Concepedia

Stephen F. LeRoy

SF

39

Publications

5.7K

Citations

26

H-Index

1973

Active since

Affiliations

University of California, Santa Barbara(Current)

Federal Reserve

Independent Dance

University of Minnesota System

Federal Reserve Bank of San Francisco

Stephen F. LeRoy is an author at University of California, Santa Barbara specializing in business, economics, and finance.

Top concepts

BusinessFinanceEconomicsFinancial EconomicsAsset PricingMacroeconomicsEconomic AnalysisEmpirical FinanceEconometricsMonetary Policy

Publications per year

1973–2022

39

Publications

39

The Present-Value Relation: Tests Based on Implied Variance Bounds

Stephen F. LeRoy, Richard D. Porter · Econometrica · 1981 · 1.4K citations

Economics, Business, Economic Analysis +4

Atheoretical macroeconometrics: A critique

Thomas F. Cooley, Stephen F. LeRoy · Journal of Monetary Economics · 1985 · 716 citations

Economics, Macroeconomics, Business +3

Efficient Capital Markets and Martingales

Stephen F. LeRoy · Journal of Economic Literature · 1989 · 497 citations

Capital Ideas: The Improbable Origins of Modern Wall Street.

Stephen F. LeRoy, Peter L. Bernstein · The Journal of Finance · 1992 · 463 citations

Market Manipulation, Financial Economics, Business History +11

Risk Aversion and the Martingale Property of Stock Prices

Stephen F. LeRoy · International Economic Review · 1973 · 359 citations

Economics, Portfolio Optimization, Financial Economics +11

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