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Stephen A. Ross

Yale University - International Center for Finance

Box 208200

New Haven, CT 06520-8200

United States

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Franco Modigliani Professor Of Finance & Economics

100 Main Street

E62-416

Cambridge, MA 02142

United States

  • Massachusetts Institute of Technology (MIT) - Sloan School of Management

    • Email
    • Tel: 203-432-6015
    • Fax: 203-432-8931
SCHOLARLY PAPERS

13

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CITATIONS
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467

Scholarly Papers (13)

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1.

High-Water Marks and Hedge Fund Management Contracts

Downloads 6,037 ( 819)
Citation 117

High-Water Marks and Hedge Fund Management Contracts

Yale ICF Working Paper No. 00-34
Number of pages: 41 Posted: 08 Feb 1998
William N. Goetzmann, Jonathan E. Ingersoll Jr. and Stephen A. Ross
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 6,037 (808)
Citation 117

Abstract:

High-Water Marks and Hedge Fund Management Contracts

Journal of Finance, Vol. 58, pp. 1685-1718, August 2003
Posted: 30 Nov 2003
William N. Goetzmann, Jonathan E. Ingersoll Jr. and Stephen A. Ross
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

2.

The Recovery Theorem

Downloads 3,083 ( 2,665)
Citation 9

The Recovery Theorem

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 11 Jan 2013
Stephen A. Ross
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2,919 (2,893)
Citation 9

Abstract:

asset pricing theory, financial economics

The Recovery Theorem

NBER Working Paper No. w17323
Number of pages: 58 Posted: 29 Aug 2011
Stephen A. Ross
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 164 (152,858)
Citation 9

Abstract:

3.

Rebels, Conformists, Contrarians And Momentum Traders

Downloads 2,128 ( 5,085)
Citation 2

Rebels, Conformists, Contrarians And Momentum Traders

AFA 2003 Washington, DC Meetings; Yale SOM Working Paper No. ICF - 00-07
Number of pages: 45 Posted: 07 Apr 2000
Evan Gatev and Stephen A. Ross
Simon Fraser University and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2,011 (5,453)
Citation 2

Abstract:

Rebels, Conformists, Contrarians and Momentum Traders

NBER Working Paper No. w7835
Number of pages: 51 Posted: 12 Aug 2000
Evan Gatev and Stephen A. Ross
Simon Fraser University and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 117 (201,616)
Citation 2

Abstract:

4.

The Price Impact and Survival of Irrational Traders

Downloads 1,743 ( 7,117)
Citation 64

The Price Impact and Survival of Irrational Traders

MIT Sloan Working Paper No. 4293-03, AFA 2004 San Diego Meetings, 14th Conference on Financial Economics & Acctg. (FEA), 5th Ann. Texas Finance Festival
Number of pages: 42 Posted: 20 Jan 2004
Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington
Downloads 1,677 (7,543)
Citation 64

Abstract:

Irrational Traders, Price Impact, Price Influence, Survival, Irrationality, Long Run Prices

The Price Impact and Survival of Irrational Traders

NBER Working Paper No. w9434
Number of pages: 50 Posted: 10 Jan 2003
Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington
Downloads 66 (292,761)
Citation 64

Abstract:

The Price Impact and Survival of Irrational Traders

Journal of Finance, February 2006
Posted: 12 Sep 2005
Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Abstract:

Irrational Traders, Price Impact, Price Influence, Survival, Irrationality, Long Run Prices

5.

Market Selection

Downloads 879 ( 21,116)
Citation 4

Market Selection

AFA 2009 San Francisco Meetings Paper
Number of pages: 54 Posted: 25 Mar 2008 Last Revised: 16 Nov 2016
Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington
Downloads 748 (26,227)
Citation 4

Abstract:

Financial Markets, Heterogeneous Beliefs, Price Impact, Survival, General Equilibrium

Market Selection

NBER Working Paper No. w15189
Number of pages: 41 Posted: 04 Aug 2009
Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington
Downloads 78 (265,753)
Citation 4

Abstract:

Market Selection

Journal of Economic Theory, Forthcoming
Number of pages: 54 Posted: 15 Nov 2016
Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington
Downloads 53 (327,573)
Citation 4

Abstract:

Financial Markets, Heterogeneous Beliefs, Price Impact, Survival, General Equilibrium

6.

Survival

NYU Working Paper No. FIN-94-021
Number of pages: 35 Posted: 11 Nov 2008
Stephen J. Brown, William N. Goetzmann and Stephen A. Ross
New York University - Stern School of Business, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 514 (38,358)
Citation 99

Abstract:

7.

Post-Announcement Drift

NYU Working Paper No. FIN-96-019
Number of pages: 18 Posted: 07 Nov 2008
Stephen J. Brown and Stephen A. Ross
New York University - Stern School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 303 (74,045)
Citation 2

Abstract:

8.

High Water Marks

NBER Working Paper No. w6413
Number of pages: 37 Posted: 05 Sep 2000
William N. Goetzmann, Jonathan E. Ingersoll Jr. and Stephen A. Ross
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 115 (203,441)
Citation 123

Abstract:

9.

Neoclassical Finance, Alternative Finance and the Closed End Fund Puzzle

European Financial Management, Vol. 8, pp. 129-137, 2002
Number of pages: 9 Posted: 22 May 2002
Stephen A. Ross
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 60 (301,240)
Citation 24
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Abstract:

10.

The True Cost of Social Security

NBER Working Paper No. w14427
Number of pages: 35 Posted: 23 Oct 2008
Alexander W. Blocker, Laurence J. Kotlikoff and Stephen A. Ross
Boston University, Boston University - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 59 (291,656)
Citation 3

Abstract:

11.

Learning by Observing and the Distribution of Wages

NBER Working Paper No. R0395
Number of pages: 28 Posted: 09 Jun 2004
Stephen A. Ross, Paul Taubman and Michael L. Wachter
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Pennsylvania - Department of Economics and University of Pennsylvania Law School - Institute for Law and Economics
Downloads 49 (316,960)
Citation 2

Abstract:

12.

Capital Structure and the Cost of Capital

Journal of Applied Finance (Formerly Financial Practice and Education) Journal of Applied Finance, Vol. 15, No. 1, Spring/Summer 2005
Number of pages: 19 Posted: 04 Aug 2005
Stephen A. Ross
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 45 (137,810)
Citation 8

Abstract:

13.

Long Forward and Zero-Coupon Rates Can Never Fall

Journal of Business, Vol. 59, Issue 1, January 1996
Posted: 22 Aug 1998
Philip H. Dybvig, Jonathan E. Ingersoll Jr. and Stephen A. Ross
Washington University in St. Louis - John M. Olin Business School, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

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