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Information about:
Stephen J. Brown

Personal Details | Affiliation | Works
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Personal Details

First Name: Stephen
Middle Name: J.
Last Name: Brown
Suffix:

RePEc Short-ID: pbr268

Email:
Homepage: http://pages.stern.nyu.edu/~sbrown/
Postal Address:
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Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Citations
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Recursive Impact Factor
  5. Number of Citations, Weighted by Number of Authors
  6. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  8. Number of Journal Pages, Weighted by Simple Impact Factor
  9. Number of Journal Pages, Weighted by Recursive Impact Factor
  10. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  12. Number of Downloads through RePEc Services over the past 12 months
  13. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. William N. Goetzmann & Stephen J. Brown, 2005. "Performance Persistence," Yale School of Management Working Papers ysm451, Yale School of Management. [Downloadable!]
    Published as:

  2. Stephen J. Brown & William N. Goetzmann & Alok Kumar, 2004. "The Dow Theory: William Peter Hamilton's Track Record Re-considered," Yale School of Management Working Papers ysm30, Yale School of Management. [Downloadable!]
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  3. Stephen J. Brown & William N. Goetzmann & Mark Grinblatt, 2004. "Positive Portfolio Factors," Yale School of Management Working Papers ysm27, Yale School of Management. [Downloadable!]
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  4. Stephen J. Brown & William N. Goetzmann & Bing Liang, 2003. "Fees on Fees in Funds of Funds," NBER Working Papers 9464, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Steven J. Brown & William N. Goetzmann & Takato Hiraki & Niroyoshi Shiraishi & Masahiro Watanabe, 2002. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers ysm24, Yale School of Management. [Downloadable!]
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  6. William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi, 2002. "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers ysm306, Yale School of Management. [Downloadable!]
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  7. Stephen J. Brown & William N. Goetzmann, 2001. "Hedge Funds With Style," NBER Working Papers 8173, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  8. Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998. "The Japanese Open-End Fund Puzzle," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-012, New York University, Leonard N. Stern School of Business-.
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  9. William N. Goetzmann & Stephen J. Brown & James M. Park, 1998. "Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs," Yale School of Management Working Papers ysm83, Yale School of Management. [Downloadable!]
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  10. William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998. "The Open-End Japanese Mutual Fund Puzzle," Yale School of Management Working Papers ysm89, Yale School of Management. [Downloadable!]

  11. Stephen J. Brown & William N. Goetzmann & James Park, 1998. "Hedge Funds and the Asian Currency Crisis of 1997," NBER Working Papers 6427, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  12. William N. Goetzmann & Stephen J. Brown, 1998. "Mutual Fund Styles," Yale School of Management Working Papers ysm40, Yale School of Management. [Downloadable!]
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  13. Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1998. "Offshore Hedge Funds: Survival & Performance 1989-1995," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-011, New York University, Leonard N. Stern School of Business-.
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  14. Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1997. "Offshore Hedge Funds: Survival and Performance 1989-1995," NBER Working Papers 5909, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  15. Stephen J. Brown & Stephen A. Ross, 1997. "Post-Announcement Drift," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-19, New York University, Leonard N. Stern School of Business-.

Articles

  1. Simone Brands & Stephen J. Brown & David R. Gallagher, 2005. "Portfolio Concentration and Investment Manager Performance-super-," International Review of Finance, International Review of Finance Ltd., vol. 5(3-4), pages 149-174. [Downloadable!] (restricted)

  2. Brown, Stephen J. & Goetzmann, William N. & Hiraki, Takato & Shiraishi, Noriyoshi, 2003. "An analysis of the relative performance of Japanese and foreign money management," Pacific-Basin Finance Journal, Elsevier, vol. 11(4), pages 393-412, September. [Downloadable!] (restricted)
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  3. Stephen J. Brown, 2001. "Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry," Journal of Finance, American Finance Association, vol. 56(5), pages 1869-1886, October. [Downloadable!] (restricted)

  4. Brown, Stephen J. & Steenbeek, Onno W., 2001. "Doubling: Nick Leeson's trading strategy," Pacific-Basin Finance Journal, Elsevier, vol. 9(2), pages 83-99, April. [Downloadable!] (restricted)

  5. Brown, Stephen J, et al, 2001. "The Japanese Open-End Fund Puzzle," Journal of Business, University of Chicago Press, vol. 74(1), pages 59-77, January. [Downloadable!] (restricted)
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  6. Brown, Stephen J., 2001. "Hedge funds: Omniscient or just plain wrong," Pacific-Basin Finance Journal, Elsevier, vol. 9(4), pages 301-311, August. [Downloadable!] (restricted)

  7. Brown, Stephen J & Goetzmann, William N & Ibbotson, Roger G, 1999. "Offshore Hedge Funds: Survival and Performance, 1989-95," Journal of Business, University of Chicago Press, vol. 72(1), pages 91-117, January. [Downloadable!] (restricted)
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  8. Stephen J. Brown & William N. Goetzmann & Alok Kumar, 1998. "The Dow Theory: William Peter Hamilton's Track Record Reconsidered," Journal of Finance, American Finance Association, vol. 53(4), pages 1311-1333, 08. [Downloadable!] (restricted)
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  9. Brown, Stephen J. & Goetzmann, William N., 1997. "Mutual fund styles," Journal of Financial Economics, Elsevier, vol. 43(3), pages 373-399, March. [Downloadable!] (restricted)
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  10. Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson & Stephen A. Ross, 1997. "Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 167-170, May. [Downloadable!] (restricted)

  11. Brown, Stephen J & Goetzmann, William N & Ross, Stephen A, 1995. " Survival," Journal of Finance, American Finance Association, vol. 50(3), pages 853-73, July. [Downloadable!] (restricted)

  12. Brown, Stephen J & Goetzmann, William N, 1995. " Performance Persistence," Journal of Finance, American Finance Association, vol. 50(2), pages 679-98, June. [Downloadable!] (restricted)
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  13. Brown, Stephen J. & Otsuki, Toshiyuki, 1993. "Risk premia in Pacific-Basin capital markets," Pacific-Basin Finance Journal, Elsevier, vol. 1(3), pages 235-261, September. [Downloadable!] (restricted)

  14. Brown, Stephen J, et al, 1992. "Survivorship Bias in Performance Studies," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 5(4), pages 553-80. [Downloadable!] (restricted)

  15. Brown, Stephen J, 1989. " The Number of Factors in Security Returns," Journal of Finance, American Finance Association, vol. 44(5), pages 1247-62, December. [Downloadable!] (restricted)

  16. Brown, Stephen J, 1988. "Stable Factors in Security Returns: Identification Using Cross-Validation: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(1), pages 1-23, January.

  17. Brown, Stephen J, 1988. " Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory: Discussion," Journal of Finance, American Finance Association, vol. 43(3), pages 734-35, July. [Downloadable!] (restricted)

  18. Brown, Stephen J & Dybvig, Philip H, 1986. " The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 41(3), pages 617-30, July. [Downloadable!] (restricted)

  19. Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March. [Downloadable!] (restricted)

  20. Brown, Stephen J. & Weinstein, Mark I., 1985. "Derived factors in event studies," Journal of Financial Economics, Elsevier, vol. 14(3), pages 491-495, September. [Downloadable!] (restricted)

  21. Klein, Roger W & Brown, Stephen J, 1984. "Model Selection When There Is "Minimal" Prior Information," Econometrica, Econometric Society, vol. 52(5), pages 1291-1312, September. [Downloadable!] (restricted)

  22. Barry, Christopher B. & Brown, Stephen J., 1984. "Differential information and the small firm effect," Journal of Financial Economics, Elsevier, vol. 13(2), pages 283-294, June. [Downloadable!] (restricted)

  23. Brown, Stephen J & Barry, Christopher B, 1984. " Anomalies in Security Returns and the Specification of the Market Model," Journal of Finance, American Finance Association, vol. 39(3), pages 807-15, July. [Downloadable!] (restricted)

  24. Brown, Stephen J & Weinstein, Mark I, 1983. " A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm," Journal of Finance, American Finance Association, vol. 38(3), pages 711-43, June. [Downloadable!] (restricted)

  25. Chen, Son-Nan & Brown, Stephen J, 1983. " Estimation Risk and Simple Rules for Optimal Portfolio Selection," Journal of Finance, American Finance Association, vol. 38(4), pages 1087-93, September. [Downloadable!] (restricted)

  26. Brown, Stephen J. & Warner, Jerold B., 1980. "Measuring security price performance," Journal of Financial Economics, Elsevier, vol. 8(3), pages 205-258, September. [Downloadable!] (restricted)

  27. Brown, Stephen J, 1977. "Heteroscedasticity in the Market Model: A Comment," Journal of Business, University of Chicago Press, vol. 50(1), pages 80-83, January. [Downloadable!] (restricted)

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2005-04-16
  2. NEP-CFN: Corporate Finance (3) 2003-02-03 2003-02-03 2004-03-22 Author is listed
  3. NEP-DEV: Development (6) 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 Author is listed
  4. NEP-FIN: Finance (6) 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-08-31 2005-04-16 Author is listed
  5. NEP-FMK: Financial Markets (4) 2003-02-03 2004-03-22 2004-03-22 2004-03-22 Author is listed
  6. NEP-RMG: Risk Management (8) 2003-02-03 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2005-04-16 Author is listed
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This page was last updated on 2008-7-25.

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