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 1 1 19 839
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 1 1 7 411
High Water Marks 0 0 0 161 0 0 15 916
High Water Marks 0 0 1 209 0 0 17 1,026
High-Water Marks and Hedge Fund Management Contracts 0 0 0 4 0 0 13 27
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 0 0 13 2,009
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 0 1 10 337
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 0 215 0 0 11 967
Market Selection 0 0 0 32 0 1 11 184
Market Selection 0 0 0 7 0 1 10 105
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 0 0 12 430
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 0 0 6 864
Notes on the Yield Curve 0 0 0 36 0 2 11 110
Options and Efficiency 0 0 0 0 0 1 15 113
Options and Efficiency 0 0 0 0 1 6 35 148
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 1 5 24 1,314
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 22 0 1 11 181
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 0 1 17 22
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 0 1 10 507
Return, Risk and Arbitrage 0 0 0 7 0 1 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 0 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 0 4 70
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 2 6 34 2,186
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 2 3 26 2,975
The Price Impact and Survival of Irrational Traders 0 0 0 45 0 3 28 188
The Price Impact and Survival of Irrational Traders 0 0 0 28 0 1 17 168
The Price Impact and Survival of Irrational Traders 0 0 0 214 0 0 11 725
The Pricing of Options for Jump Processes 0 0 0 5 0 1 10 939
The Pricing of Options for Jump Processes 0 0 0 5 0 0 14 656
The Recovery Theorem 0 0 1 188 0 0 14 422
The True Cost of Social Security 0 0 0 108 0 0 15 320
Total Working Papers 0 0 2 2,116 8 38 506 24,378
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 6 32
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply 0 0 0 87 0 1 9 243
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 0 1 8 140
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 2 5 8 555 2 7 31 1,009
A Simple Approach to the Valuation of Risky Streams 0 3 13 692 0 3 30 1,263
A Survey of Some New Results in Financial Option Pricing Theory 0 0 2 244 1 3 14 473
A Test of the Efficiency of a Given Portfolio 1 7 15 2,006 8 21 88 4,909
A Theory of the Term Structure of Interest Rates 1 6 21 8,194 10 28 124 20,005
A theory of the term structure of interest rates 0 0 0 2 1 1 7 16
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 0 2 2 101 2 5 23 248
An Analysis of Variable Rate Loan Contracts 0 0 0 199 0 1 14 547
An Empirical Investigation of the Arbitrage Pricing Theory 1 4 18 1,570 1 7 44 3,025
An Intertemporal General Equilibrium Model of Asset Prices 0 0 4 1,886 0 3 29 3,523
Arbitrage and Martingales with Taxation 0 1 2 108 0 1 10 340
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 1 1 5 141
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 0 2 10 181
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 286 1 1 7 922
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 9 25 139 8,661 40 77 448 20,653
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 0 3 14 149
Forensic Finance: Enron and Others 0 0 0 23 0 1 11 95
Forensic Finance: Enron and Others 1 1 1 58 2 3 15 228
High‐Water Marks and Hedge Fund Management Contracts 1 1 1 206 1 4 27 613
Institutional Markets, Financial Marketing, and Financial Innovation 1 2 9 83 1 4 23 218
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 2 3 8 248 2 4 24 1,311
Market Power in a Securities Market with Endogenous Information 0 0 1 65 0 1 10 184
Market selection 0 0 0 18 2 3 16 123
Measuring Investment Performance in a Rational Expectations Equilibrium Model 1 1 1 254 1 1 9 606
Mutual fund separation in financial theory--The separating distributions 0 0 1 480 2 4 13 987
Notes on the yield curve 0 0 0 11 0 1 12 90
On the Cross-sectional Relation between Expected Returns and Betas 1 1 1 373 1 1 13 920
Option pricing: A simplified approach 8 27 123 4,468 14 85 342 9,591
Options and Efficiency 1 5 15 983 2 15 45 2,030
Portfolio Efficient Sets 0 0 1 129 1 1 11 355
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 1 1 6 76
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 0 7 585
Promotion and Relegation 0 0 2 241 1 26 38 591
Q Group Panel Discussion: Looking to the Future 2 2 3 3 2 2 11 14
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 3 3 21 1,833
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 1 2 5 421 1 2 15 891
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 0 2 20 231
Survival 0 1 3 82 1 7 19 247
Tax Clienteles and Asset Pricing 0 0 0 63 0 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 2 2 19 1,739
The Current Status of the Capital Asset Pricing Model (CAPM) 1 1 1 345 1 2 12 800
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 53 82 387 4,042 100 192 939 10,589
The Economic Theory of Agency: The Principal's Problem 11 35 128 5,118 46 140 462 15,563
The Interrelations of Finance and Economics: Theoretical Perspectives 0 0 2 360 0 2 10 775
The Price Impact and Survival of Irrational Traders 0 0 0 75 0 1 13 338
The True Cost of Social Security 0 0 1 5 0 0 6 35
The arbitrage theory of capital asset pricing 6 19 92 6,852 30 113 501 15,637
The relation between forward prices and futures prices 1 4 12 2,020 4 8 35 3,609
The valuation of options for alternative stochastic processes 6 11 44 3,390 11 21 111 5,858
Tobin's q Ratio and Industrial Organization 6 12 79 2,433 15 32 174 5,669
Uncertainty and the Heterogeneous Capital Good Model 0 0 0 25 1 1 7 78
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 0 2 7 60
Waiting to Invest: Investment and Uncertainty 1 3 7 657 2 5 21 1,594
Yes, the APT Is Testable 0 0 1 238 0 1 10 484
Total Journal Articles 118 266 1,158 61,234 317 865 4,089 147,819
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 2 12 138 3 13 72 577
Arbitrage, state prices and portfolio theory 1 1 5 973 4 5 28 2,650
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 0 0 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 0 1 15 95
Positive Linear Functionals 0 0 0 0 0 0 3 3
The Arbitrage Theory of Capital Asset Pricing 2 3 14 125 9 26 81 460
The Black—Scholes Formula 0 0 0 0 0 0 2 2
The Cox—Ross—Rubinstein Model 0 0 0 0 1 1 4 4
The Fundamental Theorems of Asset Pricing 0 0 0 0 0 1 6 6
The True Cost of Social Security 0 0 1 3 0 0 22 64
Total Chapters 3 6 32 1,294 17 47 247 3,976

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Statistics updated 2026-10-11