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 5 7 12 825
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 0 2 3 406
High Water Marks 0 1 2 208 2 4 6 1,011
High Water Marks 0 0 0 161 1 4 6 905
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 1 1 2 1,997
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 1 4 10 331
High-Water Marks and Hedge Fund Management Contracts 0 0 0 4 0 1 3 15
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 2 215 0 1 4 957
Market Selection 0 0 0 7 3 4 7 99
Market Selection 0 0 0 32 3 6 8 178
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 1 1 3 419
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 2 2 4 860
Notes on the Yield Curve 0 0 0 36 0 0 3 99
Options and Efficiency 0 0 0 0 0 1 2 113
Options and Efficiency 0 0 0 0 2 3 5 101
Portfolio Turnpike Theorems for Constant Policies 0 0 0 0 2 3 5 59
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 4 41 1,294
Post-Announcement Drift 0 0 0 2 2 2 3 783
Progressive Taxation and the Inequality of After-Tax Income 0 0 0 2 0 0 1 10
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 22 1 2 4 172
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 1 1 2 6
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 1 1 1 498
Return, Risk and Arbitrage 0 0 0 7 3 5 14 3,352
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 2 3 6 497
Spanning, Valuation and Options 0 0 0 104 0 1 3 376
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 0 1 66
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 0 1 90
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 6 8 21 2,159
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 3 9 22 2,956
The Price Impact and Survival of Irrational Traders 0 0 0 45 0 1 2 161
The Price Impact and Survival of Irrational Traders 0 0 0 214 0 0 4 714
The Price Impact and Survival of Irrational Traders 0 0 0 28 1 2 5 153
The Pricing of Options for Jump Processes 0 0 0 5 2 3 14 644
The Pricing of Options for Jump Processes 0 0 0 5 1 3 7 931
The Recovery Theorem 1 1 3 188 1 4 8 411
The True Cost of Social Security 0 0 1 108 2 3 6 308
Total Working Papers 1 2 8 2,115 51 96 249 23,956
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 0 87 2 3 7 236
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 0 0 3 132
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 1 1 10 548 2 6 23 981
A Simple Approach to the Valuation of Risky Streams 2 3 11 681 3 5 25 1,237
A Survey of Some New Results in Financial Option Pricing Theory 0 2 4 243 0 3 7 461
A Test of the Efficiency of a Given Portfolio 1 3 9 1,993 6 16 41 4,836
A Theory of the Term Structure of Interest Rates 1 1 11 8,174 11 21 65 19,900
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 0 0 0 13 0 0 1 49
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 0 0 2 99 1 1 4 226
An Analysis of Variable Rate Loan Contracts 0 0 0 199 1 2 5 535
An Empirical Investigation of the Arbitrage Pricing Theory 2 7 18 1,558 5 19 45 2,996
An Intertemporal General Equilibrium Model of Asset Prices 1 1 9 1,883 1 5 26 3,499
Arbitrage and Martingales with Taxation 0 0 1 106 0 5 10 332
Comment on the Modigliani-Miller Propositions 0 0 0 399 1 1 6 1,070
Comments on qualitative results for investment proportions 0 0 0 44 0 0 2 136
Comments: Capital Asset Pricing in a General Equilibrium Framework 0 0 0 8 1 1 2 27
Corrigendum [Measuring Investment Performance in a Rational Expectations Equilibrium Model] 0 0 0 15 1 1 4 153
Debt and Taxes and Uncertainty 0 0 0 82 1 1 2 172
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 285 1 1 10 916
Discussion 0 0 0 2 1 1 2 23
Duration and the Measurement of Basis Risk 0 0 1 609 1 3 7 1,343
Economic Forces and the Stock Market 23 53 213 8,558 55 131 544 20,301
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 0 0 4 135
Forensic Finance: Enron and Others 0 1 1 23 1 2 6 85
Forensic Finance: Enron and Others 0 0 0 57 1 3 9 216
High‐Water Marks and Hedge Fund Management Contracts 0 0 1 205 1 6 12 591
Institutional Markets, Financial Marketing, and Financial Innovation 1 1 4 75 3 3 8 198
International capital movements and long run diversification 0 0 0 29 2 2 4 73
Investments-Theoretical Issues: Discussion 0 0 0 8 0 1 2 50
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 1 240 1 1 8 1,288
Market Power in a Securities Market with Endogenous Information 0 0 0 64 0 2 9 176
Market selection 0 0 0 18 5 5 7 112
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 0 0 253 2 4 7 601
Mutual fund separation in financial theory--The separating distributions 0 0 3 479 1 2 5 976
Notes on the yield curve 0 0 0 11 1 4 9 81
On the Cross-sectional Relation between Expected Returns and Betas 0 0 1 372 2 3 9 910
Option pricing: A simplified approach 16 40 146 4,375 42 88 315 9,322
Options and Efficiency 0 2 12 968 4 8 29 1,989
Portfolio Efficient Sets 0 0 1 128 1 1 3 345
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 0 0 3 222
Portfolio turnpike theorems for constant policies 0 0 0 17 0 0 2 70
Present values and internal rates of return 0 0 0 47 0 0 4 116
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 1 3 7 581
Promotion and Relegation 0 0 1 239 0 0 5 553
Q Group Panel Discussion: Looking to the Future 1 1 1 1 1 1 3 4
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 0 1 4 544
Review of The New Financial Order by Shiller 0 0 0 131 0 0 1 356
Risk and Return in Real Estate 0 0 0 12 4 6 18 1,817
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 0 0 2 127 0 1 8 299
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 0 2 2 417 3 8 12 882
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 1 2 4 36
Spanning, Valuation and Options 0 0 0 0 4 4 6 215
Survival 0 0 1 79 2 5 17 232
Tax Clienteles and Asset Pricing 0 0 3 63 0 2 6 157
Teoria da estrutura a termo das taxas de juros 0 0 0 2 1 2 4 11
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 0 4 4 527
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 3 762 0 4 15 1,724
The Current Status of the Capital Asset Pricing Model (CAPM) 0 0 6 344 0 1 16 789
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 45 119 194 3,758 87 217 431 9,834
The Economic Theory of Agency: The Principal's Problem 14 43 100 5,021 48 118 380 15,183
The Interrelations of Finance and Economics: Theoretical Perspectives 1 1 7 359 1 5 20 768
The Price Impact and Survival of Irrational Traders 0 1 2 75 0 1 5 325
The True Cost of Social Security 0 0 0 4 0 0 4 29
The arbitrage theory of capital asset pricing 5 22 79 6,773 54 122 343 15,221
The relation between forward prices and futures prices 2 2 16 2,010 5 8 40 3,582
The valuation of options for alternative stochastic processes 4 10 29 3,354 12 25 67 5,767
Tobin's q Ratio and Industrial Organization 14 24 82 2,374 22 49 165 5,531
Uncertainty and the Heterogeneous Capital Good Model 0 0 0 25 1 2 4 73
Wage Determination, Inflation, and the Industrial Structure 0 0 1 22 0 1 5 105
Wage Determination, Inflation, and the Industrial Structure: Reply 0 0 0 4 0 1 3 54
Waiting to Invest: Investment and Uncertainty 0 1 3 651 1 3 11 1,575
Yes, the APT Is Testable 0 1 2 237 0 1 2 474
Total Journal Articles 134 342 994 60,338 409 958 2,906 144,482
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 3 10 129 15 20 43 523
Arbitrage, state prices and portfolio theory 0 0 9 968 0 0 20 2,622
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 0 0 3 35
Learning by Observing and the Distribution of Wages 0 0 0 18 0 0 2 66
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 0 2 32 2 2 5 82
The Arbitrage Theory of Capital Asset Pricing 2 3 13 114 8 21 64 390
The True Cost of Social Security 0 0 0 2 2 2 4 44
Total Chapters 3 6 34 1,268 27 45 141 3,762

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06