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 2 20 838
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 0 0 6 410
High Water Marks 0 0 2 209 0 0 19 1,026
High Water Marks 0 0 0 161 0 1 15 916
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 0 1 13 2,009
High-Water Marks and Hedge Fund Management Contracts 0 0 0 4 0 1 13 27
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 1 1 10 337
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 0 215 0 1 11 967
Market Selection 0 0 0 32 1 1 12 184
Market Selection 0 0 0 7 0 1 10 105
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 0 1 6 864
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 0 0 12 430
Notes on the Yield Curve 0 0 0 36 2 2 11 110
Options and Efficiency 0 0 0 0 4 8 35 147
Options and Efficiency 0 0 0 0 1 2 15 113
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 0 5 23 1,313
Post-Announcement Drift 0 0 0 2 0 0 6 787
Progressive Taxation and the Inequality of After-Tax Income 0 0 0 2 0 0 4 14
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 1 2 17 22
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 22 1 1 11 181
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 1 2 10 507
Return, Risk and Arbitrage 0 0 0 7 1 3 23 3,370
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 0 0 6 500
Spanning, Valuation and Options 0 0 0 104 1 1 14 389
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 0 5 95
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 1 4 70
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 3 6 33 2,184
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 1 4 26 2,973
The Price Impact and Survival of Irrational Traders 0 0 0 214 0 0 11 725
The Price Impact and Survival of Irrational Traders 0 0 0 28 1 2 17 168
The Price Impact and Survival of Irrational Traders 0 0 0 45 3 3 28 188
The Pricing of Options for Jump Processes 0 0 0 5 0 2 15 656
The Pricing of Options for Jump Processes 0 0 0 5 1 2 11 939
The Recovery Theorem 0 0 1 188 0 0 15 422
The True Cost of Social Security 0 0 0 108 0 0 15 320
Total Working Papers 0 0 3 2,116 23 56 510 24,370
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 1 6 32
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply 0 0 0 87 0 1 10 243
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 1 1 8 140
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 1 3 6 553 1 5 32 1,007
A Simple Approach to the Valuation of Risky Streams 1 3 14 692 1 3 31 1,263
A Survey of Some New Results in Financial Option Pricing Theory 0 0 3 244 1 2 14 472
A Test of the Efficiency of a Given Portfolio 4 6 15 2,005 7 20 81 4,901
A Theory of the Term Structure of Interest Rates 2 6 20 8,193 11 30 116 19,995
A theory of the term structure of interest rates 0 0 0 2 0 0 6 15
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 0 0 1 14 0 0 5 54
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 1 2 2 101 1 4 21 246
An Analysis of Variable Rate Loan Contracts 0 0 0 199 1 1 14 547
An Empirical Investigation of the Arbitrage Pricing Theory 1 6 18 1,569 4 9 47 3,024
An Intertemporal General Equilibrium Model of Asset Prices 0 0 4 1,886 1 3 29 3,523
Arbitrage and Martingales with Taxation 0 2 2 108 0 3 13 340
Comment on the Modigliani-Miller Propositions 0 0 0 399 0 0 9 1,078
Comments on qualitative results for investment proportions 0 0 0 44 0 0 4 140
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 0 5 157
Debt and Taxes and Uncertainty 0 0 0 82 2 2 10 181
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 286 0 1 6 921
Discussion 0 0 0 2 0 0 6 28
Duration and the Measurement of Basis Risk 0 0 0 609 0 0 8 1,348
Economic Forces and the Stock Market 10 24 147 8,652 23 76 443 20,613
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 2 4 14 149
Forensic Finance: Enron and Others 0 0 0 57 1 1 13 226
Forensic Finance: Enron and Others 0 0 1 23 1 1 12 95
High‐Water Marks and Hedge Fund Management Contracts 0 0 0 205 3 3 27 612
Institutional Markets, Financial Marketing, and Financial Innovation 1 1 8 82 2 4 22 217
International capital movements and long run diversification 0 0 0 29 0 0 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 6 246 0 3 22 1,309
Market Power in a Securities Market with Endogenous Information 0 0 1 65 0 2 10 184
Market selection 0 0 0 18 0 2 14 121
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 0 0 253 0 0 8 605
Mutual fund separation in financial theory--The separating distributions 0 0 1 480 1 2 11 985
Notes on the yield curve 0 0 0 11 1 1 13 90
On the Cross-sectional Relation between Expected Returns and Betas 0 0 0 372 0 0 12 919
Option pricing: A simplified approach 6 30 125 4,460 35 105 343 9,577
Options and Efficiency 2 5 16 982 8 15 47 2,028
Portfolio Efficient Sets 0 0 1 129 0 0 10 354
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 0 0 7 229
Portfolio turnpike theorems for constant policies 0 0 0 17 0 0 5 75
Present values and internal rates of return 0 0 0 47 0 2 10 126
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 0 1 7 585
Promotion and Relegation 0 0 2 241 25 25 37 590
Q Group Panel Discussion: Looking to the Future 0 0 1 1 0 0 9 12
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 0 0 8 551
Review of The New Financial Order by Shiller 0 0 0 131 0 1 7 363
Risk and Return in Real Estate 0 0 0 12 0 2 19 1,830
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 0 0 1 128 0 0 11 309
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 0 1 5 420 0 1 16 890
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 0 0 11 45
Spanning, Valuation and Options 0 0 0 0 1 2 20 231
Survival 0 1 3 82 1 7 19 246
Tax Clienteles and Asset Pricing 0 0 0 63 1 2 11 166
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 0 0 13 536
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 1 763 0 0 17 1,737
The Current Status of the Capital Asset Pricing Model (CAPM) 0 0 0 344 0 1 11 799
The Determination of Fair Profits for the Property-Liability Insurance Firm 0 0 0 32 0 1 7 98
The Determination of Financial Structure: The Incentive-Signalling Approach 12 68 350 3,989 41 191 872 10,489
The Economic Theory of Agency: The Principal's Problem 12 32 129 5,107 53 130 452 15,517
The Interrelations of Finance and Economics: Theoretical Perspectives 0 1 2 360 2 3 12 775
The Price Impact and Survival of Irrational Traders 0 0 1 75 1 1 14 338
The True Cost of Social Security 0 0 1 5 0 0 6 35
The arbitrage theory of capital asset pricing 11 21 95 6,846 61 127 508 15,607
The relation between forward prices and futures prices 3 4 11 2,019 4 5 31 3,605
The valuation of options for alternative stochastic processes 3 9 40 3,384 6 18 105 5,847
Tobin's q Ratio and Industrial Organization 5 16 77 2,427 11 33 172 5,654
Uncertainty and the Heterogeneous Capital Good Model 0 0 0 25 0 0 6 77
Wage Determination, Inflation, and the Industrial Structure 0 0 0 22 0 0 6 110
Wage Determination, Inflation, and the Industrial Structure: Reply 0 0 1 5 1 2 7 60
Waiting to Invest: Investment and Uncertainty 1 2 6 656 2 4 20 1,592
Yes, the APT Is Testable 0 0 2 238 0 1 11 484
Total Journal Articles 76 244 1,120 61,116 318 865 3,978 147,502
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 3 12 138 5 14 71 574
Arbitrage, state prices and portfolio theory 0 1 4 972 1 4 24 2,646
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 0 1 6 41
Learning by Observing and the Distribution of Wages 0 0 0 18 0 0 8 74
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 0 0 32 1 1 15 95
Positive Linear Functionals 0 0 0 0 0 0 3 3
The Arbitrage Theory of Capital Asset Pricing 1 2 12 123 13 26 82 451
The Black—Scholes Formula 0 0 0 0 0 0 2 2
The Cox—Ross—Rubinstein Model 0 0 0 0 0 0 3 3
The Fundamental Theorems of Asset Pricing 0 0 0 0 1 1 6 6
The True Cost of Social Security 0 0 1 3 0 0 22 64
Total Chapters 1 6 29 1,291 21 47 242 3,959

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Statistics updated 2026-09-10