Stephen F. Leroy
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Economics
Stephen F. Leroy's Degrees
- Bachelors Economics University of California, Santa Barbara
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(Suggest an Edit or Addition)Stephen F. Leroy's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- The Present-Value Relation: Tests Based on Implied Variance Bounds (1981) (1251)
- Atheoretical macroeconometrics: A critique (1985) (668)
- Efficient Capital Markets and Martingales (1989) (544)
- Paradise lost and regained: Transportation innovation, income, and residential location (1983) (301)
- Risk Aversion and the Martingale Property of Stock Prices (1973) (292)
- Efficient Market Hypothesis (2010) (275)
- Knight on Risk and Uncertainty (1987) (251)
- Identification and Estimation of Money Demand (1981) (239)
- Principles of Financial Economics (2014) (134)
- Rational Exuberance ∗ (2003) (130)
- Bubbles and Charges (1992) (123)
- Econometric Aspects of the Variance-Bounds Tests: A Survey (1991) (103)
- Expectations Models of Asset Prices: A Survey of Theory (1982) (92)
- Risk Aversion and the Dispersion of Asset Prices (1981) (88)
- Econometric Policy Evaluation: Note (1984) (80)
- Causality in Economics (2006) (79)
- EFFICIENT CAPITAL MARKETS: COMMENT (1976) (73)
- Stock Price Volatility: Tests Based on the Geometric Random Walk (1992) (67)
- Mortgage Valuation Under Optimal Prepayment (1996) (61)
- Equilibrium valuation of illiquid assets (2002) (61)
- Nominal prices and interest rates in general equilibrium (1984) (60)
- Applications of the Kalman Filter in Short-Run Monetary Control (1977) (43)
- Efficiency and the Variability of Asset Prices (1984) (37)
- On the arbitrage pricing theory (1991) (35)
- American Finance Association Efficient Capital Markets : A Review of Theory and Empirical Work (1994) (32)
- 都市と地代と財産所の負担("Urban Land Rent and the Incidence of Property Taxes" Journal of Urban Economics,Vol3,No.2 April 1976,) (1976) (29)
- Determining the Monetary Instrument: A Diagrammatic Exposition (1978) (28)
- Monetary Control under Lagged Reserve Accounting (1979) (27)
- Risk aversion, investor information and stock market volatility (2014) (25)
- Mortgage Default and Mortgage Valuation (2009) (23)
- Bubbles as payoffs at infinity (1996) (21)
- On Policy Regimes (1995) (19)
- Excess Volatility (2005) (17)
- A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition (1986) (16)
- Risk-aversion and the term structure of real interest rates (1982) (16)
- Subprime Mortgages ∗ (2008) (15)
- Keynes's theory of investment (1983) (14)
- Market Efficiency: Stock Market Behaviour in Theory and Practice (1998) (14)
- What Will Take the Con Out of Econometrics? A Reply Identification andEstimation of Money Demand (1986) (13)
- Bublles and Charges (1992) (13)
- Efficient use of current information in short-run monetary control (1975) (11)
- Expected utility: a defense (2003) (10)
- Risk Aversion, Investor Information, and Stock Market Volatility (2014) (9)
- Arbitrage, martingales and bubbles (1998) (9)
- The determination of stock prices (1971) (8)
- A monetarist model of inflation (1987) (7)
- A monetarist model of inflation (1987) (7)
- Stock price volatility: an inequality test based on the geometric random walk (1988) (7)
- Mutual Deposit Insurance (1990) (7)
- Risky mortgages and mortgage default premiums (2010) (6)
- Bubbles as payo s at in nity (1993) (6)
- PRINCIPLES OF FINANCIAL ECONOMICS Second Edition (2014) (5)
- Pricing Interest-Sensitive Claims When Interest Rates Have Stationary Components (1992) (5)
- Entry and equilibrium under adjustment costs (1980) (5)
- "Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?" (2018) (5)
- Risk-aversion and the term structure of real interest rates correction (1983) (5)
- Liquidity and fire sales (2005) (5)
- Convex payoffs: implications for risk-taking and financial reform (2010) (5)
- Bubbles and the Intertemporal Government Budget Constraint (2004) (4)
- IMPLEMENTATION-NEUTRAL CAUSATION (2015) (4)
- Can risk aversion explain stock price volatility (2013) (4)
- Observability, measurement error, and the optimal use of information for monetary policy (1975) (4)
- Liquidity and Liquidation (2001) (4)
- Is the “invisible hand” still relevant? (2010) (3)
- Dividend Policy and Income Taxation (2007) (3)
- 6 Stock price volatility (1996) (3)
- Deposit insurance and the coexistence of commercial and shadow banks (2020) (3)
- IMPLEMENTATION NEUTRALITY AND TREATMENT EVALUATION (2017) (3)
- Capital market efficiency: an update (1990) (3)
- Stock Market Optimality: Comment (1976) (3)
- Size and Power in Asset Pricing Tests (2018) (3)
- Risk aversion and stock price volatility (2010) (3)
- Positivity and bubbles in overlapping generations models (2005) (2)
- Implementation-Neutral Causation in Structural Models (2018) (2)
- Research Articles Equilibrium valuation of illiquid assets (2002) (2)
- Risk Aversion, Regimes, and Returns: Revisiting the Equity Premium Puzzle † (2004) (2)
- Keynes and the modern world: Proceedings of the Keynes Centenary Conference, King's College, Cambridge (1985) (1)
- The Arbitrage Pricing Theory: A Geometric Interpretation (1990) (1)
- Principles of Financial Economics: Equilibrium Prices and Allocations (2000) (1)
- Returns on illiquid assets: are they fair games? (1997) (1)
- Review of Peter Bossaerts, The Paradox of Asset Pricing (2003) (1)
- Stochastic bubbles in Markov economies (1993) (1)
- Clues, campaigns & carrots : Competition authorities should drive prevention by proactively mobilising companies for more compliance (2015) (1)
- Capital Market Effi ciency: A Reinterpretation (2016) (1)
- Equilibrium Valuation of Illiquid Assets John Krainer Federal Reserve Bank of San Francisco (2004) (1)
- Contemporary macroeconomic modelling: edited by Pierre Malgrange and Pierre-Alain Muet (Blackwell, Oxford, 1984) pp. x + 319, $37.95 (1985) (1)
- Principles of Financial Economics: Optimal Portfolios with One Risky Security (2000) (0)
- Empirical Implications of Arbitrage-free Asset Markets Empirical Implications of Arbitrage-free Asset Markets (1993) (0)
- Principles of Financial Economics: Linear Pricing (2000) (0)
- Principles of Financial Economics: Risk Aversion (2000) (0)
- Principles of Financial Economics: Consumption-Based Security Pricing (2000) (0)
- Principles of Financial Economics: Comparative Statics of Optimal Portfolios (2000) (0)
- Principles of Financial Economics: The Mean-Variance Frontier Payoffs (2000) (0)
- Principles of Financial Economics: Event Prices, Risk-Neutral Probabilities, and the Pricing Kernel (2000) (0)
- Deposit insurance and the coexistence of commercial and shadow banks (2020) (0)
- UC Santa Barbara Departmental Working Papers Title On the Informational Role of Prices with Rational Expectations Permalink (2006) (0)
- Infinite Portfolio Strategies (2012) (0)
- Compactifying the Commodity Space : Examples in Financial Economics (2006) (0)
- The MM Theorems in the Presence of Bubbles (2008) (0)
- Principles of Financial Economics: Equilibrium in Security Markets (2000) (0)
- Principles of Financial Economics: Complete Markets and Pareto-Optimal Allocations of Risk (2000) (0)
- Principles of Financial Economics: Conditional Consumption-Based Security Pricing (2000) (0)
- Principles of Financial Economics: Multidate Arbitrage and Positivity (2000) (0)
- Security Gains as Martingales (2000) (0)
- Principles of Financial Economics: Dynamically Complete Markets (2000) (0)
- Principles of Financial Economics: State Prices and Risk-Neutral Probabilities (2000) (0)
- Review of Bossaerts , The Paradox of Asset Pricing (2003) (0)
- Principles of Financial Economics: The Expectations and Pricing Kernels (2000) (0)
- Discussion: “The Worldwide Equity Premium: A Smaller Puzzle” and “History and the Equity Risk Premium” (2008) (0)
- Principles of Financial Economics: Optimality in Incomplete Security Markets (2000) (0)
- Principles of Financial Economics: Foreword (2000) (0)
- Principles of Financial Economics: Valuation (2000) (0)
- Size and power in tests of return predictability (2022) (0)
- Principles of Financial Economics: Valuation under Portfolio Restrictions (2000) (0)
- Bank Deposit Insurance: Implications for Portfolios and Equilibrium Valuation of Risky Assets (2015) (0)
- A Note on the Local Expectations Hypothesis: A Discrete‐Time Exposition—Erratum (1987) (0)
- Compactifying the Payo ¤ Space : Applications in Financial Economics (2006) (0)
- Principles of Financial Economics: Equilibrium in Multidate Security Markets (2000) (0)
- Principles of Financial Economics: Arbitrage and Positive Pricing (2000) (0)
- Principles of Financial Economics: Conditional Beta Pricing and the CAPM (2000) (0)
- Equilibrium Price Determination Under Divisible Money (2022) (0)
- Optimal Portfolios with Several Risky Securities (2000) (0)
- Chapter 14 Volatility (1995) (0)
- Examining the Sources of Excess Return Predictability: Stochastic Volatility or Persistent Investor Forecast Errors? (2017) (0)
- Principles of Financial Economics: Capital Asset Pricing Model (2000) (0)
- Modeling Bank Deposit Insurance (2013) (0)
- Principles of Financial Economics: Preface (2000) (0)
- Innite Portfolio Strategies (2008) (0)
- 6 CAUSAL ORDERINGS (1995) (0)
- Principles of Financial Economics: Portfolio Restrictions (2000) (0)
- CAUSAL INFERENCE (2018) (0)
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