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 1 1 3 22 1 5 19 140
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 2 6 30 2 7 30 221
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 2 4 15 137 8 20 76 502
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 1 1 2 38 3 5 13 123
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 2 2 6 345 5 7 28 783
Fees on Fees in Funds of Funds 1 4 10 102 1 6 30 286
Fees on Fees in Funds of Funds 1 1 6 373 2 6 23 777
Fees on Fees in Funds of Funds 5 12 27 225 8 23 69 630
Hedge Funds With Style 2 8 42 842 10 24 113 2,128
Hedge Funds With Style 3 5 28 396 10 18 103 981
Hedge Funds With Style 0 1 8 97 4 7 36 268
Hedge Funds and the Asian Currency Crisis of 1997 4 6 40 197 7 17 104 503
Hedge Funds and the Asian Currency Crisis of 1997 3 10 51 670 8 29 131 1,880
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 2 6 53 652
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 3 6 12 248 7 16 54 890
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 2 6 16 70 4 13 62 308
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 2 3 12 90 4 7 44 367
Mutual Fund Styles 6 17 84 482 16 50 202 1,066
Offshore Hedge Funds: Survival & Performance 1989-1995 1 1 2 23 1 1 7 80
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 2 2 9 185
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 1 4 25 257
Offshore Hedge Funds: Survival and Performance 1989-1995 1 2 8 540 1 7 41 2,007
Offshore Hedge Funds: Survival and Performance, 1989-1995 1 1 9 67 4 9 35 216
Performance Persistence 6 25 93 493 20 60 194 1,015
Positive Portfolio Factors 0 2 10 95 4 12 47 251
Positive Portfolio Factors 0 2 3 131 1 3 12 375
Positive Portfolio Factors 1 1 4 22 1 2 10 98
Post-Announcement Drift 0 0 0 2 25 39 91 433
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 2 9 26 366
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 1 3 14 64 2 7 29 245
The Dow Theory: William Peter Hamilton's Track Record Re-considered 8 14 56 251 20 49 250 964
The Japanese Open-End Fund Puzzle 0 0 0 0 3 7 20 188
The Japanese Open-End Fund Puzzle 0 0 3 116 0 1 11 306
The Open-End Japanese Mutual Fund Puzzle 2 2 8 52 3 6 30 214
Total Working Papers 59 142 578 6,223 192 484 2,027 19,705

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm 0 5 18 48 0 5 28 83
An analysis of the relative performance of Japanese and foreign money management 0 0 0 13 0 1 6 78
Anomalies in Security Returns and the Specification of the Market Model 0 1 2 8 0 1 4 15
Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion 0 0 1 8 0 0 3 19
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 0 3 14 79 2 9 50 243
Derived factors in event studies 4 7 33 92 5 12 56 151
Differential Information and Security Market Equilibrium 3 12 24 24 7 20 41 41
Differential information and the small firm effect 11 32 91 215 24 80 209 413
Doubling: Nick Leeson's trading strategy 7 9 22 224 14 22 62 682
Elusive return predictability: Discussion 0 0 0 2 0 0 2 8
Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 1 11 33 2 5 21 62
Hedge funds: Omniscient or just plain wrong 0 0 0 21 1 1 7 78
Heteroscedasticity in the Market Model: A Comment 0 1 1 18 0 1 5 46
Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory: Discussion 0 0 4 17 0 0 6 48
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 5 10 44 46 8 19 102 104
Measuring security price performance 22 72 310 857 35 118 496 1,283
Model Selection When There Is "Minimal" Prior Information 0 0 4 11 0 0 7 34
Mutual fund styles 1 4 35 242 3 11 77 527
Offshore Hedge Funds: Survival and Performance, 1989-95 0 2 12 141 1 7 35 861
Performance Persistence 2 5 19 146 7 13 50 379
Portfolio Concentration and Investment Manager Performance-super- 0 2 10 30 7 14 42 107
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 2 9 67 2 9 40 339
Risk premia in Pacific-Basin capital markets 0 2 4 17 1 4 18 65
Risk premia in international equity markets revisited 1 1 5 5 3 7 19 19
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 1 2 4 39
Survival 0 3 4 22 3 7 15 56
Survivorship Bias in Performance Studies 2 10 71 563 6 23 133 1,528
The Dow Theory: William Peter Hamilton's Track Record Reconsidered 2 3 16 54 4 10 54 223
The Effect of Estimation Risk on Capital Market Equilibrium 1 3 5 5 3 6 8 8
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 7 22 95 336 10 32 188 670
The Japanese Open-End Fund Puzzle 1 1 3 62 4 5 10 456
The Number of Factors in Security Returns 2 10 43 115 3 13 68 190
The return to value in Asian stock markets 2 3 13 16 5 8 29 39
The returns to value and momentum in Asian Markets 0 3 9 21 1 7 31 73
Using daily stock returns: The case of event studies 44 151 841 2,041 95 296 1,522 3,369
Total Journal Articles 117 380 1,773 5,599 257 768 3,448 12,336

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Statistics updated 2009-12-07