| Year |
Citation |
Score |
| 2019 |
Blocker AW, Kotlikoff LJ, Ross SA, Vallenas SV. The True Cost of Social Security Tax Policy and the Economy. 33: 131-163. DOI: 10.1086/703231 |
0.423 |
|
| 2019 |
Martin IWR, Ross SA. Notes on the yield curve Journal of Financial Economics. 134: 689-702. DOI: 10.1016/J.Jfineco.2019.04.014 |
0.394 |
|
| 2015 |
Ross S. The Recovery Theorem Journal of Finance. 70: 615-648. DOI: 10.1111/Jofi.12092 |
0.506 |
|
| 2009 |
Gatev E, Ross SA. Momentum Trading and Performance with Wrong Return Expectations The Journal of Portfolio Management. 35: 73-78. DOI: 10.3905/Jpm.2009.35.3.073 |
0.459 |
|
| 2007 |
Cox JC, Junior JEI, Ross SA. Teoria da estrutura a termo das taxas de juros Rae-Revista De Administracao De Empresas. 47: 86-102. DOI: 10.1590/S0034-75902007000200014 |
0.677 |
|
| 2006 |
Kogan L, Ross SA, Wang J, Westerfield MM. The Price Impact and Survival of Irrational Traders Journal of Finance. 61: 195-229. DOI: 10.2139/Ssrn.387540 |
0.432 |
|
| 2004 |
Ross SA. Compensation, Incentives, and the Duality of Risk Aversion and Riskiness Journal of Finance. 59: 207-225. DOI: 10.1111/J.1540-6261.2004.00631.X |
0.325 |
|
| 2003 |
Dybvig PH, Ross SA. Chapter 10 Arbitrage, state prices and portfolio theory Handbook of the Economics of Finance. 1: 605-637. DOI: 10.1016/S1574-0102(03)01019-7 |
0.752 |
|
| 2002 |
Gatev E, Ross SA. Rebels, Conformists, Contrarians And Momentum Traders National Bureau of Economic Research. DOI: 10.2139/Ssrn.215952 |
0.504 |
|
| 2002 |
Ross SA. Neoclassical Finance, Alternative Finance and the Closed End Fund Puzzle European Financial Management. 8: 129-137. DOI: 10.1111/1468-036X.00181 |
0.341 |
|
| 1999 |
Ross SA. Adding Risks: Samuelson's Fallacy of Large Numbers Revisited Journal of Financial and Quantitative Analysis. 34: 323-339. DOI: 10.2307/2676262 |
0.317 |
|
| 1998 |
Ross SA. The mathematics of finance: pricing derivatives Quarterly of Applied Mathematics. 56: 695-706. DOI: 10.1090/Qam/1668733 |
0.463 |
|
| 1997 |
Brown SJ, Goetzmann WN, Ibbotson RG, Ross SA. Rejoinder: The J-Shape of Performance Persistence Given Survivorship Bias The Review of Economics and Statistics. 79: 167-170. DOI: 10.1162/003465397556683 |
0.308 |
|
| 1996 |
Dybvig PH, Ingersoll JE, Ross SA. Long forward and zero-coupon rates can never fall Journal of Business. 69: 1-25. DOI: 10.1086/209677 |
0.684 |
|
| 1994 |
Roll R, Ross SA. On the Cross-sectional Relation between Expected Returns and Betas Journal of Finance. 49: 101-121. DOI: 10.1111/J.1540-6261.1994.Tb04422.X |
0.348 |
|
| 1992 |
Brown SJ, Goetzmann W, Ibbotson RG, Ross SA. Survivorship Bias in Performance Studies Review of Financial Studies. 5: 553-580. DOI: 10.1093/Rfs/5.4.553 |
0.307 |
|
| 1992 |
Ingersoll JE, Ross SA. Waiting to Invest: Investment and Uncertainty The Journal of Business. 65: 1-29. DOI: 10.1086/296555 |
0.357 |
|
| 1991 |
Brown DJ, Ross SA. Spanning, valuation and options Economic Theory. 1: 3-12. DOI: 10.1007/Bf01210570 |
0.422 |
|
| 1991 |
Ross SA, Zisler RC. Risk and return in real estate The Journal of Real Estate Finance and Economics. 4: 175-190. DOI: 10.1007/Bf00173123 |
0.409 |
|
| 1989 |
Gibbons MR, Ross SA, Shanken J. A Test of the Efficiency of a Given Portfolio Econometrica. 57: 1121-1152. DOI: 10.2307/1913625 |
0.326 |
|
| 1989 |
ROSS SA. Institutional Markets, Financial Marketing, and Financial Innovation The Journal of Finance. 44: 541-556. DOI: 10.1111/J.1540-6261.1989.Tb04377.X |
0.494 |
|
| 1989 |
ROSS SA. Information and Volatility: The No‐Arbitrage Martingale Approach to Timing and Resolution Irrelevancy The Journal of Finance. 44: 1-17. DOI: 10.1111/J.1540-6261.1989.Tb02401.X |
0.499 |
|
| 1989 |
Ross SA. Comment on Robert C. Merton's “On the Application of the Continuous-Time Theory of Finance to Financial Intermediation and Insurance” Geneva Papers On Risk and Insurance-Issues and Practice. 14: 271-273. DOI: 10.1057/Gpp.1989.24 |
0.303 |
|
| 1988 |
Ross SA. Comment on the Modigliani-Miller Propositions Journal of Economic Perspectives. 2: 127-133. DOI: 10.1257/Jep.2.4.127 |
0.3 |
|
| 1987 |
Ross SA. Arbitrage and Martingales with Taxation Journal of Political Economy. 95: 371-393. DOI: 10.1086/261460 |
0.454 |
|
| 1986 |
DYBVIG PH, ROSS SA. Tax Clienteles and Asset Pricing The Journal of Finance. 41: 751-762. DOI: 10.2307/2328508 |
0.736 |
|
| 1986 |
ADMATI AR, BHATTACHARYA S, PFLEIDERER P, ROSS SA. On Timing and Selectivity The Journal of Finance. 41: 715-730. DOI: 10.1111/J.1540-6261.1986.Tb04536.X |
0.34 |
|
| 1986 |
Chen N, Roll R, Ross SA. Economic Forces and the Stock Market The Journal of Business. 59: 383-403. DOI: 10.1086/296344 |
0.519 |
|
| 1986 |
Admati AR, Ross SA. Corrigendum [Measuring Investment Performance in a Rational Expectations Equilibrium Model] The Journal of Business. 59: 367-367. DOI: 10.1086/296332 |
0.376 |
|
| 1985 |
Ross SA. On the empirical relevance of APT: Reply The Journal of Portfolio Management. 11: 72-73. DOI: 10.3905/Jpm.1985.409019 |
0.325 |
|
| 1985 |
Cox JC, Ingersoll JE, Ross SA. A Theory of the Term Structure of Interest Rates. Econometrica. 53: 385-407. DOI: 10.2307/1911242 |
0.722 |
|
| 1985 |
Cox JC, Ingersoll JE, Ross SA. An Intertemporal General Equilibrium Model Of Asset Prices Econometrica. 53: 363-384. DOI: 10.2307/1911241 |
0.744 |
|
| 1985 |
Grinblatt MS, Ross SA. Market power in a securities market with endogenous information Quarterly Journal of Economics. 100: 1143-1167. DOI: 10.2307/1885678 |
0.45 |
|
| 1985 |
ROSS SA. Debt and Taxes and Uncertainty The Journal of Finance. 40: 637-657. DOI: 10.1111/J.1540-6261.1985.Tb04986.X |
0.448 |
|
| 1985 |
DYBVIG PH, ROSS SA. The Analytics of Performance Measurement Using a Security Market Line The Journal of Finance. 40: 401-416. DOI: 10.1111/J.1540-6261.1985.Tb04964.X |
0.732 |
|
| 1985 |
DYBVIG PH, ROSS SA. Differential Information and Performance Measurement Using a Security Market Line The Journal of Finance. 40: 383-399. DOI: 10.1111/J.1540-6261.1985.Tb04963.X |
0.701 |
|
| 1985 |
DYBVIG PH, ROSS SA. Yes, The APT Is Testable The Journal of Finance. 40: 1173-1188. DOI: 10.1111/J.1540-6261.1985.Tb02370.X |
0.721 |
|
| 1985 |
Admati AR, Ross SA. Measuring Investment Performance in a Rational Expectations Equilibrium Model The Journal of Business. 58: 1-26. DOI: 10.1086/296280 |
0.323 |
|
| 1984 |
Ross SA. Reply to Dhrymes: APT is empirically relevanit The Journal of Portfolio Management. 11: 54-56. DOI: 10.3905/Jpm.1984.408985 |
0.352 |
|
| 1984 |
Roll R, Ross SA. The Arbitrage Pricing Theory Approach to Strategic Portfolio Planning Financial Analysts Journal. 40: 122-131. DOI: 10.2469/Faj.V51.N1.1868 |
0.485 |
|
| 1984 |
ROLL R, ROSS SA. A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply The Journal of Finance. 39: 347-350. DOI: 10.1111/J.1540-6261.1984.Tb02313.X |
0.429 |
|
| 1983 |
Huberman G, Ross S. Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions Econometrica. 51: 1345-1361. DOI: 10.2307/1912278 |
0.401 |
|
| 1983 |
Brown DJ, Ross S. Spanning and arbitrage in securities markets with options: A state preference aproach Mathematical Social Sciences. 4: 186-186. DOI: 10.1016/0165-4896(83)90106-3 |
0.417 |
|
| 1982 |
Dybvig PH, Ross SA. Portfolio Efficient Sets Econometrica. 50: 1525-1546. DOI: 10.2307/1913394 |
0.638 |
|
| 1982 |
KRAUS A, ROSS SA. The Determination of Fair Profits for the Property‐Liability Insurance Firm The Journal of Finance. 37: 1015-1028. DOI: 10.1111/J.1540-6261.1982.Tb03594.X |
0.488 |
|
| 1981 |
Ross SA. Some Stronger Measures Of Risk Aversion In The Small And The Large With Applications Econometrica. 49: 621-638. DOI: 10.2307/1911515 |
0.366 |
|
| 1981 |
Cox JC, Ingersoll JE, Ross SA. A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates Journal of Finance. 36: 769-799. DOI: 10.1111/J.1540-6261.1981.Tb04884.X |
0.621 |
|
| 1981 |
Cox JC, Ingersoll JE, Ross SA. The relation between forward prices and futures prices Journal of Financial Economics. 9: 321-346. DOI: 10.1016/0304-405X(81)90002-7 |
0.737 |
|
| 1980 |
ROLL R, ROSS SA. An Empirical Investigation of the Arbitrage Pricing Theory The Journal of Finance. 35: 1073-1103. DOI: 10.1111/J.1540-6261.1980.Tb02197.X |
0.382 |
|
| 1980 |
Cox JC, Ingersoll JE, Ross SA. An Analysis of Variable Rate Loan Contracts Journal of Finance. 35: 389-403. DOI: 10.1111/J.1540-6261.1980.Tb02169.X |
0.685 |
|
| 1980 |
Ross SA, Spatt CS, Dybvig PH. Present values and internal rates of return Journal of Economic Theory. 23: 66-81. DOI: 10.1016/0022-0531(80)90030-7 |
0.347 |
|
| 1979 |
Cox JC, Ingersoll JE, Ross SA. Duration and the Measurement of Basis Risk The Journal of Business. 52: 51-61. DOI: 10.1086/296033 |
0.635 |
|
| 1979 |
Cox JC, Ross SA, Rubinstein M. Option pricing: A simplified approach Journal of Financial Economics. 7: 229-263. DOI: 10.1016/0304-405X(79)90015-1 |
0.689 |
|
| 1978 |
Ross SA. Comments: Capital asset pricing in a general equilibrium framework Journal of Financial and Quantitative Analysis. 13: 625-626. DOI: 10.2307/2330467 |
0.532 |
|
| 1978 |
Ross SA. The Current Status Of The Capital Asset Pricing Model (Capm) Journal of Finance. 33: 885-901. DOI: 10.1111/J.1540-6261.1978.Tb02029.X |
0.446 |
|
| 1978 |
Ross SA. SOME NOTES ON FINANCIAL INCENTIVE‐SIGNALLING MODELS, ACTIVITY CHOICE AND RISK PREFERENCES The Journal of Finance. 33: 777-792. DOI: 10.1111/J.1540-6261.1978.Tb02018.X |
0.428 |
|
| 1978 |
Ross SA. A Simple Approach to the Valuation of Risky Streams The Journal of Business. 51: 453-475. DOI: 10.1086/296008 |
0.528 |
|
| 1978 |
Ross SA. Mutual fund separation in financial theory-The separating distributions Journal of Economic Theory. 17: 254-286. DOI: 10.1016/0022-0531(78)90073-X |
0.358 |
|
| 1977 |
Ross SA. The determination of financial structure: the incentive-signalling approach The Bell Journal of Economics. 8: 23-40. DOI: 10.2307/3003485 |
0.464 |
|
| 1977 |
Ross SA. Investments-Theoretical Issues: Discussion Journal of Finance. 32: 412-415. DOI: 10.2307/2326773 |
0.321 |
|
| 1977 |
Ross SA. THE CAPITAL ASSET PRICING MODEL (CAPM), SHORT‐SALE RESTRICTIONS AND RELATED ISSUES The Journal of Finance. 32: 177-183. DOI: 10.1111/J.1540-6261.1977.Tb03251.X |
0.55 |
|
| 1977 |
Cox JC, Ingersoll JE, Ross SA. Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims Journal of Financial and Quantitative Analysis. 12: 661-661. DOI: 10.1017/S0022109000023474 |
0.729 |
|
| 1977 |
Roll R, Ross SA. Comments on qualitative results for investment proportions Journal of Financial Economics. 5: 265-268. DOI: 10.1016/0304-405X(77)90023-X |
0.349 |
|
| 1976 |
Ross SA. Options and efficiency Quarterly Journal of Economics. 90: 75-89. DOI: 10.2307/1886087 |
0.42 |
|
| 1976 |
Cox JC, Ross SA. A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY The Journal of Finance. 31: 383-402. DOI: 10.1111/J.1540-6261.1976.Tb01893.X |
0.71 |
|
| 1976 |
Cox JC, Ross SA. The valuation of options for alternative stochastic processes Journal of Financial Economics. 3: 145-166. DOI: 10.1016/0304-405X(76)90023-4 |
0.643 |
|
| 1976 |
Ross SA. The arbitrage theory of capital asset pricing Journal of Economic Theory. 13: 341-360. DOI: 10.1016/0022-0531(76)90046-6 |
0.522 |
|
| 1975 |
Ross SA. Uncertainty and the Heterogeneous Capital Good Model The Review of Economic Studies. 42: 133-146. DOI: 10.2307/2296827 |
0.339 |
|
| 1975 |
Ross SA, Wachter ML. Pricing and Timing Decisions in Oligopoly Industries Quarterly Journal of Economics. 89: 115-137. DOI: 10.2307/1881714 |
0.338 |
|
| 1974 |
Ross SA. Portfolio turnpike theorems for constant policies Journal of Financial Economics. 1: 171-198. DOI: 10.1016/0304-405X(74)90003-8 |
0.318 |
|
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