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 7 816
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 0 0 3 404
High Water Marks 0 0 1 206 0 0 1 1,005
High Water Marks 0 0 0 161 0 1 2 900
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 0 2 3 324
High-Water Marks and Hedge Fund Management Contracts 0 0 0 4 0 2 9 14
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 0 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 2 3 94
Market Selection 0 0 0 32 0 1 2 172
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 0 1 4 418
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 0 1 1 857
Notes on the Yield Curve 0 0 0 36 2 3 5 99
Options and Efficiency 0 0 0 0 0 0 3 97
Options and Efficiency 0 0 0 0 0 0 0 111
Portfolio Turnpike Theorems for Constant Policies 0 0 0 0 1 2 3 56
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 4 15 52 1,285
Post-Announcement Drift 0 0 0 2 0 1 2 781
Progressive Taxation and the Inequality of After-Tax Income 0 0 0 2 0 1 1 10
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 0 1 1 5
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 22 0 1 1 169
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 0 0 0 497
Return, Risk and Arbitrage 0 0 0 7 1 1 14 3,342
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 0 1 2 493
Spanning, Valuation and Options 0 0 0 104 0 1 1 374
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 1 1 66
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 1 1 90
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 2 5 10 2,145
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 3 6 13 2,943
The Price Impact and Survival of Irrational Traders 0 0 0 45 0 1 1 160
The Price Impact and Survival of Irrational Traders 0 0 0 28 0 1 2 150
The Price Impact and Survival of Irrational Traders 0 0 0 214 0 2 4 713
The Pricing of Options for Jump Processes 0 0 0 5 0 1 5 925
The Pricing of Options for Jump Processes 0 0 0 5 2 4 14 635
The Recovery Theorem 0 0 4 187 0 1 7 407
The True Cost of Social Security 0 0 0 107 0 1 2 304
Total Working Papers 0 0 7 2,110 16 64 191 23,812
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 2 3 6 233
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 0 1 2 131
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 3 4 10 543 3 7 24 970
A Simple Approach to the Valuation of Risky Streams 2 3 21 677 5 8 32 1,227
A Survey of Some New Results in Financial Option Pricing Theory 0 0 1 239 0 1 3 456
A Test of the Efficiency of a Given Portfolio 1 2 9 1,987 2 6 43 4,811
A Theory of the Term Structure of Interest Rates 2 2 15 8,169 10 14 75 19,868
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 0 0 0 13 0 1 1 49
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 0 0 2 98 0 1 4 224
An Analysis of Variable Rate Loan Contracts 0 0 1 199 0 1 4 532
An Empirical Investigation of the Arbitrage Pricing Theory 0 0 13 1,547 4 6 36 2,970
An Intertemporal General Equilibrium Model of Asset Prices 2 3 10 1,878 3 8 25 3,484
Arbitrage and Martingales with Taxation 0 0 1 106 0 2 4 326
Comment on the Modigliani-Miller Propositions 0 0 0 399 0 3 4 1,068
Comments on qualitative results for investment proportions 0 0 0 44 0 1 2 135
Comments: Capital Asset Pricing in a General Equilibrium Framework 0 0 0 8 0 1 1 26
Corrigendum [Measuring Investment Performance in a Rational Expectations Equilibrium Model] 0 0 1 15 0 0 3 151
Debt and Taxes and Uncertainty 0 0 0 82 0 1 2 171
Differential Information and Performance Measurement Using a Security Market Line 0 1 3 285 0 4 13 913
Discussion 0 0 0 2 0 1 1 22
Duration and the Measurement of Basis Risk 0 0 4 608 0 1 7 1,338
Economic Forces and the Stock Market 25 58 210 8,462 80 166 539 20,067
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 0 2 3 134
Forensic Finance: Enron and Others 0 0 0 22 0 1 5 81
Forensic Finance: Enron and Others 0 0 0 57 2 3 3 210
High‐Water Marks and Hedge Fund Management Contracts 0 1 2 205 0 3 10 584
Institutional Markets, Financial Marketing, and Financial Innovation 1 2 5 73 1 2 7 193
International capital movements and long run diversification 0 0 0 29 0 2 2 71
Investments-Theoretical Issues: Discussion 0 0 0 8 0 1 1 49
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 1 239 1 1 8 1,284
Market Power in a Securities Market with Endogenous Information 0 0 0 64 2 4 6 171
Market selection 0 0 0 18 0 0 1 105
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 0 1 7 479 0 1 11 974
Notes on the yield curve 0 0 0 11 1 2 6 76
On the Cross-sectional Relation between Expected Returns and Betas 0 0 3 372 0 1 13 906
Option pricing: A simplified approach 11 29 134 4,294 21 53 299 9,143
Options and Efficiency 1 2 6 962 1 4 26 1,974
Portfolio Efficient Sets 0 0 0 127 0 1 1 343
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 0 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 0 1 3 114
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 0 3 4 578
Promotion and Relegation 0 0 2 239 0 3 5 552
Q Group Panel Discussion: Looking to the Future 0 0 0 0 0 1 3 3
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 0 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 4 5 15 1,807
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 0 1 6 127 0 3 10 296
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 0 0 5 415 1 2 10 873
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 0 1 1 33
Spanning, Valuation and Options 0 0 0 0 0 0 2 211
Survival 0 0 4 79 0 3 16 222
Tax Clienteles and Asset Pricing 1 1 2 61 1 2 3 153
Teoria da estrutura a termo das taxas de juros 0 0 0 2 1 2 2 9
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 4 762 2 4 14 1,718
The Current Status of the Capital Asset Pricing Model (CAPM) 1 4 10 343 2 8 17 784
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 6 25 149 3,613 21 75 366 9,548
The Economic Theory of Agency: The Principal's Problem 6 16 66 4,950 42 90 289 14,956
The Interrelations of Finance and Economics: Theoretical Perspectives 0 1 11 356 1 4 22 759
The Price Impact and Survival of Irrational Traders 0 0 1 74 0 1 6 324
The True Cost of Social Security 0 0 0 4 0 3 5 29
The arbitrage theory of capital asset pricing 6 21 83 6,733 40 89 326 15,032
The relation between forward prices and futures prices 1 5 26 2,006 2 11 56 3,566
The valuation of options for alternative stochastic processes 3 6 16 3,333 6 13 54 5,724
Tobin's q Ratio and Industrial Organization 12 23 85 2,330 18 37 174 5,437
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 0 2 102
Wage Determination, Inflation, and the Industrial Structure: Reply 0 0 0 4 0 1 1 52
Waiting to Invest: Investment and Uncertainty 0 2 3 650 0 5 11 1,571
Yes, the APT Is Testable 1 1 1 236 1 1 1 473
Total Journal Articles 85 214 939 59,771 280 689 2,666 142,887
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 9 124 1 3 21 492
Arbitrage, state prices and portfolio theory 0 3 13 967 0 7 33 2,618
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 0 1 2 34
Learning by Observing and the Distribution of Wages 0 0 0 18 0 1 1 65
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 1 3 32 0 1 3 79
The Arbitrage Theory of Capital Asset Pricing 1 3 21 107 5 14 77 355
The True Cost of Social Security 0 0 0 2 0 1 2 42
Total Chapters 1 8 46 1,255 6 28 139 3,685

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Statistics updated 2025-06-06