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 8 816
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 0 1 5 404
High Water Marks 0 0 0 161 1 1 2 900
High Water Marks 0 0 1 206 0 0 1 1,005
High-Water Marks and Hedge Fund Management Contracts 0 0 1 103 2 3 5 324
High-Water Marks and Hedge Fund Management Contracts 0 0 1 4 1 2 10 14
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 1 1 2 1,996
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 2 214 0 0 9 955
Market Selection 0 0 0 7 1 1 3 93
Market Selection 0 0 0 32 1 1 2 172
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 1 1 4 418
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 1 1 2 857
Notes on the Yield Curve 0 0 0 36 1 1 3 97
Options and Efficiency 0 0 0 0 0 0 2 111
Options and Efficiency 0 0 0 0 0 1 3 97
Portfolio Turnpike Theorems for Constant Policies 0 0 0 0 1 1 2 55
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 5 17 51 1,281
Post-Announcement Drift 0 0 0 2 1 1 2 781
Progressive Taxation and the Inequality of After-Tax Income 0 0 0 2 1 1 1 10
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 22 1 1 1 169
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 1 1 1 5
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 0 0 0 497
Return, Risk and Arbitrage 0 0 0 7 0 1 16 3,341
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 1 2 2 493
Spanning, Valuation and Options 0 0 0 104 1 1 1 374
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 1 1 1 66
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 1 1 1 90
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 2 4 15 2,940
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 2 3 12 2,143
The Price Impact and Survival of Irrational Traders 0 0 0 214 1 3 5 713
The Price Impact and Survival of Irrational Traders 0 0 0 45 1 1 1 160
The Price Impact and Survival of Irrational Traders 0 0 0 28 1 2 2 150
The Pricing of Options for Jump Processes 0 0 0 5 1 3 13 633
The Pricing of Options for Jump Processes 0 0 0 5 1 1 7 925
The Recovery Theorem 0 1 4 187 1 2 7 407
The True Cost of Social Security 0 0 0 107 1 1 2 304
Total Working Papers 0 1 9 2,110 37 64 204 23,796
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 1 87 1 1 4 231
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 1 2 2 131
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 1 1 10 540 2 6 26 967
A Simple Approach to the Valuation of Risky Streams 1 3 19 675 3 6 29 1,222
A Survey of Some New Results in Financial Option Pricing Theory 0 0 2 239 1 2 4 456
A Test of the Efficiency of a Given Portfolio 1 1 9 1,986 3 5 46 4,809
A Theory of the Term Structure of Interest Rates 0 0 15 8,167 3 9 81 19,858
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 0 0 0 13 1 1 1 49
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 0 0 2 98 1 1 4 224
An Analysis of Variable Rate Loan Contracts 0 0 2 199 1 2 5 532
An Empirical Investigation of the Arbitrage Pricing Theory 0 2 18 1,547 1 5 39 2,966
An Intertemporal General Equilibrium Model of Asset Prices 1 1 8 1,876 4 6 22 3,481
Arbitrage and Martingales with Taxation 0 1 1 106 2 3 4 326
Comment on the Modigliani-Miller Propositions 0 0 0 399 2 3 5 1,068
Comments on qualitative results for investment proportions 0 0 0 44 1 1 2 135
Comments: Capital Asset Pricing in a General Equilibrium Framework 0 0 0 8 1 1 1 26
Corrigendum [Measuring Investment Performance in a Rational Expectations Equilibrium Model] 0 0 1 15 0 2 3 151
Debt and Taxes and Uncertainty 0 0 0 82 1 1 2 171
Differential Information and Performance Measurement Using a Security Market Line 0 1 3 285 2 5 15 913
Discussion 0 0 0 2 1 1 1 22
Duration and the Measurement of Basis Risk 0 0 7 608 1 2 12 1,338
Economic Forces and the Stock Market 26 49 203 8,437 66 127 512 19,987
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 1 2 3 134
Forensic Finance: Enron and Others 0 0 0 57 1 1 2 208
Forensic Finance: Enron and Others 0 0 0 22 1 2 5 81
High‐Water Marks and Hedge Fund Management Contracts 1 1 2 205 2 4 11 584
Institutional Markets, Financial Marketing, and Financial Innovation 1 1 4 72 1 2 6 192
International capital movements and long run diversification 0 0 0 29 1 2 2 71
Investments-Theoretical Issues: Discussion 0 0 0 8 1 1 1 49
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 2 239 0 1 9 1,283
Market Power in a Securities Market with Endogenous Information 0 0 0 64 1 2 4 169
Market selection 0 0 1 18 0 0 2 105
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 0 0 253 0 0 3 596
Mutual fund separation in financial theory--The separating distributions 1 1 7 479 1 1 12 974
Notes on the yield curve 0 0 0 11 1 2 5 75
On the Cross-sectional Relation between Expected Returns and Betas 0 1 4 372 1 2 16 906
Option pricing: A simplified approach 16 28 144 4,283 25 61 321 9,122
Options and Efficiency 1 2 6 961 3 5 27 1,973
Portfolio Efficient Sets 0 0 1 127 1 1 2 343
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 1 1 1 220
Portfolio turnpike theorems for constant policies 0 0 0 17 0 0 1 68
Present values and internal rates of return 0 0 1 47 1 2 3 114
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 3 3 4 578
Promotion and Relegation 0 1 5 239 1 4 10 552
Q Group Panel Discussion: Looking to the Future 0 0 0 0 1 2 3 3
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 1 1 2 541
Review of The New Financial Order by Shiller 0 0 1 131 0 1 2 356
Risk and Return in Real Estate 0 0 0 12 1 4 13 1,803
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 1 1 6 127 2 4 10 296
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 0 0 5 415 1 1 9 872
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 1 1 1 33
Spanning, Valuation and Options 0 0 0 0 0 1 2 211
Survival 0 0 4 79 1 4 17 222
Tax Clienteles and Asset Pricing 0 0 2 60 1 1 3 152
Teoria da estrutura a termo das taxas de juros 0 0 0 2 1 1 1 8
The Analytics of Performance Measurement Using a Security Market Line 0 0 1 187 0 0 3 523
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 5 762 2 2 13 1,716
The Current Status of the Capital Asset Pricing Model (CAPM) 2 3 9 342 5 6 16 782
The Determination of Fair Profits for the Property-Liability Insurance Firm 0 0 0 32 0 0 0 91
The Determination of Financial Structure: The Incentive-Signalling Approach 11 22 174 3,607 31 75 425 9,527
The Economic Theory of Agency: The Principal's Problem 8 12 68 4,944 34 67 282 14,914
The Interrelations of Finance and Economics: Theoretical Perspectives 1 4 12 356 3 9 23 758
The Price Impact and Survival of Irrational Traders 0 1 1 74 1 3 6 324
The True Cost of Social Security 0 0 0 4 3 3 5 29
The arbitrage theory of capital asset pricing 10 23 94 6,727 21 73 339 14,992
The relation between forward prices and futures prices 4 5 27 2,005 9 13 62 3,564
The valuation of options for alternative stochastic processes 3 4 15 3,330 6 12 53 5,718
Tobin's q Ratio and Industrial Organization 9 17 80 2,318 15 30 175 5,419
Uncertainty and the Heterogeneous Capital Good Model 0 0 1 25 0 0 3 70
Wage Determination, Inflation, and the Industrial Structure 0 0 1 22 0 1 2 102
Wage Determination, Inflation, and the Industrial Structure: Reply 0 0 0 4 1 1 1 52
Waiting to Invest: Investment and Uncertainty 2 2 4 650 5 6 13 1,571
Yes, the APT Is Testable 0 0 1 235 0 0 1 472
Total Journal Articles 101 188 989 59,686 292 613 2,755 142,607
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 12 124 0 4 26 491
Arbitrage, state prices and portfolio theory 3 5 14 967 4 11 35 2,618
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 1 2 2 34
Learning by Observing and the Distribution of Wages 0 0 0 18 1 1 1 65
Mutual Fund Separation in Financial Theory—The Separating Distributions 1 1 3 32 1 1 4 79
The Arbitrage Theory of Capital Asset Pricing 0 4 24 106 5 16 84 350
The True Cost of Social Security 0 0 0 2 1 1 2 42
Total Chapters 4 13 53 1,254 13 36 154 3,679

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Statistics updated 2025-05-12