Stephen J. Brown

Names

Identifer

Contact

Affiliations

• New York University (NYU) / Stern School of Business (weight: 60%)
  • EDIRC entry
  • location:
• Monash University / Monash Business School / Department of Banking and Finance (weight: 40%)
  • EDIRC entry
  • location:

Research profile

author of:

• The Contributions of Stephen A. Ross to Financial Economics (repec:anr:refeco:v:13:y:2021:p:1-14)
  by Stephen J. Brown & Philip H. Dybvig & William N. Goetzmann & Jonathan E. Ingersoll
• Stable Factors in Security Returns: Identification Using Cross-Validation: Comment (repec:bes:jnlbes:v:6:y:1988:i:1:p:1-23)
  by Brown, Stephen J
• The efficient markets hypothesis: The demise of the demon of chance? (repec:bla:acctfi:v:51:y:2011:i:1:p:79-95)
  by Stephen J. Brown
• Quantitative measures of operational risk: an application to funds management (repec:bla:acctfi:v:52:y:2012:i:4:p:1001-1011)
  by Stephen J. Brown
• Credit Cards: Transactional Convenience or Debt‐Trap? (repec:bla:irvfin:v:20:y:2020:i:2:p:295-322)
  by Stephen Brown & Chris Veld & Yulia Veld‐Merkoulova
• Portfolio Concentration and Investment Manager Performance (repec:bla:irvfin:v:5:y:2005:i:3-4:p:149-174)
  by Simone Brands & Stephen J. Brown & David R. Gallagher
• Hedge Fund Involvement in Convertible Securities (repec:bla:jacrfn:v:25:y:2013:i:4:p:60-73)
  by Stephen J. Brown & Bruce D. Grundy & Craig M. Lewis & Patrick Verwijmeren
• A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm (repec:bla:jfinan:v:38:y:1983:i:3:p:711-43)
  by Brown, Stephen J & Weinstein, Mark I
• Estimation Risk and Simple Rules for Optimal Portfolio Selection (repec:bla:jfinan:v:38:y:1983:i:4:p:1087-93)
  by Chen, Son-Nan & Brown, Stephen J
• Anomalies in Security Returns and the Specification of the Market Model (repec:bla:jfinan:v:39:y:1984:i:3:p:807-15)
  by Brown, Stephen J & Barry, Christopher B
• Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion (repec:bla:jfinan:v:39:y:1984:i:3:p:893-94)
  by Brown, Stephen J
• The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates (repec:bla:jfinan:v:41:y:1986:i:3:p:617-30)
  by Brown, Stephen J & Dybvig, Philip H
• Performance Persistence (repec:bla:jfinan:v:50:y:1995:i:2:p:679-98)
  by Brown, Stephen J & Goetzmann, William N
• Survival (repec:bla:jfinan:v:50:y:1995:i:3:p:853-73)
  by Brown, Stephen J & Goetzmann, William N & Ross, Stephen A
• Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry (repec:bla:jfinan:v:56:y:2001:i:5:p:1869-1886)
  by Stephen J. Brown & William N. Goetzmann & James Park
• Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration (repec:bla:jfinan:v:63:y:2008:i:6:p:2785-2815)
  by Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz
• Sensation Seeking and Hedge Funds (repec:bla:jfinan:v:73:y:2018:i:6:p:2871-2914)
  by Stephen Brown & Yan Lu & Sugata Ray & Melvyn Teo
• The Theory of Public Utility Pricing (repec:cup:cbooks:9780521314008)
  by Brown,Stephen J. & Sibley,David Sumner
• The Effect of Estimation Risk on Capital Market Equilibrium (repec:cup:jfinqa:v:14:y:1979:i:02:p:215-220_00)
  by Brown, S.
• Differential Information and Security Market Equilibrium (repec:cup:jfinqa:v:20:y:1985:i:04:p:407-422_01)
  by Barry, Christopher B. & Brown, Stephen J.
• A Lottery-Demand-Based Explanation of the Beta Anomaly (repec:cup:jfinqa:v:52:y:2017:i:06:p:2369-2397_00)
  by Bali, Turan G. & Brown, Stephen J. & Murray, Scott & Tang, Yi
• Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? (repec:cup:jfinqa:v:56:y:2021:i:6:p:2136-2169_9)
  by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O. & Celiker, Umut
• Model Selection When There Is "Minimal" Prior Information (repec:ecm:emetrp:v:52:y:1984:i:5:p:1291-1312)
  by Klein, Roger W & Brown, Stephen J
• What is the role of institutional investors in corporate capital structure decisions? A survey analysis (repec:eee:corfin:v:58:y:2019:i:c:p:270-286)
  by Brown, Stephen & Dutordoir, Marie & Veld, Chris & Veld-Merkoulova, Yulia
• The returns to value and momentum in Asian Markets (repec:eee:ememar:v:9:y:2008:i:2:p:79-88)
  by Brown, Stephen & Yan Du, Daphne & Rhee, S. Ghon & Zhang, Liang
• The return to value in Asian stock markets (repec:eee:ememar:v:9:y:2008:i:3:p:194-205)
  by Brown, Stephen & Ghon Rhee, S. & Zhang, Liang
• Elusive return predictability: Discussion (repec:eee:intfor:v:24:y:2008:i:1:p:19-21)
  by Brown, Stephen J.
• Estimating the cost of capital with basis assets (repec:eee:jbfina:v:36:y:2012:i:11:p:3071-3079)
  by Brown, Stephen J. & Lajbcygier, Paul & Wong, Woon Weng
• Starting on the wrong foot: Seasonality in mutual fund performance (repec:eee:jbfina:v:82:y:2017:i:c:p:133-150)
  by Brown, Stephen J. & Sotes-Paladino, Juan & Wang, Jiaguo(George) & Yao, Yaqiong
• Upside potential of hedge funds as a predictor of future performance (repec:eee:jbfina:v:98:y:2019:i:c:p:212-229)
  by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O.
• Do hedge funds' exposures to risk factors predict their future returns? (repec:eee:jfinec:v:101:y:2011:i:1:p:36-68)
  by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur
• Trust and delegation (repec:eee:jfinec:v:103:y:2012:i:2:p:221-234)
  by Brown, Stephen & Goetzmann, William & Liang, Bing & Schwarz, Christopher
• Systematic risk and the cross section of hedge fund returns (repec:eee:jfinec:v:106:y:2012:i:1:p:114-131)
  by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur
• Macroeconomic risk and hedge fund returns (repec:eee:jfinec:v:114:y:2014:i:1:p:1-19)
  by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O.
• Is economic uncertainty priced in the cross-section of stock returns? (repec:eee:jfinec:v:126:y:2017:i:3:p:471-489)
  by Bali, Turan G. & Brown, Stephen J. & Tang, Yi
• Differential information and the small firm effect (repec:eee:jfinec:v:13:y:1984:i:2:p:283-294)
  by Barry, Christopher B. & Brown, Stephen J.
• Using daily stock returns : The case of event studies (repec:eee:jfinec:v:14:y:1985:i:1:p:3-31)
  by Brown, Stephen J. & Warner, Jerold B.
• Derived factors in event studies (repec:eee:jfinec:v:14:y:1985:i:3:p:491-495)
  by Brown, Stephen J. & Weinstein, Mark I.
• Mutual fund styles (repec:eee:jfinec:v:43:y:1997:i:3:p:373-399)
  by Brown, Stephen J. & Goetzmann, William N.
• Measuring security price performance (repec:eee:jfinec:v:8:y:1980:i:3:p:205-258)
  by Brown, Stephen J. & Warner, Jerold B.
• Risk premia in Pacific-Basin capital markets (repec:eee:pacfin:v:1:y:1993:i:3:p:235-261)
  by Brown, Stephen J. & Otsuki, Toshiyuki
• An analysis of the relative performance of Japanese and foreign money management (repec:eee:pacfin:v:11:y:2003:i:4:p:393-412)
  by Brown, Stephen J. & Goetzmann, William N. & Hiraki, Takato & Shiraishi, Noriyoshi
• Risk premia in international equity markets revisited (repec:eee:pacfin:v:17:y:2009:i:3:p:295-318)
  by Brown, Stephen J. & Hiraki, Takato & Arakawa, Kiyoshi & Ohno, Saburo
• Doubling: Nick Leeson's trading strategy (repec:eee:pacfin:v:9:y:2001:i:2:p:83-99)
  by Brown, Stephen J. & Steenbeek, Onno W.
• Hedge funds: Omniscient or just plain wrong (repec:eee:pacfin:v:9:y:2001:i:4:p:301-311)
  by Brown, Stephen J.
• Disagreement in economic forecasts and equity returns: risk or mispricing? (repec:eme:cfripp:cfri-05-2022-0075)
  by Turan G. Bali & Stephen J. Brown & Yi Tang
• Offshore Hedge Funds: Survival and Performance 1989-1995 (repec:fth:nystfi:96-18)
  by Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson
• Post-Announcement Drift (repec:fth:nystfi:96-19)
  by Stephen J. Brown & Stephen A. Ross
• Offshore Hedge Funds: Survival & Performance 1989-1995 (repec:fth:nystfi:98-011)
  by Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson
• The Japanese Open-End Fund Puzzle (repec:fth:nystfi:98-012)
  by Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi
• The Dow Theory: William Peter Hamilton's Track Record Re-Considered (repec:fth:nystfi:98-013)
  by Stephen J. Brown & William N. Goetzmann & Alok Kumar
• Hedge Funds and the Asian Currency Crisis of 1997 (repec:fth:nystfi:98-014)
  by Stephen J. Brown & William N. Goetzmann & James M. Park
• Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs (repec:fth:nystfi:99-077)
  by Stephen Brown
• Do Hedge Funds Outperform Stocks and Bonds? (repec:inm:ormnsc:v:59:y:2013:i:8:p:1887-1903)
  by Turan G. Bali & Stephen J. Brown & K. Ozgur Demirtas
• Trust and Delegation (repec:nbr:nberwo:15529)
  by Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz
• Offshore Hedge Funds: Survival and Performance 1989-1995 (repec:nbr:nberwo:5909)
  by Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson
• The Japanese Open-End Fund Puzzle (repec:nbr:nberwo:6347)
  by Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi
• Positive Portfolio Factors (repec:nbr:nberwo:6412)
  by Stephen J. Brown & William N. Goetzmann & Mark Grinblatt
• Hedge Funds and the Asian Currency Crisis of 1997 (repec:nbr:nberwo:6427)
  by Stephen J. Brown & William N. Goetzmann & James Park
• Hedge Funds With Style (repec:nbr:nberwo:8173)
  by Stephen J. Brown & William N. Goetzmann
• Fees on Fees in Funds of Funds (repec:nbr:nberwo:9464)
  by Stephen J. Brown & William N. Goetzmann & Bing Liang
• Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows (repec:nbr:nberwo:9470)
  by Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shirishi & Masahiro Watanabe
• Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? (repec:oup:rasset:v:2:y:2012:i:1:p:89-110.)
  by Stephen J. Brown & Greg N. Gregoriou & Razvan Pascalau
• Convertibles and Hedge Funds as Distributors of Equity Exposure (repec:oup:rfinst:v:25:y:2012:i:10:p:3077-3112)
  by Stephen J. Brown & Bruce D. Grundy & Craig M. Lewis & Patrick Verwijmeren
• Survivorship Bias in Performance Studies (repec:oup:rfinst:v:5:y:1992:i:4:p:553-80)
  by Brown, Stephen J, et al
• Current and Future Challenges Faced by Asset Managers (repec:pal:palchp:978-1-137-32887-8_31)
  by Stephen J. Brown
• Estimating Operational Risk for Hedge Funds: The ω-Score (repec:taf:ufajxx:v:65:y:2009:i:1:p:43-53)
  by Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz
• From the Editor (repec:taf:ufajxx:v:72:y:2016:i:1:p:5-6)
  by Stephen J. Brown
• 2015 Report to Readers (repec:taf:ufajxx:v:72:y:2016:i:3:p:5-6)
  by Stephen J. Brown & Barbara S. Petitt
• Climate Risk (repec:taf:ufajxx:v:72:y:2016:i:3:p:9-10)
  by Stephen J. Brown
• In Memoriam: Jack Treynor (repec:taf:ufajxx:v:72:y:2016:i:4:p:5-6)
  by Stephen J. Brown
• Why Hedge Funds? (repec:taf:ufajxx:v:72:y:2016:i:6:p:5-7)
  by Stephen J. Brown
• 2016 Report to Readers (repec:taf:ufajxx:v:73:y:2017:i:2:p:6-10)
  by Stephen J. Brown & Barbara S. Petitt
• In Memoriam: Stephen A. Ross (repec:taf:ufajxx:v:73:y:2017:i:3:p:5-7)
  by Stephen J. Brown
• 2017 Report to Readers (repec:taf:ufajxx:v:74:y:2018:i:2:p:5-8)
  by Stephen J. Brown
• In Memoriam: John C. Bogle (repec:taf:ufajxx:v:75:y:2019:i:2:p:11-13)
  by Stephen J. Brown
• The Efficient Market Hypothesis, the Financial Analysts Journal, and the Professional Status of Investment Management (repec:taf:ufajxx:v:76:y:2020:i:2:p:5-14)
  by Stephen J. Brown
• Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias (repec:tpr:restat:v:79:y:1997:i:2:p:167-170)
  by Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson & Stephen A. Ross
• Heteroscedasticity in the Market Model: A Comment (repec:ucp:jnlbus:v:50:y:1977:i:1:p:80-83)
  by Brown, Stephen J
• Offshore Hedge Funds: Survival and Performance, 1989-95 (repec:ucp:jnlbus:v:72:y:1999:i:1:p:91-117)
  by Brown, Stephen J & Goetzmann, William N & Ibbotson, Roger G
• The Japanese Open-End Fund Puzzle (repec:ucp:jnlbus:v:74:y:2001:i:1:p:59-77)
  by Brown, Stephen J & Goetzmann, William N & Hiraki, Takato & Otsuki, Toshiyuki & Shiraishi, Noriyoshi
• Hedge Funds in the Aftermath of the Financial Crisis (repec:wly:finmar:v:18:y:2009:i:2:p:155-156)
  by Stephen Brown & Marcin Kacperczyk & Alexander Ljungqvist & Anthony Lynch & Lasse Pedersen & Matthew Richardson
• Fees On Fees In Funds Of Funds (repec:wsi:wschap:9789812569448_0007)
  by Stephen J. Brown & William N. Goetzmann & Bing Liang
• Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs (repec:ysm:somwrk:ysm10)
  by William N. Goetzmann & Stephen J. Brown & James M. Park
• Offshore Hedge Funds: Survival and Performance, 1989-1995 (repec:ysm:somwrk:ysm104)
  by Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson
• Hedge Funds With Style (repec:ysm:somwrk:ysm177)
  by Stephen J. Brown & William N. Goetzmann
• Fees on Fees in Funds of Funds (repec:ysm:somwrk:ysm18)
  by Stephen J. Brown & William N. Goetzmann & Bing Liang
• Hedge Funds With Style (repec:ysm:somwrk:ysm21)
  by Stephen Brown & William Goetzmann
• Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows (repec:ysm:somwrk:ysm24)
  by Steven J. Brown & William N. Goetzmann & Takato Hiraki & Niroyoshi Shiraishi & Masahiro Watanabe
• Positive Portfolio Factors (repec:ysm:somwrk:ysm27)
  by Stephen J. Brown & William N. Goetzmann & Mark Grinblatt
• Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows (repec:ysm:somwrk:ysm274)
  by Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe
• The Dow Theory: William Peter Hamilton's Track Record Re-considered (repec:ysm:somwrk:ysm30)
  by Stephen J. Brown & William N. Goetzmann & Alok Kumar
• An Analysis of the Relative Performance of Japanese and Foreign Money Management (repec:ysm:somwrk:ysm306)
  by William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi
• Fees on Fees in Funds of Funds (repec:ysm:somwrk:ysm309)
  by Stephen Brown & William Goetzmann & Bing Liang
• Offshore Hedge Funds: Survival & Performance 1989-1995 (repec:ysm:somwrk:ysm34)
  by Stephen Brown & William Goetzmann & Roger Ibbotson
• Mutual Fund Styles (repec:ysm:somwrk:ysm40)
  by William N. Goetzmann & Stephen J. Brown
• Performance Persistence (repec:ysm:somwrk:ysm451)
  by William N. Goetzmann & Stephen J. Brown
• An Analysis of the Relative Performance of Japanese and Foreign Money Management (repec:ysm:somwrk:ysm6)
  by William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi
• Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs (repec:ysm:somwrk:ysm83)
  by Stephen Brown & William Goetzmann & James Park
• Hedge Funds and the Asian Currency Crisis of 1997 (repec:ysm:somwrk:ysm84)
  by Stephen Brown & William Goetzmann & James Park
• The Dow Theory: William Peter Hamilton's Track Record Re-Considered (repec:ysm:somwrk:ysm85)
  by Stephen Brown & William Goetzmann & Alok Kumar
• Positive Portfolio Factors (repec:ysm:somwrk:ysm87)
  by Stephen Brown & William Goetzmann & Mark Grinblatt
• The Open-End Japanese Mutual Fund Puzzle (repec:ysm:somwrk:ysm89)
  by Stephen Brown & William Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi
• Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration (repec:ysm:wpaper:amz2472)
  by Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz
• Trust and Delegation (repec:ysm:wpaper:amz2545)
  by Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz
• Estimating Operational Risk for Hedge Funds: The ?-Score (repec:ysm:wpaper:amz2559)
  by Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz
• Hedge Funds With Style (repec:ysm:wpaper:ysm21)
  by Stephen Brown & William Goetzmann
• Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows (repec:ysm:wpaper:ysm274)
  by Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe
• Fees on Fees in Funds of Funds (repec:ysm:wpaper:ysm309)
  by Stephen Brown & William Goetzmann & Bing Liang
• Offshore Hedge Funds: Survival & Performance 1989-1995 (repec:ysm:wpaper:ysm34)
  by Stephen Brown & William Goetzmann & Roger Ibbotson
• An Analysis of the Relative Performance of Japanese and Foreign Money Management (repec:ysm:wpaper:ysm6)
  by Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi
• Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs (repec:ysm:wpaper:ysm83)
  by Stephen Brown & William Goetzmann & James Park
• Hedge Funds and the Asian Currency Crisis of 1997 (repec:ysm:wpaper:ysm84)
  by Stephen Brown & William Goetzmann & James Park
• The Dow Theory: William Peter Hamilton's Track Record Re-Considered (repec:ysm:wpaper:ysm85)
  by Stephen Brown & William Goetzmann & Alok Kumar
• Positive Portfolio Factors (repec:ysm:wpaper:ysm87)
  by Stephen Brown & William Goetzmann & Mark Grinblatt
• The Open-End Japanese Mutual Fund Puzzle (repec:ysm:wpaper:ysm89)
  by Stephen Brown & William Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi