S
Study
Academic Library
Search
Shelves
Open access
My library
Review
Stephen J. Brown · Study
Home
/
Author
Stephen J. Brown
38 works
· latest 2017
· 6 institutions
cluster: provisional
ORCID 0000-0002-0210-4562
Works
38 shown
A Lottery-Demand-Based Explanation of the Beta Anomaly
Journal of Financial and Quantitative Analysis
·
2017
·
4 authors
·
Open access
372
citations
Is economic uncertainty priced in the cross-section of stock returns?
Journal of Financial Economics
·
2017
·
3 authors
·
Open access
436
citations
Macroeconomic risk and hedge fund returns
Journal of Financial Economics
·
2014
·
3 authors
307
citations
Do Hedge Funds Outperform Stocks and Bonds?
Management Science
·
2013
·
3 authors
99
citations
Convertibles and Hedge Funds as Distributors of Equity Exposure
Review of Financial Studies
·
2012
·
4 authors
80
citations
Systematic risk and the cross section of hedge fund returns
Journal of Financial Economics
·
2012
·
3 authors
193
citations
Trust and delegation
Journal of Financial Economics
·
2011
·
4 authors
107
citations
Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?
The Review of Asset Pricing Studies
·
2011
·
3 authors
·
Open access
117
citations
Do hedge funds' exposures to risk factors predict their future returns?
Journal of Financial Economics
·
2011
·
3 authors
·
Open access
208
citations
Estimating Operational Risk for Hedge Funds: The ω-Score
CFA Digest
·
2009
·
4 authors
·
Open access
100
citations
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration
The Journal of Finance
·
2008
·
3 authors
·
Open access
258
citations
Hedge Fund Due Diligence: A Source of Alpha in a Hedge Fund Portfolio Strategy
SSRN Electronic Journal
·
2007
·
2 authors
·
preprint
·
Open access
90
citations
Portfolio Concentration and Investment Manager Performance*
International Review of Finance
·
2005
·
3 authors
·
Open access
92
citations
Fees on Fees in Funds of Funds
National Bureau of Economic Research
·
2003
·
3 authors
·
report
·
Open access
135
citations
Hedge Funds with Style
The Journal of Portfolio Management
·
2003
·
2 authors
279
citations
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
SSRN Electronic Journal
·
2002
·
5 authors
·
preprint
·
Open access
93
citations
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry
The Journal of Finance
·
2001
·
3 authors
·
Open access
475
citations
Hedge Funds and the Asian Currency Crisis
The Journal of Portfolio Management
·
2000
·
3 authors
144
citations
Offshore Hedge Funds: Survival and Performance, 1989–95
The Journal of Business
·
1999
·
3 authors
510
citations
The Dow Theory: William Peter Hamilton's Track Record Reconsidered
The Journal of Finance
·
1998
·
3 authors
·
Open access
159
citations
Hedge Funds and the Asian Currency Crisis of 1997
National Bureau of Economic Research
·
1998
·
3 authors
·
report
·
Open access
115
citations
Mutual fund styles
Journal of Financial Economics
·
1997
·
2 authors
·
Open access
475
citations
Offshore Hedge Funds: Survival and Performance 1989-1995
National Bureau of Economic Research
·
1997
·
3 authors
·
report
·
Open access
597
citations
Survival
The Journal of Finance
·
1995
·
3 authors
293
citations
Performance Persistence
The Journal of Finance
·
1995
·
2 authors
946
citations
Survivorship Bias in Performance Studies
Review of Financial Studies
·
1992
·
4 authors
1,118
citations
The Number of Factors in Security Returns
The Journal of Finance
·
1989
·
1 author
180
citations
Modern Investment Theory.
The Journal of Finance
·
1986
·
2 authors
405
citations
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates
The Journal of Finance
·
1986
·
2 authors
291
citations
The Theory of Public Utility Pricing
Cambridge University Press eBooks
·
1986
·
2 authors
·
book
437
citations
Limited information as a source of risk
The Journal of Portfolio Management
·
1986
·
2 authors
145
citations
Differential Information and Security Market Equilibrium
Journal of Financial and Quantitative Analysis
·
1985
·
2 authors
928
citations
Derived factors in event studies
Journal of Financial Economics
·
1985
·
1 author
90
citations
Using daily stock returns
Journal of Financial Economics
·
1985
·
2 authors
6,497
citations
Differential information and the small firm effect
Journal of Financial Economics
·
1984
·
2 authors
527
citations
A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm
The Journal of Finance
·
1983
·
2 authors
160
citations
Estimation Risk and Optimal Portfolio Choice.
The Journal of Finance
·
1981
·
4 authors
304
citations
Measuring security price performance
Journal of Financial Economics
·
1980
·
2 authors
3,330
citations