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 29 0 0 0 282
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 0 0 0 1 2
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 0 0 1 315
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 59 0 1 3 228
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 0 1 1 3 5
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 365 1 1 2 882
Estimating Operational Risk for Hedge Funds: The ?-Score 0 0 0 2 1 2 3 7
Fees on Fees in Funds of Funds 0 0 0 0 0 0 1 2
Fees on Fees in Funds of Funds 0 0 0 272 1 1 3 833
Fees on Fees in Funds of Funds 0 0 0 401 1 1 4 911
Fees on Fees in Funds of Funds 0 0 0 127 0 0 2 430
Hedge Funds With Style 0 0 0 1 1 1 3 5
Hedge Funds With Style 0 0 0 122 0 0 0 407
Hedge Funds With Style 0 0 0 436 1 2 3 1,176
Hedge Funds With Style 0 0 0 902 0 1 2 2,366
Hedge Funds and the Asian Currency Crisis of 1997 0 0 3 760 2 2 14 2,203
Hedge Funds and the Asian Currency Crisis of 1997 0 0 1 258 0 0 2 669
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 1 4 9
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 2 5 781
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 307 0 1 4 1,266
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 2 105 0 0 3 579
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 1 2 1 1 6 15
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 111 5 5 6 537
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 0 2 0 0 0 7
Mutual Fund Styles 0 0 1 578 0 0 5 1,352
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 0 1 3
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 1 1 2 234
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 0 1 1 144
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 0 1 3 2,212
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 1 2 2 351
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 1 1 2 346
Performance Persistence 0 0 1 669 2 2 10 1,526
Positive Portfolio Factors 0 0 0 0 0 0 0 0
Positive Portfolio Factors 0 0 1 141 1 2 6 472
Positive Portfolio Factors 0 0 0 32 0 0 2 154
Positive Portfolio Factors 0 0 0 124 1 1 3 400
Post-Announcement Drift 0 0 0 2 0 0 1 781
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 1 1 12 582
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 1 5 134 0 3 20 590
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 1 4 6 2 4 9 23
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 1 3 8 1,521
The Japanese Open-End Fund Puzzle 0 0 0 0 0 0 0 244
The Japanese Open-End Fund Puzzle 0 0 0 126 1 1 1 403
The Open-End Japanese Mutual Fund Puzzle 0 0 0 0 0 0 0 2
The Open-End Japanese Mutual Fund Puzzle 0 0 0 59 0 0 0 260
Trust and Delegation 0 0 0 0 1 1 1 2
Trust and Delegation 0 0 0 45 1 2 3 237
Total Working Papers 0 2 19 7,487 29 49 167 26,462

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
2015 Report to Readers 0 0 0 0 1 1 2 2
2016 Report to Readers 0 0 0 0 1 1 2 2
2017 Report to Readers 0 0 0 0 0 0 1 1
A Lottery-Demand-Based Explanation of the Beta Anomaly 1 1 4 110 2 3 13 344
A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm 0 1 5 151 2 4 12 310
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 1 1 1 125
Anomalies in Security Returns and the Specification of the Market Model 0 0 0 14 2 2 2 45
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 1 3 140 0 3 10 499
Climate Risk 0 0 1 1 0 0 3 3
Convertibles and Hedge Funds as Distributors of Equity Exposure 0 0 0 10 1 2 3 77
Credit Cards: Transactional Convenience or Debt‐Trap? 0 2 5 15 1 4 12 58
Derived factors in event studies 0 0 1 222 0 0 4 414
Differential Information and Security Market Equilibrium 1 1 3 211 2 3 10 592
Differential information and the small firm effect 1 2 6 870 1 2 16 1,845
Disagreement in economic forecasts and equity returns: risk or mispricing? 1 1 2 4 1 1 5 16
Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? 0 0 0 20 1 1 2 55
Do Hedge Funds Outperform Stocks and Bonds? 0 0 1 47 2 2 3 116
Do hedge funds' exposures to risk factors predict their future returns? 0 0 1 96 1 1 9 331
Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? 0 0 0 6 0 0 0 25
Doubling: Nick Leeson's trading strategy 0 0 0 349 2 2 3 1,250
Elusive return predictability: Discussion 0 0 0 7 0 0 2 57
Estimating Operational Risk for Hedge Funds: The ω-Score 0 0 0 0 2 2 6 6
Estimating the cost of capital with basis assets 0 0 0 29 1 2 4 93
Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 0 83 0 1 2 265
From the Editor 0 0 0 0 0 0 3 3
Hedge Fund Involvement in Convertible Securities 0 0 0 18 0 0 0 49
Hedge Funds in the Aftermath of the Financial Crisis 0 0 1 1 0 0 3 3
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 2 83
In Memoriam: Jack Treynor 0 0 0 0 0 0 1 1
In Memoriam: John C. Bogle 0 0 0 0 0 0 0 0
In Memoriam: Stephen A. Ross 0 0 0 0 1 1 2 2
Is economic uncertainty priced in the cross-section of stock returns? 0 0 18 218 5 10 50 815
Macroeconomic risk and hedge fund returns 0 0 2 170 4 4 12 596
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 1 3 117 2 5 17 443
Measuring security price performance 7 13 43 2,424 12 26 96 4,629
Model Selection When There Is "Minimal" Prior Information 0 0 0 39 1 1 3 121
Mutual fund styles 0 1 1 437 1 5 12 1,057
Offshore Hedge Funds: Survival and Performance, 1989-95 0 0 5 415 2 5 18 1,703
Performance Persistence 1 2 4 368 6 8 16 982
Portfolio Concentration and Investment Manager Performance* 0 1 7 124 1 2 20 481
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 1 4 544
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 0 115
Sensation Seeking and Hedge Funds 0 0 5 53 1 3 15 162
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 0 1 1 59
Starting on the wrong foot: Seasonality in mutual fund performance 0 0 0 11 1 1 1 61
Survival 0 0 1 79 2 5 16 230
Survivorship Bias in Performance Studies 0 1 7 744 2 7 23 2,114
Systematic risk and the cross section of hedge fund returns 1 1 6 56 2 3 14 258
The Contributions of Stephen A. Ross to Financial Economics 0 0 0 17 0 1 7 74
The Effect of Estimation Risk on Capital Market Equilibrium 0 1 2 42 0 1 3 117
The Efficient Market Hypothesis, the Financial Analysts Journal, and the Professional Status of Investment Management 0 1 2 2 2 6 12 12
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 0 1 3 553 3 4 9 1,139
The Japanese Open-End Fund Puzzle 0 0 0 69 0 0 3 611
The efficient markets hypothesis: The demise of the demon of chance? 0 0 0 0 0 0 2 333
The return to value in Asian stock markets 0 0 0 61 0 0 2 184
The returns to value and momentum in Asian Markets 0 0 0 89 1 1 3 270
Trust and delegation 0 0 3 43 1 1 10 330
Upside potential of hedge funds as a predictor of future performance 0 0 2 12 4 5 10 104
Using daily stock returns: The case of event studies 8 22 52 4,378 18 62 161 9,478
What is the role of institutional investors in corporate capital structure decisions? A survey analysis 0 0 1 22 2 2 10 137
Why Hedge Funds? 0 0 0 0 0 0 1 1
Total Journal Articles 21 54 200 13,227 99 209 690 34,238

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 2 9 532
Total Books 0 0 0 0 1 2 9 532

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

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Statistics updated 2025-11-08