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 9 797
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 0 0 4 397
High Water Marks 0 0 0 205 0 1 4 1,000
High Water Marks 1 1 2 160 1 1 4 895
High-Water Marks and Hedge Fund Management Contracts 0 0 0 102 0 0 4 316
High-Water Marks and Hedge Fund Management Contracts 0 0 0 488 0 0 1 1,990
Long Forward and Zero-Coupon Rates Can Never Fall 4 4 5 204 6 6 9 936
Market Selection 1 1 1 32 1 1 5 167
Market Selection 0 0 0 6 0 1 7 86
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 0 0 2 407
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 0 0 1 853
Notes on the Yield Curve 0 0 0 32 0 1 4 84
Options and Efficiency 0 0 0 0 0 1 2 104
Options and Efficiency 0 0 0 0 1 1 3 90
Portfolio Turnpike Theorems for Constant Policies 0 0 0 0 0 1 2 52
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 2 15 56 1,150
Post-Announcement Drift 0 0 0 2 0 0 7 774
Progressive Taxation and the Inequality of After-Tax Income 0 0 0 2 0 0 0 9
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 21 0 0 1 164
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 97 0 0 0 492
Return, Risk and Arbitrage 0 0 0 7 3 8 67 3,281
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 0 0 2 489
Spanning, Valuation and Options 0 0 0 104 0 0 3 372
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 0 0 64
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 0 0 88
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 5 7 24 2,903
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 1 6 23 2,109
The Price Impact and Survival of Irrational Traders 0 0 0 214 0 0 2 706
The Price Impact and Survival of Irrational Traders 0 0 1 44 1 1 3 157
The Price Impact and Survival of Irrational Traders 0 0 0 28 0 0 1 145
The Pricing of Options for Jump Processes 0 0 0 5 0 1 8 902
The Pricing of Options for Jump Processes 0 0 0 5 0 2 16 589
The Recovery Theorem 0 0 1 182 1 2 8 395
The True Cost of Social Security 0 0 0 106 0 1 4 301
Total Working Papers 6 6 10 2,078 23 58 286 23,264

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 82 1 1 7 220
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 33 0 0 0 126
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 2 3 12 511 2 5 20 906
A Simple Approach to the Valuation of Risky Streams 0 3 7 631 1 4 21 1,146
A Survey of Some New Results in Financial Option Pricing Theory 2 2 5 234 2 2 9 442
A Test of the Efficiency of a Given Portfolio 13 25 114 1,912 22 54 331 4,590
A Theory of the Term Structure of Interest Rates 2 7 31 8,122 10 31 146 19,583
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 1 1 1 13 1 1 3 47
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 1 1 2 93 3 4 5 210
An Analysis of Variable Rate Loan Contracts 1 1 10 191 1 1 12 510
An Empirical Investigation of the Arbitrage Pricing Theory 0 2 18 1,488 4 8 43 2,864
An Intertemporal General Equilibrium Model of Asset Prices 1 2 3 1,843 3 4 10 3,406
Arbitrage and Martingales with Taxation 1 2 3 104 1 2 5 316
Comment on the Modigliani-Miller Propositions 0 0 0 399 1 1 6 1,061
Comments on qualitative results for investment proportions 2 2 2 44 2 2 2 133
Comments: Capital Asset Pricing in a General Equilibrium Framework 0 0 0 8 0 0 0 25
Corrigendum [Measuring Investment Performance in a Rational Expectations Equilibrium Model] 0 0 0 14 0 0 0 147
Debt and Taxes and Uncertainty 0 0 1 80 0 0 3 165
Differential Information and Performance Measurement Using a Security Market Line 5 5 8 271 5 6 13 880
Discussion 0 0 0 2 0 0 0 21
Duration and the Measurement of Basis Risk 0 1 2 591 1 2 6 1,310
Economic Forces and the Stock Market 40 85 219 7,706 71 187 535 18,376
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 0 0 1 123
Forensic Finance: Enron and Others 0 4 5 20 1 6 14 67
Forensic Finance: Enron and Others 1 2 4 55 1 4 9 203
High‐Water Marks and Hedge Fund Management Contracts 0 0 1 202 0 0 6 569
Institutional Markets, Financial Marketing, and Financial Innovation 1 1 8 49 1 5 27 154
International capital movements and long run diversification 0 0 0 29 0 0 1 68
Investments-Theoretical Issues: Discussion 1 1 1 8 1 1 2 48
Long Forward and Zero-Coupon Rates Can Never Fall 3 3 3 228 8 8 12 1,255
Market Power in a Securities Market with Endogenous Information 0 0 2 63 0 0 8 161
Market selection 0 1 3 16 1 3 7 97
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 1 4 247 0 2 19 580
Mutual fund separation in financial theory--The separating distributions 1 3 5 463 1 4 15 939
Notes on the yield curve 0 0 3 10 0 0 8 62
On the Cross-sectional Relation between Expected Returns and Betas 0 0 7 358 1 1 21 858
Option pricing: A simplified approach 19 32 99 3,820 35 70 245 8,108
Options and Efficiency 1 3 9 938 1 6 18 1,906
Portfolio Efficient Sets 2 2 2 123 3 3 4 337
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 1 1 1 58 1 1 3 218
Portfolio turnpike theorems for constant policies 0 0 0 16 0 1 3 63
Present values and internal rates of return 1 1 1 46 2 2 2 110
Pricing and Timing Decisions in Oligopoly Industries 0 1 1 104 0 1 1 572
Promotion and Relegation 1 1 6 225 1 1 13 526
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 2 89 0 0 4 537
Review of The New Financial Order by Shiller 0 0 0 130 0 0 0 354
Risk and Return in Real Estate 0 0 0 12 1 5 23 1,759
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 2 7 10 100 2 8 18 254
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 4 5 12 398 5 9 26 842
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 0 0 0 31
Spanning, Valuation and Options 0 0 0 0 0 0 1 208
Survival 1 1 4 73 1 2 10 193
Tax Clienteles and Asset Pricing 1 1 2 56 1 1 2 146
Teoria da estrutura a termo das taxas de juros 0 0 0 2 0 0 0 7
The Analytics of Performance Measurement Using a Security Market Line 0 0 9 184 2 3 17 511
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 2 5 17 740 2 6 34 1,667
The Current Status of the Capital Asset Pricing Model (CAPM) 3 3 11 321 4 4 18 733
The Determination of Fair Profits for the Property-Liability Insurance Firm 0 0 0 30 0 0 0 89
The Determination of Financial Structure: The Incentive-Signalling Approach 24 51 256 3,104 56 128 653 8,330
The Economic Theory of Agency: The Principal's Problem 6 19 94 4,764 28 73 366 14,080
The Interrelations of Finance and Economics: Theoretical Perspectives 0 2 6 322 0 2 9 691
The Price Impact and Survival of Irrational Traders 0 0 4 73 0 0 9 312
The True Cost of Social Security 0 0 0 3 0 1 4 23
The arbitrage theory of capital asset pricing 8 23 105 6,458 29 86 402 14,085
The relation between forward prices and futures prices 1 6 23 1,896 4 13 41 3,365
The valuation of options for alternative stochastic processes 4 7 32 3,206 6 13 76 5,456
Tobin's q Ratio and Industrial Organization 7 21 79 2,093 16 39 189 4,944
Uncertainty and the Heterogeneous Capital Good Model 0 0 0 23 0 0 0 66
Wage Determination, Inflation, and the Industrial Structure 0 0 0 19 0 0 1 95
Wage Determination, Inflation, and the Industrial Structure: Reply 0 0 0 4 0 0 2 51
Waiting to Invest: Investment and Uncertainty 1 1 9 634 2 8 31 1,527
Yes, the APT Is Testable 2 2 6 228 2 2 8 461
Total Journal Articles 169 353 1,285 56,447 350 837 3,560 134,351

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 2 13 85 1 9 69 393
Arbitrage, state prices and portfolio theory 5 5 9 929 5 9 33 2,511
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 0 0 0 32
Learning by Observing and the Distribution of Wages 0 0 0 17 0 0 1 63
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 0 2 27 0 1 5 69
The Arbitrage Theory of Capital Asset Pricing 1 4 25 38 5 17 83 135
The True Cost of Social Security 0 0 1 2 0 0 6 36
Total Chapters 7 11 50 1,103 11 36 197 3,239

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Statistics updated 2022-11-05