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 21 838
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 0 2 6 410
High Water Marks 0 0 0 161 0 1 15 916
High Water Marks 0 0 2 209 0 0 19 1,026
High-Water Marks and Hedge Fund Management Contracts 0 0 0 4 0 1 13 27
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 0 1 11 336
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 0 1 13 2,009
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 0 215 0 2 11 967
Market Selection 0 0 0 32 0 1 11 183
Market Selection 0 0 0 7 1 1 10 105
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 0 1 7 864
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 0 0 12 430
Notes on the Yield Curve 0 0 0 36 0 1 9 108
Options and Efficiency 0 0 0 0 1 6 31 143
Options and Efficiency 0 0 0 0 0 1 15 112
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 4 6 25 1,313
Post-Announcement Drift 0 0 0 2 0 1 6 787
Progressive Taxation and the Inequality of After-Tax Income 0 0 0 2 0 1 4 14
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 22 0 0 10 180
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 0 1 16 21
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 0 1 9 506
Return, Risk and Arbitrage 0 0 0 7 0 3 23 3,369
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 0 0 6 500
Spanning, Valuation and Options 0 0 0 104 0 1 14 388
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 1 4 70
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 1 5 95
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 1 5 31 2,181
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 0 6 26 2,972
The Price Impact and Survival of Irrational Traders 0 0 0 214 0 1 12 725
The Price Impact and Survival of Irrational Traders 0 0 0 45 0 0 25 185
The Price Impact and Survival of Irrational Traders 0 0 0 28 0 1 17 167
The Pricing of Options for Jump Processes 0 0 0 5 0 1 10 938
The Pricing of Options for Jump Processes 0 0 0 5 0 3 16 656
The Recovery Theorem 0 0 1 188 0 0 15 422
The True Cost of Social Security 0 0 1 108 0 0 16 320
Total Working Papers 0 0 4 2,116 7 54 502 24,347
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 3 6 32
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply 0 0 0 87 1 2 10 243
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 0 1 7 139
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 2 2 6 552 4 4 32 1,006
A Simple Approach to the Valuation of Risky Streams 2 4 13 691 2 9 32 1,262
A Survey of Some New Results in Financial Option Pricing Theory 0 0 3 244 1 1 13 471
A Test of the Efficiency of a Given Portfolio 2 2 11 2,001 6 17 75 4,894
A Theory of the Term Structure of Interest Rates 3 8 19 8,191 7 29 109 19,984
A theory of the term structure of interest rates 0 0 0 2 0 0 6 15
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 0 1 1 14 0 2 5 54
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 1 1 1 100 2 4 20 245
An Analysis of Variable Rate Loan Contracts 0 0 0 199 0 1 14 546
An Empirical Investigation of the Arbitrage Pricing Theory 2 5 21 1,568 2 8 48 3,020
An Intertemporal General Equilibrium Model of Asset Prices 0 0 5 1,886 2 3 30 3,522
Arbitrage and Martingales with Taxation 1 2 2 108 1 4 13 340
Comment on the Modigliani-Miller Propositions 0 0 0 399 0 1 9 1,078
Comments on qualitative results for investment proportions 0 0 0 44 0 1 4 140
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 0 5 157
Debt and Taxes and Uncertainty 0 0 0 82 0 2 8 179
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 286 0 2 7 921
Discussion 0 0 0 2 0 0 6 28
Duration and the Measurement of Basis Risk 0 0 0 609 0 2 9 1,348
Economic Forces and the Stock Market 6 26 152 8,642 14 90 449 20,590
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 1 3 13 147
Forensic Finance: Enron and Others 0 0 0 57 0 1 13 225
Forensic Finance: Enron and Others 0 0 1 23 0 0 12 94
High‐Water Marks and Hedge Fund Management Contracts 0 0 0 205 0 0 24 609
Institutional Markets, Financial Marketing, and Financial Innovation 0 1 8 81 1 3 21 215
International capital movements and long run diversification 0 0 0 29 0 0 4 75
Investments-Theoretical Issues: Discussion 0 0 0 8 0 0 3 52
Long Forward and Zero-Coupon Rates Can Never Fall 1 1 6 246 2 4 23 1,309
Market Power in a Securities Market with Endogenous Information 0 0 1 65 1 2 10 184
Market selection 0 0 0 18 1 3 14 121
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 0 0 253 0 0 8 605
Mutual fund separation in financial theory--The separating distributions 0 0 1 480 1 1 10 984
Notes on the yield curve 0 0 0 11 0 0 13 89
On the Cross-sectional Relation between Expected Returns and Betas 0 0 0 372 0 0 13 919
Option pricing: A simplified approach 13 29 130 4,454 36 95 333 9,542
Options and Efficiency 2 3 15 980 5 8 42 2,020
Portfolio Efficient Sets 0 0 1 129 0 1 10 354
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 0 1 8 229
Portfolio turnpike theorems for constant policies 0 0 0 17 0 0 6 75
Present values and internal rates of return 0 0 0 47 2 2 10 126
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 0 1 7 585
Promotion and Relegation 0 1 2 241 0 1 13 565
Q Group Panel Discussion: Looking to the Future 0 0 1 1 0 0 9 12
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 0 1 8 551
Review of The New Financial Order by Shiller 0 0 0 131 1 2 7 363
Risk and Return in Real Estate 0 0 0 12 0 4 20 1,830
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 0 0 1 128 0 0 11 309
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 1 1 5 420 1 2 17 890
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 0 0 11 45
Spanning, Valuation and Options 0 0 0 0 1 1 19 230
Survival 1 1 3 82 5 6 20 245
Tax Clienteles and Asset Pricing 0 0 0 63 1 1 10 165
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 0 0 13 536
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 1 763 0 1 19 1,737
The Current Status of the Capital Asset Pricing Model (CAPM) 0 0 0 344 1 1 12 799
The Determination of Fair Profits for the Property-Liability Insurance Firm 0 0 0 32 1 3 7 98
The Determination of Financial Structure: The Incentive-Signalling Approach 17 90 344 3,977 51 224 857 10,448
The Economic Theory of Agency: The Principal's Problem 12 35 121 5,095 41 125 424 15,464
The Interrelations of Finance and Economics: Theoretical Perspectives 0 1 3 360 0 1 12 773
The Price Impact and Survival of Irrational Traders 0 0 1 75 0 0 13 337
The True Cost of Social Security 0 0 1 5 0 0 6 35
The arbitrage theory of capital asset pricing 2 15 89 6,835 22 114 469 15,546
The relation between forward prices and futures prices 0 1 9 2,016 0 5 30 3,601
The valuation of options for alternative stochastic processes 2 10 40 3,381 4 19 107 5,841
Tobin's q Ratio and Industrial Organization 1 14 77 2,422 6 29 173 5,643
Uncertainty and the Heterogeneous Capital Good Model 0 0 0 25 0 0 6 77
Wage Determination, Inflation, and the Industrial Structure 0 0 0 22 0 1 7 110
Wage Determination, Inflation, and the Industrial Structure: Reply 0 1 1 5 1 3 6 59
Waiting to Invest: Investment and Uncertainty 1 2 5 655 1 3 19 1,590
Yes, the APT Is Testable 0 0 2 238 1 1 11 484
Total Journal Articles 72 257 1,104 61,040 230 859 3,852 147,184
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 12 138 5 11 71 569
Arbitrage, state prices and portfolio theory 0 1 4 972 0 5 25 2,645
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 0 1 7 41
Learning by Observing and the Distribution of Wages 0 0 0 18 0 0 8 74
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 0 0 32 0 2 15 94
Positive Linear Functionals 0 0 0 0 0 1 3 3
The Arbitrage Theory of Capital Asset Pricing 0 3 11 122 4 15 75 438
The Black—Scholes Formula 0 0 0 0 0 0 2 2
The Cox—Ross—Rubinstein Model 0 0 0 0 0 0 3 3
The Fundamental Theorems of Asset Pricing 0 0 0 0 0 0 5 5
The True Cost of Social Security 0 0 1 3 0 1 22 64
Total Chapters 2 8 28 1,290 9 36 236 3,938

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Statistics updated 2026-08-07