Stephen A. Ross
Active 1973–2024
- 42
- Papers
- 63,907
- Citations
- 41
- h-index
- 41
- i10-index
Citations
Citation sources
Countries
Institutions
Fields
- Economics, Econometrics and Finance55.1%
- Business, Management and Accounting12.6%
- Decision Sciences6.2%
- Psychology5.9%
- Computer Science5%
- Social Sciences4.3%
- Other10.9%
Topics
- Stochastic processes and financial applications10.7%
- Financial Markets and Investment Strategies8.8%
- Financial Risk and Volatility Modeling5.1%
- Corporate Finance and Governance4%
- Capital Investment and Risk Analysis3.8%
- Economic theories and models3.3%
- Other64.3%
Coauthors
- Jonathan E. Ingersoll9
- John C. Cox8
- Richard Roll3
- Anat R. Admati2
- Jiang Wang2
- Leonid Kogan2
- Mark M. Westerfield2
- Philip H. Dybvig2
- Stephen J. Brown2
- William N. Goetzmann2
- Avshalom Caspi1
- Brent W. Roberts1
- Colm A. Moran1
- Daniel W. Belsky1
- Eric B. Lindenberg1
- HonaLee Harrington1
- Jay Shanken1
- Jules Taylor-Pickard1
- Louise Arseneault1
- Malcolm R. Sears1
- Mark Rubinstein1
- Michael R. Gibbons1
- Nai‐Fu Chen1
- Nigel Dickson1
All papers
- A gradient of childhood self-control predicts health, wealth, and public safety
Authors: Terrie E. Moffitt, Louise Arseneault, Daniel W. Belsky, Nigel Dickson, Robert J. Hancox, HonaLee Harrington, Renate Houts, Richie Poulton, Brent W. Roberts, Stephen A. Ross, Malcolm R. Sears, W. Murray Thomson, Avshalom Caspi - National Academy of Sciences, Proceedings of the National Academy of Sciences 2011 cited by 4,817
- Option pricing: A simplified approach
Authors: John C. Cox, Stephen A. Ross, Mark Rubinstein - Journal of Financial Economics 1979 cited by 6,191
- A Theory of the Term Structure of Interest Rates
Authors: John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross - Econometrica 1985 cited by 8,559
- The arbitrage theory of capital asset pricing
Authors: Stephen A. Ross - Journal of Economic Theory 1976 cited by 7,152
- Economic Forces and the Stock Market
Authors: Nai‐Fu Chen, Richard Roll, Stephen A. Ross - The Journal of Business 1986 cited by 5,374
- The valuation of options for alternative stochastic processes
Authors: John C. Cox, Stephen A. Ross - Journal of Financial Economics 1976 cited by 3,030
- The Determination of Financial Structure: The Incentive-Signalling Approach
Authors: Stephen A. Ross - The Bell Journal of Economics 1977 cited by 4,137
- The Economic Theory of Agency: The Principal's Problem.
Authors: Stephen A. Ross - American Economic Review 1973 cited by 4,131
- Survivorship Bias in Performance Studies
Authors: Stephen J. Brown, William Goetzmann, Roger G. Ibbotson, Stephen A. Ross - Review of Financial Studies 1992 cited by 1,154
- A Test of the Efficiency of a Given Portfolio
Authors: Michael R. Gibbons, Stephen A. Ross, Jay Shanken - Econometrica 1989 cited by 2,472
- An Intertemporal General Equilibrium Model of Asset Prices
Authors: John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross - Econometrica 1985 cited by 2,106
- An Empirical Investigation of the Arbitrage Pricing Theory
Authors: Richard Roll, Stephen A. Ross - The Journal of Finance 1980 cited by 1,188
- Compensation, Incentives, and the Duality of Risk Aversion and Riskiness
Authors: Stephen A. Ross - The Journal of Finance 2004 cited by 706
- Tobin's q Ratio and Industrial Organization
Authors: Eric B. Lindenberg, Stephen A. Ross - The Journal of Business 1981 cited by 1,414
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
Authors: Stephen A. Ross - Econometrica 1981 cited by 461
- The Price Impact and Survival of Irrational Traders
Authors: Leonid Kogan, Stephen A. Ross, Jiang Wang, Mark M. Westerfield - The Journal of Finance 2006 cited by 374
- Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy
Authors: Stephen A. Ross - The Journal of Finance 1989 cited by 301
- Continuous-Time Finance.
Authors: Stephen A. Ross, Robert C. Merton - The Journal of Finance 1991 cited by 1,848
- Information and Volatility: The No‐Arbitrage Martingale Approach to Timing and Resolution Irrelevancy
Authors: Stephen A. Ross - The Journal of Finance 1989 cited by 1,012
- Options and Efficiency
Authors: Stephen A. Ross - The Quarterly Journal of Economics 1976 cited by 854
- The relation between forward prices and futures prices
Authors: John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross - Journal of Financial Economics 1981 cited by 754
- Uses, Abuses, and Alternatives to the Net-Present-Value Rule
Authors: Stephen A. Ross - Financial Management 1995 cited by 238
- THE CAPITAL ASSET PRICING MODEL (CAPM), SHORT‐SALE RESTRICTIONS AND RELATED ISSUES
Authors: Stephen A. Ross - The Journal of Finance 1977 cited by 219
- Return, Risk and Arbitrage
Authors: Stephen A. Ross cited by 169
