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 9 20 834
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 0 2 4 408
High Water Marks 0 0 2 208 1 8 14 1,019
High Water Marks 0 0 0 161 2 8 14 913
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 1 3 12 334
High-Water Marks and Hedge Fund Management Contracts 0 0 0 4 1 4 7 19
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 1 6 8 2,003
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 1 215 1 5 7 962
Market Selection 0 0 0 32 0 3 10 181
Market Selection 0 0 0 7 0 3 10 102
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 1 7 9 426
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 2 3 7 863
Notes on the Yield Curve 0 0 0 36 2 7 10 106
Options and Efficiency 0 0 0 0 5 16 18 129
Options and Efficiency 0 0 0 0 2 8 12 109
Portfolio Turnpike Theorems for Constant Policies 0 0 0 0 1 5 10 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 9 33 1,303
Post-Announcement Drift 0 0 0 2 0 3 6 786
Progressive Taxation and the Inequality of After-Tax Income 0 0 0 2 0 1 2 11
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 4 8 10 14
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 22 0 6 10 178
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 1 3 4 501
Return, Risk and Arbitrage 0 0 0 7 3 11 22 3,363
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 0 3 8 500
Spanning, Valuation and Options 0 0 0 104 2 11 14 387
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 2 3 92
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 3 4 69
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 0 10 29 2,169
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 3 6 25 2,962
The Price Impact and Survival of Irrational Traders 0 0 0 45 7 21 23 182
The Price Impact and Survival of Irrational Traders 0 0 0 28 2 10 14 163
The Price Impact and Survival of Irrational Traders 0 0 0 214 0 5 8 719
The Pricing of Options for Jump Processes 0 0 0 5 1 3 10 934
The Pricing of Options for Jump Processes 0 0 0 5 2 7 20 651
The Recovery Theorem 0 0 1 188 0 7 12 418
The True Cost of Social Security 0 0 1 108 0 8 13 316
Total Working Papers 0 0 5 2,115 46 234 442 24,190
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 1 27
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply 0 0 0 87 1 3 9 239
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 0 4 6 136
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 1 1 10 549 4 19 37 1,000
A Simple Approach to the Valuation of Risky Streams 1 3 10 684 2 10 28 1,247
A Survey of Some New Results in Financial Option Pricing Theory 1 1 5 244 1 7 13 468
A Test of the Efficiency of a Given Portfolio 1 3 11 1,996 9 19 50 4,855
A Theory of the Term Structure of Interest Rates 1 4 11 8,178 8 33 79 19,933
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 0 0 0 13 0 3 4 52
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 0 0 1 99 0 6 9 232
An Analysis of Variable Rate Loan Contracts 0 0 0 199 1 7 11 542
An Empirical Investigation of the Arbitrage Pricing Theory 1 5 16 1,563 2 12 44 3,008
An Intertemporal General Equilibrium Model of Asset Prices 0 1 9 1,884 0 2 25 3,501
Arbitrage and Martingales with Taxation 0 0 0 106 0 3 11 335
Comment on the Modigliani-Miller Propositions 0 0 0 399 2 5 10 1,075
Comments on qualitative results for investment proportions 0 0 0 44 0 2 4 138
Comments: Capital Asset Pricing in a General Equilibrium Framework 0 0 0 8 0 1 3 28
Corrigendum [Measuring Investment Performance in a Rational Expectations Equilibrium Model] 0 0 0 15 0 3 5 156
Debt and Taxes and Uncertainty 0 0 0 82 0 2 4 174
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 285 0 0 7 916
Discussion 0 0 0 2 1 2 4 25
Duration and the Measurement of Basis Risk 0 0 1 609 0 2 8 1,345
Economic Forces and the Stock Market 9 33 187 8,591 27 104 504 20,405
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 1 6 9 141
Forensic Finance: Enron and Others 0 0 0 57 1 5 14 221
Forensic Finance: Enron and Others 0 0 1 23 1 4 9 89
High‐Water Marks and Hedge Fund Management Contracts 0 0 1 205 2 9 19 600
Institutional Markets, Financial Marketing, and Financial Innovation 0 4 8 79 3 10 17 208
International capital movements and long run diversification 0 0 0 29 0 1 5 74
Investments-Theoretical Issues: Discussion 0 0 0 8 0 1 3 51
Long Forward and Zero-Coupon Rates Can Never Fall 0 2 3 242 3 11 16 1,299
Market Power in a Securities Market with Endogenous Information 0 0 0 64 0 2 11 178
Market selection 0 0 0 18 0 5 12 117
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 0 0 253 0 2 7 603
Mutual fund separation in financial theory--The separating distributions 0 1 2 480 0 3 6 979
Notes on the yield curve 0 0 0 11 2 6 13 87
On the Cross-sectional Relation between Expected Returns and Betas 0 0 0 372 1 8 13 918
Option pricing: A simplified approach 8 34 144 4,409 15 74 306 9,396
Options and Efficiency 1 5 13 973 3 13 32 2,002
Portfolio Efficient Sets 0 0 1 128 0 5 8 350
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 1 4 7 226
Portfolio turnpike theorems for constant policies 0 0 0 17 1 4 6 74
Present values and internal rates of return 0 0 0 47 1 5 8 121
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 0 2 8 583
Promotion and Relegation 0 0 0 239 1 8 12 561
Q Group Panel Discussion: Looking to the Future 0 0 1 1 1 5 7 9
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 1 5 9 549
Review of The New Financial Order by Shiller 0 0 0 131 0 4 5 360
Risk and Return in Real Estate 0 0 0 12 0 5 20 1,822
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 0 1 2 128 3 8 14 307
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 0 1 3 418 1 5 16 887
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 1 7 11 43
Spanning, Valuation and Options 0 0 0 0 3 11 15 226
Survival 1 2 2 81 1 5 18 237
Tax Clienteles and Asset Pricing 0 0 3 63 0 6 12 163
Teoria da estrutura a termo das taxas de juros 0 0 0 2 0 3 7 14
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 0 4 8 531
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 1 1 763 0 10 20 1,734
The Current Status of the Capital Asset Pricing Model (CAPM) 0 0 5 344 1 8 21 797
The Determination of Fair Profits for the Property-Liability Insurance Firm 0 0 0 32 0 2 2 93
The Determination of Financial Structure: The Incentive-Signalling Approach 19 85 255 3,843 60 226 587 10,060
The Economic Theory of Agency: The Principal's Problem 6 24 111 5,045 31 103 420 15,286
The Interrelations of Finance and Economics: Theoretical Perspectives 0 0 4 359 1 3 16 771
The Price Impact and Survival of Irrational Traders 0 0 1 75 1 9 11 334
The True Cost of Social Security 0 0 0 4 0 5 8 34
The arbitrage theory of capital asset pricing 12 29 90 6,802 34 119 397 15,340
The relation between forward prices and futures prices 0 3 12 2,013 0 10 37 3,592
The valuation of options for alternative stochastic processes 6 12 39 3,366 9 31 87 5,798
Tobin's q Ratio and Industrial Organization 6 21 88 2,395 18 53 184 5,584
Uncertainty and the Heterogeneous Capital Good Model 0 0 0 25 1 4 7 77
Wage Determination, Inflation, and the Industrial Structure 0 0 0 22 0 3 6 108
Wage Determination, Inflation, and the Industrial Structure: Reply 0 0 0 4 0 2 5 56
Waiting to Invest: Investment and Uncertainty 0 1 4 652 1 6 15 1,581
Yes, the APT Is Testable 0 1 3 238 2 7 9 481
Total Journal Articles 74 278 1,059 60,616 264 1,107 3,391 145,589
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 1 5 11 134 5 21 55 544
Arbitrage, state prices and portfolio theory 3 3 7 971 8 13 24 2,635
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 0 3 5 38
Learning by Observing and the Distribution of Wages 0 0 0 18 1 5 7 71
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 0 1 32 2 10 14 92
Positive Linear Functionals 0 0 0 0 0 0 0 0
The Arbitrage Theory of Capital Asset Pricing 1 3 13 117 4 21 70 411
The Black—Scholes Formula 0 0 0 0 0 1 1 1
The Cox—Ross—Rubinstein Model 0 0 0 0 0 1 1 1
The Fundamental Theorems of Asset Pricing 0 0 0 0 0 0 0 0
The True Cost of Social Security 0 0 0 2 0 12 15 56
Total Chapters 5 11 32 1,279 20 87 192 3,849

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Statistics updated 2026-03-04