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Stephen A. Ross · Study
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Author
Stephen A. Ross
78 works
· latest 2013
· 6 institutions
cluster: provisional
ORCID 0000-0003-3552-2856
Works
60 shown
The Arbitrage Theory of Capital Asset Pricing
World Scientific handbook in financial economic series
·
2013
·
1 author
·
chapter
96
citations
The Recovery Theorem
The Journal of Finance
·
2011
·
1 author
·
Open access
354
citations
Corporate finance : core principles & applications
·
2011
·
1 author
38
citations
Modern Financial Management
·
2007
·
4 authors
192
citations
Core principles & applications of corporate finance
McGraw-Hill/Irwin eBooks
·
2007
·
4 authors
·
book
22
citations
The Price Impact and Survival of Irrational Traders
The Journal of Finance
·
2006
·
4 authors
349
citations
Neoclassical Finance
Princeton University Press eBooks
·
2005
·
1 author
·
book
109
citations
Capital Structure and the Cost of Capital
SSRN Electronic Journal
·
2005
·
1 author
·
preprint
·
Open access
42
citations
A THEORY OF THE TERM STRUCTURE OF INTEREST RATES
WORLD SCIENTIFIC eBooks
·
2005
·
3 authors
·
chapter
·
Open access
153
citations
Corporate Finance Fundamentals
·
2005
·
3 authors
78
citations
Compensation, Incentives, and the Duality of Risk Aversion and Riskiness
The Journal of Finance
·
2004
·
1 author
654
citations
The Price Impact and Survival of Irrational Traders
SSRN Electronic Journal
·
2004
·
4 authors
·
preprint
·
Open access
60
citations
High‐Water Marks and Hedge Fund Management Contracts
The Journal of Finance
·
2003
·
3 authors
·
Open access
595
citations
Arbitrage, state prices and portfolio theory
RePEc: Research Papers in Economics
·
2003
·
2 authors
·
preprint
32
citations
Neoclassical Finance, Alternative Finance and the Closed End Fund Puzzle
European Financial Management
·
2002
·
1 author
·
Open access
132
citations
Solutions manual for use with corporate finance
McGraw-Hill eBooks
·
2002
·
3 authors
·
book
35
citations
Principles of Financial Economics
Cambridge University Press eBooks
·
2000
·
3 authors
·
book
·
Open access
166
citations
Risk
Cambridge University Press eBooks
·
2000
·
1 author
·
chapter
1
citations
Risk Aversion
Cambridge University Press eBooks
·
2000
·
3 authors
·
chapter
0
citations
Princípios de administração financeira
Atlas eBooks
·
2000
·
2 authors
·
chapter
264
citations
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited
Journal of Financial and Quantitative Analysis
·
1999
·
1 author
88
citations
High Water Marks
National Bureau of Economic Research
·
1998
·
3 authors
·
report
·
Open access
37
citations
Corporate Finance Europe
·
1998
·
4 authors
23
citations
Long Forward and Zero-Coupon Rates Can Never Fall
The Journal of Business
·
1996
·
3 authors
·
Open access
208
citations
Essentials of Corporate Finance
·
1996
·
3 authors
163
citations
Survival
The Journal of Finance
·
1995
·
3 authors
293
citations
Survival
The Journal of Finance
·
1995
·
3 authors
74
citations
Uses, Abuses, and Alternatives to the Net-Present-Value Rule
Financial Management
·
1995
·
1 author
239
citations
The Arbitrage Pricing Theory Approach to Strategic Portfolio Planning
Financial Analysts Journal
·
1995
·
2 authors
149
citations
On the Cross-Sectional Relation between Expected Returns and Betas
The Journal of Finance
·
1994
·
2 authors
·
Open access
408
citations
Survivorship Bias in Performance Studies
Review of Financial Studies
·
1992
·
4 authors
1,118
citations
Waiting to Invest: Investment and Uncertainty
The Journal of Business
·
1992
·
2 authors
516
citations
Continuous-Time Finance.
The Journal of Finance
·
1991
·
2 authors
1,788
citations
Spanning, valuation and options
Economic Theory
·
1991
·
2 authors
54
citations
A Test of the Efficiency of a Given Portfolio
Econometrica
·
1989
·
3 authors
2,369
citations
Institutional Markets, Financial Marketing, and Financial Innovation
The Journal of Finance
·
1989
·
1 author
276
citations
Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy
The Journal of Finance
·
1989
·
1 author
1,047
citations
Comment on the Modigliani-Miller Propositions
The Journal of Economic Perspectives
·
1988
·
1 author
69
citations
Arbitrage and Martingales with Taxation
Journal of Political Economy
·
1987
·
1 author
104
citations
On Timing and Selectivity
The Journal of Finance
·
1986
·
4 authors
273
citations
Tax Clienteles and Asset Pricing
The Journal of Finance
·
1986
·
2 authors
103
citations
Tax Clienteless and Asset Pricing
The Journal of Finance
·
1986
·
2 authors
31
citations
Economic Forces and the Stock Market
The Journal of Business
·
1986
·
3 authors
5,258
citations
Market Power in a Securities Market with Endogenous Information
The Quarterly Journal of Economics
·
1985
·
2 authors
54
citations
Yes, The APT Is Testable
The Journal of Finance
·
1985
·
2 authors
125
citations
Debt and Taxes and Uncertainty
The Journal of Finance
·
1985
·
1 author
126
citations
Differential Information and Performance Measurement Using a Security Market Line
The Journal of Finance
·
1985
·
2 authors
352
citations
The Analytics of Performance Measurement Using a Security Market Line
The Journal of Finance
·
1985
·
2 authors
128
citations
A Theory of the Term Structure of Interest Rates
Econometrica
·
1985
·
3 authors
8,333
citations
An Intertemporal General Equilibrium Model of Asset Prices
Econometrica
·
1985
·
3 authors
2,052
citations
Measuring Investment Performance in a Rational Expectations Equilibrium Model
The Journal of Business
·
1985
·
2 authors
222
citations
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply
The Journal of Finance
·
1984
·
2 authors
86
citations
The Arbitrage Pricing Theory Approach to Strategic Portfolio Planning
Financial Analysts Journal
·
1984
·
2 authors
120
citations
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions
Econometrica
·
1983
·
2 authors
70
citations
Portfolio Efficient Sets
Econometrica
·
1982
·
2 authors
75
citations
The Determination of Fair Profits for the Property‐Liability Insurance Firm
The Journal of Finance
·
1982
·
2 authors
100
citations
The relation between forward prices and futures prices
Journal of Financial Economics
·
1981
·
3 authors
740
citations
A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates
The Journal of Finance
·
1981
·
3 authors
588
citations
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
Econometrica
·
1981
·
1 author
450
citations
Tobin's $q$ Ratio and Industrial Organization
The Journal of Business
·
1981
·
2 authors
1,382
citations