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

13

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Top 2,735

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303

CROSSREF CITATIONS

362

Scholarly Papers (13)

High-Water Marks and Hedge Fund Management Contracts

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 6,476 (2,201)
Citation 61

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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 3,890 ( 5,317)
Citation 139

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 3,655 (5,829)
Citation 27

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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 Last Revised: 03 May 2023
Stephen A. Ross
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 235 (242,704)
Citation 1

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Rebels, Conformists, Contrarians and Momentum Traders

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 2,066 (14,417)

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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: 30 Nov 2022
Evan Gatev and Stephen A. Ross
Simon Fraser University and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 146 (372,178)

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4.
Downloads 1,869 (17,069)
Citation 119

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 1,761 (18,591)

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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: 13 Oct 2022
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 108 (470,275)
Citation 17

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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.

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 1,190 (33,990)
Citation 7

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6.
Downloads 1,071 (39,519)
Citation 19

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 863 (52,603)
Citation 4

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

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 110 (464,005)
Citation 1

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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: 03 Jul 2023
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 98 (504,100)
Citation 8

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7.

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 863 (53,402)
Citation 1

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8.

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 386 (145,395)

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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 173 (322,345)
Citation 3

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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: 04 Dec 2022
Boston University, Boston University - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 120 (432,497)
Citation 1

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11.

Learning by Observing and the Distribution of Wages

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 76 (584,479)
Citation 3

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12.

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
Downloads 0 (1,155,904)
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Cheeger inequality, eigenvalue gap, recovery theorem, term structure, traps, Yield Curve

13.

Long Forward and Zero-Coupon Rates Can Never Fall

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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