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 5 12 754
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 0 0 18 386
High Water Marks 0 0 0 158 0 0 9 890
High Water Marks 0 0 0 205 1 2 7 988
High-Water Marks and Hedge Fund Management Contracts 0 0 0 486 0 0 6 1,985
High-Water Marks and Hedge Fund Management Contracts 1 1 1 101 3 7 20 305
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 2 198 1 1 12 921
Market Selection 0 0 2 31 2 3 9 158
Market Selection 0 0 3 5 4 5 14 74
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 0 0 9 846
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 2 2 11 402
Notes on the Yield Curve 0 1 3 31 0 3 18 72
Options and Efficiency 0 0 0 0 1 2 4 90
Options and Efficiency 0 0 0 0 3 4 13 78
Portfolio Turnpike Theorems for Constant Policies 0 0 0 0 0 3 8 50
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 24 82 1,068
Post-Announcement Drift 0 0 0 2 1 6 8 761
Progressive Taxation and the Inequality of After-Tax Income 0 0 0 2 0 0 2 8
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 21 0 0 7 162
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 97 0 0 7 489
Return, Risk and Arbitrage 0 0 0 7 16 35 122 3,107
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 0 1 10 483
Spanning, Valuation and Options 0 0 0 104 0 0 0 367
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 86
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 4 20 74 2,061
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 7 22 92 2,845
The Price Impact and Survival of Irrational Traders 0 0 0 28 1 1 7 137
The Price Impact and Survival of Irrational Traders 0 0 0 214 1 2 7 701
The Price Impact and Survival of Irrational Traders 0 0 0 43 1 1 6 151
The Pricing of Options for Jump Processes 0 0 0 5 3 9 16 882
The Pricing of Options for Jump Processes 0 0 0 5 5 13 30 554
The Recovery Theorem 0 0 3 179 1 6 19 382
The True Cost of Social Security 0 0 2 106 0 3 9 295
Total Working Papers 1 2 16 2,060 63 180 668 22,602


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 3 25
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply 0 0 1 80 0 1 6 209
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 33 0 0 4 125
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 0 1 6 489 1 4 22 862
A Simple Approach to the Valuation of Risky Streams 4 7 22 612 9 19 60 1,094
A Survey of Some New Results in Financial Option Pricing Theory 0 1 5 222 0 2 12 414
A Test of the Efficiency of a Given Portfolio 3 16 95 1,708 21 79 298 3,999
A Theory of the Term Structure of Interest Rates 4 9 27 8,066 12 37 164 19,311
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 0 1 1 11 0 1 6 39
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 0 1 3 88 0 4 24 197
An Analysis of Variable Rate Loan Contracts 0 2 3 173 0 2 9 481
An Empirical Investigation of the Arbitrage Pricing Theory 5 14 30 1,456 14 36 78 2,766
An Intertemporal General Equilibrium Model of Asset Prices 1 2 6 1,834 4 11 31 3,375
Arbitrage and Martingales with Taxation 0 0 0 101 0 1 3 308
Comment on the Modigliani-Miller Propositions 0 0 1 398 1 1 5 1,051
Comments on qualitative results for investment proportions 0 0 0 42 1 1 5 130
Comments: Capital Asset Pricing in a General Equilibrium Framework 0 0 0 7 0 0 2 23
Corrigendum [Measuring Investment Performance in a Rational Expectations Equilibrium Model] 0 0 0 14 0 0 5 145
Debt and Taxes and Uncertainty 1 1 1 76 1 2 6 156
Differential Information and Performance Measurement Using a Security Market Line 0 0 4 258 2 13 24 851
Discussion 0 0 0 2 0 0 3 19
Duration and the Measurement of Basis Risk 0 2 6 585 1 4 11 1,292
Economic Forces and the Stock Market 22 43 206 7,359 66 149 596 17,459
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 0 1 4 117
Forensic Finance: Enron and Others 1 1 2 51 2 4 14 186
Forensic Finance: Enron and Others 0 0 1 14 1 1 5 49
High‐Water Marks and Hedge Fund Management Contracts 0 0 0 200 0 2 13 555
Institutional Markets, Financial Marketing, and Financial Innovation 0 0 8 33 2 5 29 96
International capital movements and long run diversification 0 0 0 29 0 0 2 66
Investments-Theoretical Issues: Discussion 0 0 0 7 0 0 2 42
Long Forward and Zero-Coupon Rates Can Never Fall 1 2 5 225 2 4 36 1,230
Market Power in a Securities Market with Endogenous Information 0 0 0 57 0 3 7 145
Market selection 2 2 4 12 6 11 18 83
Measuring Investment Performance in a Rational Expectations Equilibrium Model 2 3 11 238 2 5 29 539
Mutual fund separation in financial theory--The separating distributions 2 3 7 449 3 5 20 901
Notes on the yield curve 0 1 4 4 1 5 39 39
On the Cross-sectional Relation between Expected Returns and Betas 1 3 8 343 6 13 33 819
Option pricing: A simplified approach 15 40 123 3,576 29 101 354 7,501
Options and Efficiency 0 6 12 914 3 15 41 1,855
Portfolio Efficient Sets 0 0 1 121 0 4 6 329
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 1 54 0 4 5 209
Portfolio turnpike theorems for constant policies 0 0 0 16 0 0 5 60
Present values and internal rates of return 0 0 0 44 0 0 1 105
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 103 0 1 1 570
Promotion and Relegation 2 3 8 209 2 4 20 491
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 87 1 2 7 524
Review of The New Financial Order by Shiller 0 0 0 130 0 2 5 349
Risk and Return in Real Estate 0 0 0 12 2 8 14 1,726
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 0 1 1 88 0 3 9 224
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 2 6 12 373 4 17 39 786
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 0 0 0 30
Spanning, Valuation and Options 0 0 0 0 0 0 0 205
Survival 0 0 3 67 0 1 11 159
Tax Clienteles and Asset Pricing 0 0 1 54 1 1 6 140
Teoria da estrutura a termo das taxas de juros 0 0 0 1 0 0 1 5
The Analytics of Performance Measurement Using a Security Market Line 0 4 21 166 0 10 49 475
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 2 10 711 3 15 34 1,608
The Current Status of the Capital Asset Pricing Model (CAPM) 2 4 9 305 3 12 37 685
The Determination of Fair Profits for the Property-Liability Insurance Firm 0 0 1 30 1 2 5 87
The Determination of Financial Structure: The Incentive-Signalling Approach 27 87 260 2,597 77 241 871 6,979
The Economic Theory of Agency: The Principal's Problem 11 39 151 4,558 47 160 574 13,274
The Interrelations of Finance and Economics: Theoretical Perspectives 1 5 13 305 2 9 30 661
The Price Impact and Survival of Irrational Traders 0 0 1 66 1 2 20 287
The True Cost of Social Security 0 1 3 3 0 1 12 15
The arbitrage theory of capital asset pricing 24 65 236 6,233 65 184 726 13,213
The relation between forward prices and futures prices 2 4 14 1,867 3 12 40 3,299
The valuation of options for alternative stochastic processes 1 8 40 3,154 6 39 143 5,311
Tobin's q Ratio and Industrial Organization 7 22 88 1,933 18 51 208 4,558
Uncertainty and the Heterogeneous Capital Good Model 0 0 0 21 0 1 3 61
Wage Determination, Inflation, and the Industrial Structure 0 0 1 18 0 0 5 93
Wage Determination, Inflation, and the Industrial Structure: Reply 0 0 0 4 0 0 3 47
Waiting to Invest: Investment and Uncertainty 5 7 22 610 11 22 58 1,439
Yes, the APT Is Testable 0 0 1 220 2 7 22 435
Total Journal Articles 148 419 1,500 53,961 439 1,358 4,993 126,993


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 3 22 55 15 33 101 236
Arbitrage, state prices and portfolio theory 2 5 14 903 6 15 38 2,433
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 4 0 0 0 30
Learning by Observing and the Distribution of Wages 0 0 0 17 0 0 1 56
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 0 2 23 2 3 14 57
The True Cost of Social Security 0 0 1 1 1 1 10 26
Total Chapters 4 8 39 1,003 24 52 164 2,838


Statistics updated 2021-01-03