Access Statistics for Stephen J. Brown

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 0 0 1 315
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 29 0 0 1 282
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 0 0 0 0 1
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 59 0 1 2 227
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 181 0 0 0 706
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 365 0 1 1 881
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 0 0 2 2 4
Estimating Operational Risk for Hedge Funds: The ?-Score 0 0 0 2 0 1 1 5
Fees on Fees in Funds of Funds 0 0 0 127 0 1 2 429
Fees on Fees in Funds of Funds 0 0 0 272 0 0 2 831
Fees on Fees in Funds of Funds 0 0 0 0 0 0 1 2
Fees on Fees in Funds of Funds 0 0 0 401 0 0 5 909
Hedge Funds With Style 0 0 1 122 0 0 1 407
Hedge Funds With Style 0 0 0 436 0 0 1 1,174
Hedge Funds With Style 0 0 0 1 0 0 1 3
Hedge Funds With Style 0 0 0 902 0 0 0 2,364
Hedge Funds and the Asian Currency Crisis of 1997 0 1 1 258 0 1 1 668
Hedge Funds and the Asian Currency Crisis of 1997 0 1 3 760 1 6 14 2,199
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 0 2 778
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 1 1 6
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 307 0 1 6 1,265
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 1 2 105 0 1 4 579
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 111 0 0 2 532
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 1 2 1 1 4 12
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 1 2 0 0 3 7
Mutual Fund Styles 0 1 2 578 0 2 6 1,351
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 0 0 2
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 0 0 0 143
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 0 0 232
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 1 2 2 2,211
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 0 0 0 349
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 1 1 1 345
Performance Persistence 0 0 3 669 2 2 10 1,522
Positive Portfolio Factors 0 0 0 32 0 0 1 153
Positive Portfolio Factors 0 1 1 141 0 1 4 470
Positive Portfolio Factors 0 0 0 124 0 1 2 399
Positive Portfolio Factors 0 0 0 0 0 0 0 0
Post-Announcement Drift 0 0 0 2 0 1 2 781
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 4 133 0 2 24 586
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 0 3 12 580
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 4 5 0 0 9 19
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 0 2 6 1,518
The Japanese Open-End Fund Puzzle 0 0 0 126 0 0 0 402
The Japanese Open-End Fund Puzzle 0 0 0 0 0 0 0 244
The Open-End Japanese Mutual Fund Puzzle 0 0 0 59 0 0 0 260
The Open-End Japanese Mutual Fund Puzzle 0 0 0 0 0 0 0 2
Trust and Delegation 0 0 0 0 0 0 0 1
Trust and Delegation 0 0 0 45 0 0 1 235
Total Working Papers 0 5 23 7,485 6 34 138 26,391


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Lottery-Demand-Based Explanation of the Beta Anomaly 0 0 4 109 0 2 14 341
A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm 0 1 4 150 0 2 8 305
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 0 0 1 124
Anomalies in Security Returns and the Specification of the Market Model 0 0 0 14 0 0 0 43
Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion 0 0 0 12 0 0 0 56
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 0 2 6 139 0 3 13 496
Convertibles and Hedge Funds as Distributors of Equity Exposure 0 0 0 10 0 0 2 75
Credit Cards: Transactional Convenience or Debt‐Trap? 0 1 3 13 0 2 8 54
Derived factors in event studies 0 0 2 222 0 1 4 413
Differential Information and Security Market Equilibrium 0 0 3 210 0 2 8 589
Differential information and the small firm effect 1 1 8 868 1 4 20 1,843
Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? 0 0 0 20 0 1 2 54
Do Hedge Funds Outperform Stocks and Bonds? 0 0 1 47 0 0 2 114
Do hedge funds' exposures to risk factors predict their future returns? 0 0 2 96 0 2 12 329
Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? 0 0 0 6 0 0 1 25
Doubling: Nick Leeson's trading strategy 0 0 0 349 1 1 1 1,248
Elusive return predictability: Discussion 0 0 0 7 0 0 12 57
Estimating the cost of capital with basis assets 0 0 0 29 0 0 2 91
Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 1 83 0 0 2 264
Hedge Fund Involvement in Convertible Securities 0 0 0 18 0 0 0 49
Hedge funds: Omniscient or just plain wrong 0 0 0 34 0 0 0 124
Heteroscedasticity in the Market Model: A Comment 0 0 0 34 0 0 1 82
Is economic uncertainty priced in the cross-section of stock returns? 2 9 20 217 4 19 46 800
Macroeconomic risk and hedge fund returns 0 1 3 170 1 2 16 592
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 2 3 116 0 6 18 438
Measuring security price performance 5 11 54 2,409 9 28 106 4,598
Model Selection When There Is "Minimal" Prior Information 0 0 0 39 1 1 2 119
Mutual fund styles 0 0 1 436 0 1 12 1,052
Offshore Hedge Funds: Survival and Performance, 1989-95 1 1 6 414 1 1 16 1,695
Performance Persistence 0 2 5 366 2 4 14 973
Portfolio Concentration and Investment Manager Performance* 0 1 13 123 0 1 34 478
Quantitative measures of operational risk: an application to funds management 0 0 0 15 0 0 1 69
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 1 2 3 542
Risk premia in Pacific-Basin capital markets 0 0 0 44 0 0 0 157
Risk premia in international equity markets revisited 0 0 0 33 0 0 1 115
Sensation Seeking and Hedge Funds 0 0 6 53 0 1 14 158
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 0 0 0 58
Starting on the wrong foot: Seasonality in mutual fund performance 0 0 1 11 0 0 2 60
Survival 0 0 3 79 0 1 15 222
Survivorship Bias in Performance Studies 0 3 9 743 1 7 25 2,107
Systematic risk and the cross section of hedge fund returns 0 1 5 55 0 1 17 255
The Contributions of Stephen A. Ross to Financial Economics 0 0 0 17 1 1 10 73
The Effect of Estimation Risk on Capital Market Equilibrium 0 0 2 41 0 0 4 116
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 0 0 4 552 0 0 12 1,135
The Japanese Open-End Fund Puzzle 0 0 0 69 1 1 1 609
The efficient markets hypothesis: The demise of the demon of chance? 0 0 0 0 0 1 5 333
The return to value in Asian stock markets 0 0 0 61 0 0 2 183
The returns to value and momentum in Asian Markets 0 0 0 89 0 0 2 268
Trust and delegation 0 1 4 43 0 1 9 328
Upside potential of hedge funds as a predictor of future performance 2 2 2 12 4 4 7 99
Using daily stock returns: The case of event studies 3 11 46 4,353 17 44 122 9,404
What is the role of institutional investors in corporate capital structure decisions? A survey analysis 1 1 2 22 1 1 11 134
Total Journal Articles 15 51 223 13,160 46 148 640 33,946


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Theory of Public Utility Pricing 0 0 0 0 1 1 8 529
Total Books 0 0 0 0 1 1 8 529


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Current and Future Challenges Faced by Asset Managers 0 0 0 0 0 0 1 4
FEES ON FEES IN FUNDS OF FUNDS 0 0 0 1 0 0 0 60
Total Chapters 0 0 0 1 0 0 1 64


Statistics updated 2025-07-04