Stephen A. Ross
38 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0003-3552-2856
MIT Sloan, Cambridge, MA, United States
Publications
- Notes on the yield curve — Journal of Financial Economics 2019
- The Recovery Theorem — The Journal of Finance 2015
- The Price Impact and Survival of Irrational Traders — The Journal of Finance 2006
- Compensation, Incentives, and the Duality of Risk Aversion and Riskiness — The Journal of Finance 2004
- High-Water Marks and Hedge Fund Management Contracts — The Journal of Finance 2003
- Discussion — The Journal of Finance 2001
- Adding Risks: Samuelson's Fallacy of Large Numbers Revisited — Journal of Financial and Quantitative Analysis 1999
- Survival — The Journal of Finance 1995
- On the Cross-sectional Relation between Expected Returns and Betas — The Journal of Finance 1994
- Survivorship Bias in Performance Studies — The Review of Financial Studies 1992
- Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy — The Journal of Finance 1989
- Institutional Markets, Financial Marketing, and Financial Innovation — The Journal of Finance 1989
- Arbitrage and Martingales with Taxation — Journal of Political Economy 1987
- Tax Clienteles and Asset Pricing — The Journal of Finance 1986
- On Timing and Selectivity — The Journal of Finance 1986
- Market Power in a Securities Market with Endogenous Information — The Quarterly Journal of Economics 1985
- Yes, The APT Is Testable — The Journal of Finance 1985
- Differential Information and Performance Measurement Using a Security Market Line — The Journal of Finance 1985
- The Analytics of Performance Measurement Using a Security Market Line — The Journal of Finance 1985
- Debt and Taxes and Uncertainty — The Journal of Finance 1985
- A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply — The Journal of Finance 1984
- The Determination of Fair Profits for the Property-Liability Insurance Firm — The Journal of Finance 1982
- A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates — The Journal of Finance 1981
- The relation between forward prices and futures prices — Journal of Financial Economics 1981
- An Empirical Investigation of the Arbitrage Pricing Theory — The Journal of Finance 1980
- An Analysis of Variable Rate Loan Contracts — The Journal of Finance 1980
- Option pricing: A simplified approach — Journal of Financial Economics 1979 (name-matched, not ORCID-linked)
- THE CURRENT STATUS OF THE CAPITAL ASSET PRICING MODEL (CAPM) — The Journal of Finance 1978
- SOME NOTES ON FINANCIAL INCENTIVE-SIGNALLING MODELS, ACTIVITY CHOICE AND RISK PREFERENCES — The Journal of Finance 1978
- Comments: Capital Asset Pricing in a General Equilibrium Framework — Journal of Financial and Quantitative Analysis 1978
- THE CAPITAL ASSET PRICING MODEL (CAPM), SHORT-SALE RESTRICTIONS AND RELATED ISSUES — The Journal of Finance 1977
- DISCUSSION — The Journal of Finance 1977
- A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY — The Journal of Finance 1976
- Options and Efficiency — The Quarterly Journal of Economics 1976
- The valuation of options for alternative stochastic processes — Journal of Financial Economics 1976
- Pricing and Timing Decisions in Oligopoly Industries — The Quarterly Journal of Economics 1975
- Uncertainty and the Heterogeneous Capital Good Model — The Review of Economic Studies 1975
- Portfolio turnpike theorems for constant policies — Journal of Financial Economics 1974