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Stephen F. LeRoy

Global rank #597 99%

Institution: University of California-Santa Barbara (UCSB)

Primary Field: Theory (weighted toward more recent publications)

Homepage: http://www.econ.ucsb.edu/~sleroy/webpage/

First Publication: 1976

Most Recent: 2022

RePEc ID: ple714 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.67 0.00 0.67
Last 10 Years 0.00 0.00 0.67 0.00 0.67
All Time 9.72 18.10 5.70 0.00 83.28

Publication Statistics

Raw Publications 29
Coauthorship-Adjusted Count 38.71

Publications (29)

Year Article Journal Tier Authors
2022 Examining the sources of excess return predictability: Stochastic volatility or market inefficiency? Journal of Economic Behavior and Organization B 3
2014 Risk aversion, investor information and stock market volatility European Economic Review B 2
2007 Liquidity and Liquidation Economic Theory B 2
2002 Equilibrium valuation of illiquid assets Economic Theory B 2
1998 Arbitrage, martingales and bubbles Economics Letters C 2
1997 Bubbles as payoffs at infinity (*) Economic Theory B 2
1996 Mortgage Valuation under Optimal Prepayment. The Review of Financial Studies A 1
1992 Stock Price Volatility: Tests Based on the Geometric Random Walk. American Economic Review S 2
1991 Econometric Aspects of the Variance-Bounds Tests: A Survey. The Review of Financial Studies A 2
1991 On the Arbitrage Pricing Theory. Economic Theory B 2
1987 A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition--Erratum. Journal of Finance A 2
1987 A monetarist model of inflation Journal of Economic Theory A 2
1987 Knight on Risk and Uncertainty. Journal of Political Economy S 2
1986 What Will Take the Con Out of Econometrics? A Reply Identification andEstimation of Money Demand. American Economic Review S 2
1986 A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition. Journal of Finance A 2
1985 Atheoretical macroeconometrics: A critique Journal of Monetary Economics A 2
1985 Contemporary macroeconomic modelling : edited by Pierre Malgrange and Pierre-Alain Muet (Blackwell, Oxford, 1984) pp. x + 319, $37.95 Journal of Monetary Economics A 1
1984 Econometric Policy Evaluation: Note. American Economic Review S 3
1984 Efficiency and the Variability of Asset Prices. American Economic Review S 1
1983 Risk-aversion and the term structure of real interest rates correction Economics Letters C 1
1983 Paradise lost and regained: Transportation innovation, income, and residential location Journal of Urban Economics A 2
1982 Expectations Models of Asset Prices: A Survey of Theory. Journal of Finance A 1
1982 Risk-aversion and the term structure of real interest rates Economics Letters C 1
1981 Identification and Estimation of Money Demand. American Economic Review S 2
1980 Entry and equilibrium under adjustment costs Journal of Economic Theory A 1
1978 Determining the Monetary Instrument: A Diagrammatic Exposition. American Economic Review S 2
1976 Efficient Capital Markets: Comment. Journal of Finance A 1
1976 Urban land rent and the incidence of property taxes Journal of Urban Economics A 1
1976 Stock Market Optimality: Comment Quarterly Journal of Economics S 1