Author Page for Stephen A. Ross

High-Water Marks and Hedge Fund Management Contracts

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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 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

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Citation 119

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 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

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

Abstract:

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

Abstract:

3.

Rebels, Conformists, Contrarians and Momentum Traders

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Citation 2

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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

Abstract:

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

Abstract:

4.

The Price Impact and Survival of Irrational Traders

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Citation 66

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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

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Citation 66

Abstract:

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

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

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Citation 66

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:

5.

Market Selection

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Citation 4

3

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 782 (28,256)

Citation 4

Abstract:

Market Selection

NBER Working Paper No. w15189

Number of pages: 41 Posted: 04 Aug 2009 Last Revised: 05 Jul 2010

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 (295,265)

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 70 (314,565)

Citation 4

Abstract:

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

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 350 (79,670)

Citation 2

Abstract:

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

Abstract:

9.

High Water Marks

NBER Working Paper No. w6413

Number of pages: 37 Posted: 05 Sep 2000 Last Revised: 08 Oct 2010

William N. Goetzmann, Jonathan E. Ingersoll 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 123 (215,832)

Citation 124

Abstract:

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

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 68 (315,890)

Citation 3

Abstract:

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

Add to Cart

Abstract:

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

Abstract:

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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Abstract:

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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Abstract:

15.

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 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

Stephen A. Ross

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

Franco Modigliani Professor Of Finance & Economics

Yale University - International Center for Finance

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Scholarly Papers (15)

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Neoclassical Finance, Alternative Finance and the Closed End Fund Puzzle

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Notes on the Yield Curve

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

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