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 2 4 7 820
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 0 0 1 404
High Water Marks 1 1 2 208 2 3 4 1,009
High Water Marks 0 0 0 161 0 1 2 901
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 0 0 1 1,996
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 0 3 6 327
High-Water Marks and Hedge Fund Management Contracts 0 0 0 4 0 0 2 14
Long Forward and Zero-Coupon Rates Can Never Fall 0 1 2 215 0 1 6 956
Market Selection 0 0 0 32 1 1 3 173
Market Selection 0 0 0 7 0 0 3 95
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 0 0 4 418
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 0 1 2 858
Notes on the Yield Curve 0 0 0 36 0 0 4 99
Options and Efficiency 0 0 0 0 1 2 2 113
Options and Efficiency 0 0 0 0 0 1 3 98
Portfolio Turnpike Theorems for Constant Policies 0 0 0 0 0 0 3 56
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 0 4 44 1,290
Post-Announcement Drift 0 0 0 2 0 0 1 781
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 0 0 1 5
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 22 0 0 2 170
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 0 0 0 497
Return, Risk and Arbitrage 0 0 0 7 0 3 12 3,347
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 0 1 3 494
Spanning, Valuation and Options 0 0 0 104 0 1 2 375
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 0 1 90
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 0 1 66
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 1 6 15 2,152
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 2 5 16 2,949
The Price Impact and Survival of Irrational Traders 0 0 0 28 0 1 3 151
The Price Impact and Survival of Irrational Traders 0 0 0 214 0 1 4 714
The Price Impact and Survival of Irrational Traders 0 0 0 45 0 0 1 160
The Pricing of Options for Jump Processes 0 0 0 5 1 4 13 642
The Pricing of Options for Jump Processes 0 0 0 5 1 2 5 929
The Recovery Theorem 0 0 3 187 1 1 7 408
The True Cost of Social Security 0 1 1 108 0 1 3 305
Total Working Papers 1 3 8 2,112 12 47 187 23,862
2 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 1 1 6 234
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 0 1 3 132
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 0 2 11 547 3 6 25 978
A Simple Approach to the Valuation of Risky Streams 1 2 14 679 1 4 27 1,233
A Survey of Some New Results in Financial Option Pricing Theory 1 2 4 242 1 2 6 459
A Test of the Efficiency of a Given Portfolio 1 4 9 1,991 1 7 35 4,821
A Theory of the Term Structure of Interest Rates 0 1 13 8,173 2 8 59 19,881
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 0 0 3 225
An Analysis of Variable Rate Loan Contracts 0 0 1 199 0 1 4 533
An Empirical Investigation of the Arbitrage Pricing Theory 1 5 13 1,552 4 11 34 2,981
An Intertemporal General Equilibrium Model of Asset Prices 0 1 10 1,882 0 3 24 3,494
Arbitrage and Martingales with Taxation 0 0 1 106 3 4 8 330
Comment on the Modigliani-Miller Propositions 0 0 0 399 0 1 5 1,069
Comments on qualitative results for investment proportions 0 0 0 44 0 1 2 136
Comments: Capital Asset Pricing in a General Equilibrium Framework 0 0 0 8 0 0 1 26
Corrigendum [Measuring Investment Performance in a Rational Expectations Equilibrium Model] 0 0 0 15 0 0 3 152
Debt and Taxes and Uncertainty 0 0 0 82 0 0 1 171
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 285 0 2 9 915
Discussion 0 0 0 2 0 0 1 22
Duration and the Measurement of Basis Risk 0 0 2 609 0 1 5 1,340
Economic Forces and the Stock Market 17 44 212 8,522 35 91 535 20,205
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 0 1 4 135
Forensic Finance: Enron and Others 0 0 0 57 0 2 6 213
Forensic Finance: Enron and Others 1 1 1 23 1 2 5 84
High‐Water Marks and Hedge Fund Management Contracts 0 0 1 205 1 1 7 586
Institutional Markets, Financial Marketing, and Financial Innovation 0 1 3 74 0 2 5 195
International capital movements and long run diversification 0 0 0 29 0 0 2 71
Investments-Theoretical Issues: Discussion 0 0 0 8 0 0 1 49
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 2 240 0 2 8 1,287
Market Power in a Securities Market with Endogenous Information 0 0 0 64 0 2 7 174
Market selection 0 0 0 18 0 2 2 107
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 0 0 253 0 0 3 597
Mutual fund separation in financial theory--The separating distributions 0 0 3 479 0 0 6 974
Notes on the yield curve 0 0 0 11 1 2 6 78
On the Cross-sectional Relation between Expected Returns and Betas 0 0 1 372 0 1 8 907
Option pricing: A simplified approach 10 39 134 4,345 15 78 288 9,249
Options and Efficiency 2 4 12 968 4 9 28 1,985
Portfolio Efficient Sets 0 0 1 128 0 0 2 344
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 0 2 3 222
Portfolio turnpike theorems for constant policies 0 0 0 17 0 2 3 70
Present values and internal rates of return 0 0 1 47 0 1 5 116
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 0 0 4 578
Promotion and Relegation 0 0 1 239 0 1 5 553
Q Group Panel Discussion: Looking to the Future 0 0 0 0 0 0 3 3
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 0 1 4 543
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 1 3 14 1,812
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 0 0 5 127 0 1 11 298
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 1 1 3 416 2 3 10 876
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 0 1 2 34
Spanning, Valuation and Options 0 0 0 0 0 0 2 211
Survival 0 0 1 79 1 6 15 228
Tax Clienteles and Asset Pricing 0 0 3 63 0 0 4 155
Teoria da estrutura a termo das taxas de juros 0 0 0 2 0 0 2 9
The Analytics of Performance Measurement Using a Security Market Line 0 0 1 187 0 0 1 523
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 4 762 0 2 13 1,720
The Current Status of the Capital Asset Pricing Model (CAPM) 0 0 6 344 0 2 15 788
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 16 32 134 3,655 33 80 343 9,650
The Economic Theory of Agency: The Principal's Problem 12 26 80 4,990 36 104 349 15,101
The Interrelations of Finance and Economics: Theoretical Perspectives 0 2 6 358 2 6 19 765
The Price Impact and Survival of Irrational Traders 1 1 2 75 1 1 5 325
The True Cost of Social Security 0 0 0 4 0 0 5 29
The arbitrage theory of capital asset pricing 9 23 85 6,760 37 82 322 15,136
The relation between forward prices and futures prices 0 1 22 2,008 0 7 49 3,574
The valuation of options for alternative stochastic processes 2 10 22 3,346 5 20 54 5,747
Tobin's q Ratio and Industrial Organization 4 13 80 2,354 13 39 164 5,495
Uncertainty and the Heterogeneous Capital Good Model 0 0 0 25 0 1 2 71
Wage Determination, Inflation, and the Industrial Structure 0 0 1 22 0 2 4 104
Wage Determination, Inflation, and the Industrial Structure: Reply 0 0 0 4 0 1 2 53
Waiting to Invest: Investment and Uncertainty 0 0 2 650 1 2 10 1,573
Yes, the APT Is Testable 1 1 2 237 1 1 2 474
Total Journal Articles 80 216 913 60,076 206 619 2,632 143,730
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 0 0 9 126 2 8 28 505
Arbitrage, state prices and portfolio theory 0 0 12 968 0 3 25 2,622
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 0 1 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 3 32 0 1 4 80
The Arbitrage Theory of Capital Asset Pricing 0 1 19 111 10 18 76 379
The True Cost of Social Security 0 0 0 2 0 0 2 42
Total Chapters 0 1 43 1,262 12 31 140 3,729

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 2025-10-06