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 20 836
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 2 2 6 410
High Water Marks 0 0 0 161 0 2 15 915
High Water Marks 0 1 3 209 0 7 21 1,026
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 0 5 12 2,008
High-Water Marks and Hedge Fund Management Contracts 0 0 0 4 0 7 12 26
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 1 2 12 336
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 1 215 1 4 11 966
Market Selection 0 0 0 7 0 2 10 104
Market Selection 0 0 0 32 1 2 11 183
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 0 4 12 430
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 0 0 6 863
Notes on the Yield Curve 0 0 0 36 1 2 9 108
Options and Efficiency 0 0 0 0 2 10 28 139
Options and Efficiency 0 0 0 0 0 2 14 111
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 23 1,308
Post-Announcement Drift 0 0 0 2 1 1 6 787
Progressive Taxation and the Inequality of After-Tax Income 0 0 0 2 1 3 4 14
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 0 6 15 20
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 22 0 2 11 180
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 0 4 8 505
Return, Risk and Arbitrage 0 0 0 7 1 4 25 3,367
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 0 0 7 500
Spanning, Valuation and Options 0 0 0 104 1 1 14 388
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 1 3 5 95
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 0 3 69
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 3 7 26 2,969
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 2 9 33 2,178
The Price Impact and Survival of Irrational Traders 0 0 0 28 0 3 16 166
The Price Impact and Survival of Irrational Traders 0 0 0 45 0 3 25 185
The Price Impact and Survival of Irrational Traders 0 0 0 214 1 6 12 725
The Pricing of Options for Jump Processes 0 0 0 5 1 3 19 654
The Pricing of Options for Jump Processes 0 0 0 5 0 3 12 937
The Recovery Theorem 0 0 1 188 0 4 15 422
The True Cost of Social Security 0 0 1 108 0 4 16 320
Total Working Papers 0 1 6 2,116 21 124 502 24,314
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 2 4 5 31
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply 0 0 0 87 1 3 9 242
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 1 3 8 139
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 0 1 7 550 0 2 32 1,002
A Simple Approach to the Valuation of Risky Streams 2 5 12 689 7 13 33 1,260
A Survey of Some New Results in Financial Option Pricing Theory 0 0 5 244 0 2 14 470
A Test of the Efficiency of a Given Portfolio 0 3 12 1,999 4 26 70 4,881
A Theory of the Term Structure of Interest Rates 4 9 18 8,187 10 32 97 19,965
A theory of the term structure of interest rates 0 0 0 2 0 1 6 15
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 1 1 1 14 2 2 5 54
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 0 0 1 99 1 10 18 242
An Analysis of Variable Rate Loan Contracts 0 0 0 199 1 4 14 546
An Empirical Investigation of the Arbitrage Pricing Theory 0 0 16 1,563 3 7 45 3,015
An Intertemporal General Equilibrium Model of Asset Prices 0 2 8 1,886 1 19 36 3,520
Arbitrage and Martingales with Taxation 0 0 0 106 1 2 11 337
Comment on the Modigliani-Miller Propositions 0 0 0 399 1 3 10 1,078
Comments on qualitative results for investment proportions 0 0 0 44 1 2 5 140
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 1 6 157
Debt and Taxes and Uncertainty 0 0 0 82 2 5 8 179
Differential Information and Performance Measurement Using a Security Market Line 0 1 1 286 1 4 7 920
Discussion 0 0 0 2 0 3 6 28
Duration and the Measurement of Basis Risk 0 0 1 609 2 3 10 1,348
Economic Forces and the Stock Market 12 37 166 8,628 37 132 470 20,537
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 1 4 11 145
Forensic Finance: Enron and Others 0 0 1 23 0 5 13 94
Forensic Finance: Enron and Others 0 0 0 57 1 4 15 225
High‐Water Marks and Hedge Fund Management Contracts 0 0 0 205 0 9 25 609
Institutional Markets, Financial Marketing, and Financial Innovation 1 2 8 81 1 5 20 213
International capital movements and long run diversification 0 0 0 29 0 1 4 75
Investments-Theoretical Issues: Discussion 0 0 0 8 0 1 3 52
Long Forward and Zero-Coupon Rates Can Never Fall 0 3 6 245 1 7 22 1,306
Market Power in a Securities Market with Endogenous Information 0 1 1 65 0 4 11 182
Market selection 0 0 0 18 1 2 14 119
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 0 0 253 0 2 9 605
Mutual fund separation in financial theory--The separating distributions 0 0 1 480 0 4 9 983
Notes on the yield curve 0 0 0 11 0 2 13 89
On the Cross-sectional Relation between Expected Returns and Betas 0 0 0 372 0 1 13 919
Option pricing: A simplified approach 5 21 136 4,430 25 76 329 9,472
Options and Efficiency 0 4 15 977 1 11 39 2,013
Portfolio Efficient Sets 0 1 2 129 1 4 11 354
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 1 3 9 229
Portfolio turnpike theorems for constant policies 0 0 0 17 0 1 7 75
Present values and internal rates of return 0 0 0 47 0 3 10 124
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 0 1 6 584
Promotion and Relegation 1 2 2 241 1 4 13 565
Q Group Panel Discussion: Looking to the Future 0 0 1 1 0 3 9 12
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 1 2 10 551
Review of The New Financial Order by Shiller 0 0 0 131 1 2 6 362
Risk and Return in Real Estate 0 0 0 12 2 6 21 1,828
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 0 0 1 128 0 2 13 309
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 0 1 4 419 1 2 16 889
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 0 2 12 45
Spanning, Valuation and Options 0 0 0 0 0 3 18 229
Survival 0 0 2 81 0 2 17 239
Tax Clienteles and Asset Pricing 0 0 2 63 0 1 11 164
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 0 5 13 536
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 1 763 1 3 19 1,737
The Current Status of the Capital Asset Pricing Model (CAPM) 0 0 1 344 0 1 14 798
The Determination of Fair Profits for the Property-Liability Insurance Firm 0 0 0 32 2 4 6 97
The Determination of Financial Structure: The Incentive-Signalling Approach 34 78 308 3,921 74 238 750 10,298
The Economic Theory of Agency: The Principal's Problem 15 30 125 5,075 48 101 431 15,387
The Interrelations of Finance and Economics: Theoretical Perspectives 0 0 3 359 0 1 13 772
The Price Impact and Survival of Irrational Traders 0 0 1 75 0 3 13 337
The True Cost of Social Security 0 1 1 5 0 1 6 35
The arbitrage theory of capital asset pricing 5 23 92 6,825 48 140 448 15,480
The relation between forward prices and futures prices 0 2 9 2,015 4 8 34 3,600
The valuation of options for alternative stochastic processes 4 9 42 3,375 7 31 105 5,829
Tobin's q Ratio and Industrial Organization 3 16 81 2,411 7 37 184 5,621
Uncertainty and the Heterogeneous Capital Good Model 0 0 0 25 0 0 7 77
Wage Determination, Inflation, and the Industrial Structure 0 0 0 22 1 2 8 110
Wage Determination, Inflation, and the Industrial Structure: Reply 1 1 1 5 2 2 6 58
Waiting to Invest: Investment and Uncertainty 1 2 4 654 1 7 17 1,588
Yes, the APT Is Testable 0 0 2 238 0 2 10 483
Total Journal Articles 89 256 1,101 60,872 312 1,048 3,750 146,637
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 1 11 135 2 16 68 560
Arbitrage, state prices and portfolio theory 0 0 4 971 2 7 24 2,642
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 0 2 6 40
Learning by Observing and the Distribution of Wages 0 0 0 18 0 3 9 74
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 0 0 32 2 2 15 94
Positive Linear Functionals 0 0 0 0 1 3 3 3
The Arbitrage Theory of Capital Asset Pricing 2 4 14 121 2 14 70 425
The Black—Scholes Formula 0 0 0 0 0 1 2 2
The Cox—Ross—Rubinstein Model 0 0 0 0 0 2 3 3
The Fundamental Theorems of Asset Pricing 0 0 0 0 0 5 5 5
The True Cost of Social Security 0 1 1 3 1 8 22 64
Total Chapters 3 6 30 1,285 10 63 227 3,912

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Statistics updated 2026-06-04