Stephen A. Ross

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

Yale University - International Center for Finance

Box 208200

New Haven, CT 06520-8200

United States

SCHOLARLY PAPERS

15

DOWNLOADS
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SSRN RANKINGS

Top 1,887

in Total Papers Downloads

15,849

CITATIONS
Rank 1,163

SSRN RANKINGS

Top 1,163

in Total Papers Citations

470

Scholarly Papers (15)

High-Water Marks and Hedge Fund Management Contracts

Yale ICF Working Paper No. 00-34
Number of pages: 41 Posted: 08 Feb 1998
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 6,144 (962)
Citation 119

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High-Water Marks and Hedge Fund Management Contracts

Journal of Finance, Vol. 58, pp. 1685-1718, August 2003
Posted: 30 Nov 2003
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

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2.
Downloads 3,347 ( 2,776)
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 3,175 (2,992)
Citation 9

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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 172 (164,072)
Citation 9

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3.
Downloads 2,141 ( 5,928)
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 2,019 (6,384)
Citation 2

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Rebels, Conformists, Contrarians and Momentum Traders

NBER Working Paper No. w7835
Number of pages: 51 Posted: 12 Aug 2000 Last Revised: 02 Apr 2001
Evan Gatev and Stephen A. Ross
Simon Fraser University and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 122 (218,023)
Citation 2

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4.
Downloads 1,759 ( 8,203)
Citation 66

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
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 1,691 (8,666)
Citation 66

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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 Last Revised: 20 Aug 2009
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 68 (319,629)
Citation 66

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The Price Impact and Survival of Irrational Traders

Journal of Finance, February 2006
Posted: 12 Sep 2005
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

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

5.
Downloads 930 ( 22,416)
Citation 4

Market Selection

AFA 2009 San Francisco Meetings Paper
Number of pages: 54 Posted: 25 Mar 2008 Last Revised: 16 Nov 2016
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 782 (28,256)
Citation 4

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

Market Selection

NBER Working Paper No. w15189
Number of pages: 41 Posted: 04 Aug 2009 Last Revised: 05 Jul 2010
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 (295,265)
Citation 4

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Market Selection

Journal of Economic Theory, Forthcoming
Number of pages: 54 Posted: 15 Nov 2016
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 70 (314,565)
Citation 4

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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 628 (38,665)
Citation 98

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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 350 (79,670)
Citation 2

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8.

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 243 (118,370)
Citation 8

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9.

High Water Marks

NBER Working Paper No. w6413
Number of pages: 37 Posted: 05 Sep 2000 Last Revised: 08 Oct 2010
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 123 (215,832)
Citation 124

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10.

The True Cost of Social Security

NBER Working Paper No. w14427
Number of pages: 35 Posted: 23 Oct 2008 Last Revised: 29 Oct 2008
Boston University, Boston University - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 68 (315,890)
Citation 3

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11.

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 61 (334,209)
Citation 24
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12.

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 55 (351,338)
Citation 2

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13.

Notes on the Yield Curve

CEPR Discussion Paper No. DP13176
Number of pages: 43 Posted: 17 Sep 2018
Ian Martin and Stephen A. Ross
London School of Economics & Political Science (LSE) - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Cheeger inequality, eigenvalue gap, recovery theorem, term structure, traps, Yield Curve

14.

Uncertainty Quantification in Life Cycle Assessments: Interindividual Variability and Sensitivity Analysis in LCA of Air‐Conditioning Systems

Journal of Industrial Ecology, Vol. 21, Issue 5, pp. 1103-1114, 2017
Number of pages: 12 Posted: 24 Oct 2017
Stephen A. Ross and Lynette Cheah
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Institute of Chemical and Engineering Sciences
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eco‐design, global warming potential, industrial ecology, Monte Carlo simulation, use‐phase, user behavior

15.

Long Forward and Zero-Coupon Rates Can Never Fall

Journal of Business, Vol. 59, Issue 1, January 1996
Posted: 22 Aug 1998
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

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