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 1 7 814
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 1 1 5 404
High Water Marks 0 0 1 206 0 0 1 1,005
High Water Marks 0 0 0 161 0 0 1 899
High-Water Marks and Hedge Fund Management Contracts 0 0 1 4 0 0 8 12
High-Water Marks and Hedge Fund Management Contracts 0 0 1 103 1 1 3 322
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 0 0 1 1,995
Long Forward and Zero-Coupon Rates Can Never Fall 0 1 2 214 0 2 9 955
Market Selection 0 0 0 7 0 0 2 92
Market Selection 0 0 0 32 0 1 1 171
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 0 0 2 856
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 0 1 3 417
Notes on the Yield Curve 0 0 1 36 0 0 3 96
Options and Efficiency 0 0 0 0 1 1 3 97
Options and Efficiency 0 0 0 0 0 0 2 111
Portfolio Turnpike Theorems for Constant Policies 0 0 0 0 0 0 1 54
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 6 17 51 1,270
Post-Announcement Drift 0 0 0 2 0 0 1 780
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 0 0 0 0 4
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 22 0 0 0 168
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 0 0 0 497
Return, Risk and Arbitrage 0 0 0 7 1 3 23 3,341
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 1 1 1 492
Spanning, Valuation and Options 0 0 0 104 0 0 0 373
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 0 1 65
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 0 1 89
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 1 3 13 2,937
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 0 2 11 2,140
The Price Impact and Survival of Irrational Traders 0 0 0 214 1 1 3 711
The Price Impact and Survival of Irrational Traders 0 0 0 28 1 1 1 149
The Price Impact and Survival of Irrational Traders 0 0 0 45 0 0 0 159
The Pricing of Options for Jump Processes 0 0 0 5 1 1 14 631
The Pricing of Options for Jump Processes 0 0 0 5 0 0 7 924
The Recovery Theorem 1 2 4 187 1 3 7 406
The True Cost of Social Security 0 0 0 107 0 1 1 303
Total Working Papers 1 3 10 2,110 16 41 187 23,748
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 0 1 3 230
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 1 1 1 130
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 0 1 10 539 2 5 25 963
A Simple Approach to the Valuation of Risky Streams 2 4 20 674 3 7 31 1,219
A Survey of Some New Results in Financial Option Pricing Theory 0 0 3 239 1 1 4 455
A Test of the Efficiency of a Given Portfolio 0 1 13 1,985 1 10 56 4,805
A Theory of the Term Structure of Interest Rates 0 4 18 8,167 5 19 103 19,854
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 0 0 0 13 0 0 1 48
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 0 1 3 98 0 1 4 223
An Analysis of Variable Rate Loan Contracts 0 0 2 199 1 1 5 531
An Empirical Investigation of the Arbitrage Pricing Theory 2 7 23 1,547 3 13 43 2,964
An Intertemporal General Equilibrium Model of Asset Prices 0 1 12 1,875 1 3 24 3,476
Arbitrage and Martingales with Taxation 1 1 1 106 1 2 3 324
Comment on the Modigliani-Miller Propositions 0 0 0 399 0 1 2 1,065
Comments on qualitative results for investment proportions 0 0 0 44 0 0 1 134
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 1 15 2 2 4 151
Debt and Taxes and Uncertainty 0 0 1 82 0 0 2 170
Differential Information and Performance Measurement Using a Security Market Line 0 0 2 284 1 3 11 909
Discussion 0 0 0 2 0 0 0 21
Duration and the Measurement of Basis Risk 0 0 8 608 1 1 12 1,337
Economic Forces and the Stock Market 16 59 205 8,404 41 144 510 19,901
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 0 1 2 132
Forensic Finance: Enron and Others 0 0 0 57 0 0 1 207
Forensic Finance: Enron and Others 0 0 0 22 1 1 4 80
High‐Water Marks and Hedge Fund Management Contracts 0 0 1 204 1 2 9 581
Institutional Markets, Financial Marketing, and Financial Innovation 0 0 8 71 1 1 12 191
International capital movements and long run diversification 0 0 0 29 0 0 0 69
Investments-Theoretical Issues: Discussion 0 0 0 8 0 0 0 48
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 2 239 1 3 12 1,283
Market Power in a Securities Market with Endogenous Information 0 0 0 64 0 0 2 167
Market selection 0 0 1 18 0 0 2 105
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 0 0 253 0 2 4 596
Mutual fund separation in financial theory--The separating distributions 0 2 9 478 0 2 16 973
Notes on the yield curve 0 0 0 11 1 2 6 74
On the Cross-sectional Relation between Expected Returns and Betas 1 1 6 372 1 4 19 905
Option pricing: A simplified approach 10 36 157 4,265 29 83 368 9,090
Options and Efficiency 1 4 6 960 2 10 28 1,970
Portfolio Efficient Sets 0 0 1 127 0 0 1 342
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 0 0 0 219
Portfolio turnpike theorems for constant policies 0 0 0 17 0 0 3 68
Present values and internal rates of return 0 0 1 47 1 1 3 113
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 0 1 1 575
Promotion and Relegation 1 1 5 239 1 1 8 549
Q Group Panel Discussion: Looking to the Future 0 0 0 0 1 1 2 2
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 0 0 1 540
Review of The New Financial Order by Shiller 0 0 1 131 0 0 1 355
Risk and Return in Real Estate 0 0 0 12 3 3 18 1,802
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 0 1 5 126 1 2 7 293
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 0 0 7 415 0 1 12 871
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 0 0 0 32
Spanning, Valuation and Options 0 0 0 0 1 2 2 211
Survival 0 1 4 79 1 4 16 219
Tax Clienteles and Asset Pricing 0 0 2 60 0 0 2 151
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 2 187 0 0 5 523
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 3 5 762 0 5 12 1,714
The Current Status of the Capital Asset Pricing Model (CAPM) 0 1 6 339 0 3 13 776
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 3 24 186 3,588 21 70 451 9,473
The Economic Theory of Agency: The Principal's Problem 2 13 66 4,934 19 63 288 14,866
The Interrelations of Finance and Economics: Theoretical Perspectives 3 3 11 355 6 7 22 755
The Price Impact and Survival of Irrational Traders 1 1 1 74 2 3 6 323
The True Cost of Social Security 0 0 0 4 0 1 2 26
The arbitrage theory of capital asset pricing 8 18 100 6,712 24 65 361 14,943
The relation between forward prices and futures prices 1 7 34 2,001 4 13 70 3,555
The valuation of options for alternative stochastic processes 1 2 21 3,327 5 11 63 5,711
Tobin's q Ratio and Industrial Organization 6 15 89 2,307 11 34 196 5,400
Uncertainty and the Heterogeneous Capital Good Model 0 0 1 25 0 1 3 70
Wage Determination, Inflation, and the Industrial Structure 0 1 1 22 1 2 2 102
Wage Determination, Inflation, and the Industrial Structure: Reply 0 0 0 4 0 0 0 51
Waiting to Invest: Investment and Uncertainty 0 0 2 648 1 2 10 1,566
Yes, the APT Is Testable 0 0 1 235 0 0 1 472
Total Journal Articles 59 213 1,065 59,557 204 622 2,912 142,198
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 2 4 16 123 2 9 36 489
Arbitrage, state prices and portfolio theory 2 5 13 964 4 9 35 2,611
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 1 1 1 33
Learning by Observing and the Distribution of Wages 0 0 0 18 0 0 0 64
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 1 3 31 0 1 4 78
The Arbitrage Theory of Capital Asset Pricing 2 3 26 104 7 15 91 341
The True Cost of Social Security 0 0 0 2 0 1 2 41
Total Chapters 6 13 58 1,247 14 36 169 3,657

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Statistics updated 2025-03-03