and the Stock Market 15 51 203 8,573 45 141 529 20,346
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 0 0 4 135
Forensic Finance: Enron and Others 0 0 0 57 2 5 11 218
Forensic Finance: Enron and Others 0 0 1 23 1 2 7 86
High‐Water Marks and Hedge Fund Management Contracts 0 0 1 205 2 7 14 593
Institutional Markets, Financial Marketing, and Financial Innovation 0 1 4 75 2 5 10 200
International capital movements and long run diversification 0 0 0 29 0 2 4 73
Investments-Theoretical Issues: Discussion 0 0 0 8 0 1 2 50
Long Forward and Zero-Coupon Rates Can Never Fall 1 1 2 241 1 2 8 1,289
Market Power in a Securities Market with Endogenous Information 0 0 0 64 2 4 11 178
Market selection 0 0 0 18 0 5 7 112
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 0 0 253 0 4 6 601
Mutual fund separation in financial theory--The separating distributions 1 1 3 480 2 4 6 978
Notes on the yield curve 0 0 0 11 1 4 9 82
On the Cross-sectional Relation between Expected Returns and Betas 0 0 1 372 2 5 8 912
Option pricing: A simplified approach 15 45 150 4,390 33 106 324 9,355
Options and Efficiency 2 2 14 970 3 7 27 1,992
Portfolio Efficient Sets 0 0 1 128 2 3 5 347
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 0 0 3 222
Portfolio turnpike theorems for constant policies 0 0 0 17 2 2 4 72
Present values and internal rates of return 0 0 0 47 3 3 7 119
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 0 3 7 581
Promotion and Relegation 0 0 1 239 4 4 9 557
Q Group Panel Discussion: Looking to the Future 0 1 1 1 2 3 5 6
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 1 2 5 545
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 2 7 20 1,819
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 1 1 3 128 4 5 12 303
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 1 2 3 418 2 8 13 884
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 3 5 7 39
Spanning, Valuation and Options 0 0 0 0 1 5 6 216
Survival 1 1 1 80 2 6 18 234
Tax Clienteles and Asset Pricing 0 0 3 63 1 3 7 158
Teoria da estrutura a termo das taxas de juros 0 0 0 2 1 3 5 12
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 0 4 4 527
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 2 762 7 11 19 1,731
The Current Status of the Capital Asset Pricing Model (CAPM) 0 0 6 344 3 4 19 792
The Determination of Fair Profits for the Property-Liability Insurance Firm 0 0 0 32 1 1 1 92
The Determination of Financial Structure: The Incentive-Signalling Approach 40 143 223 3,798 98 282 501 9,932
The Economic Theory of Agency: The Principal's Problem 9 40 103 5,030 39 121 401 15,222
The Interrelations of Finance and Economics: Theoretical Perspectives 0 1 7 359 1 4 20 769
The Price Impact and Survival of Irrational Traders 0 0 2 75 2 2 6 327
The True Cost of Social Security 0 0 0 4 0 0 3 29
The arbitrage theory of capital asset pricing 10 23 85 6,783 46 131 373 15,267
The relation between forward prices and futures prices 2 4 15 2,012 4 12 40 3,586
The valuation of options for alternative stochastic processes 4 12 33 3,358 6 26 69 5,773
Tobin's q Ratio and Industrial Organization 9 29 88 2,383 22 58 173 5,553
Uncertainty and the Heterogeneous Capital Good Model 0 0 0 25 1 3 4 74
Wage Determination, Inflation, and the Industrial Structure 0 0 0 22 2 3 6 107
Wage Determination, Inflation, and the Industrial Structure: Reply 0 0 0 4 0 1 3 54
Waiting to Invest: Investment and Uncertainty 1 2 4 652 2 4 13 1,577
Yes, the APT Is Testable 1 1 3 238 1 1 3 475
Total Journal Articles 119 381 1,038 60,457 408 1,160 3,099 144,890
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 3 6 13 132 6 24 47 529
Arbitrage, state prices and portfolio theory 0 0 6 968 3 3 19 2,625
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 1 1 4 36
Learning by Observing and the Distribution of Wages 0 0 0 18 1 1 3 67
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 0 2 32 6 8 11 88
Positive Linear Functionals 0 0 0 0 0 0 0 0
The Arbitrage Theory of Capital Asset Pricing 1 4 14 115 11 22 71 401
The Black—Scholes Formula 0 0 0 0 0 0 0 0
The Cox—Ross—Rubinstein Model 0 0 0 0 0 0 0 0
The Fundamental Theorems of Asset Pricing 0 0 0 0 0 0 0 0
The True Cost of Social Security 0 0 0 2 6 8 10 50
Total Chapters 4 10 35 1,272 34 67 165 3,796

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Statistics updated 2026-01-09