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 1 4 5 301
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 29 0 1 4 260
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 363 0 1 6 865
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 1 1 180 0 6 11 691
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 1 58 0 2 8 211
Estimating Operational Risk for Hedge Funds: The ?-Score 0 0 1 66 0 4 12 257
Fees on Fees in Funds of Funds 0 0 1 125 2 6 12 387
Fees on Fees in Funds of Funds 0 1 4 396 1 5 13 883
Fees on Fees in Funds of Funds 0 0 0 267 0 2 5 792
Hedge Funds With Style 0 0 0 899 1 3 4 2,337
Hedge Funds With Style 0 0 0 435 1 2 4 1,157
Hedge Funds With Style 0 0 0 119 0 1 1 382
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 5 7 758
Hedge Funds and the Asian Currency Crisis of 1997 0 0 1 751 1 4 6 2,157
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 256 0 2 3 654
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 1 1 2 299 1 6 10 1,181
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 1 106 1 8 19 479
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 1 99 3 12 24 460
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 0 23 2 13 37 172
Mutual Fund Styles 0 0 0 573 0 4 9 1,317
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 0 2 4 136
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 2 4 221
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 1 3 7 335
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 581 1 6 12 2,181
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 0 5 5 328
Performance Persistence 1 2 5 645 3 9 30 1,446
Positive Portfolio Factors 0 0 0 32 0 7 7 146
Positive Portfolio Factors 0 1 1 124 0 4 5 387
Positive Portfolio Factors 0 0 0 140 0 2 3 460
Post-Announcement Drift 0 0 0 2 0 2 3 753
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 3 14 28 490
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 2 2 4 119 2 11 17 503
The Dow Theory: William Peter Hamilton's Track Record Re-considered 1 2 3 364 3 12 17 1,457
The Japanese Open-End Fund Puzzle 0 0 0 124 0 1 5 384
The Japanese Open-End Fund Puzzle 0 0 0 0 0 1 4 232
The Open-End Japanese Mutual Fund Puzzle 0 0 0 58 1 2 2 252
Trust and Delegation 0 0 0 43 1 5 13 212
Trust and Delegation 0 0 1 14 1 7 14 106
Total Working Papers 5 10 27 7,465 30 186 380 25,730


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 2 5 19 36 6 17 43 96
A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm 1 2 4 134 2 8 14 267
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 0 2 3 119
Anomalies in Security Returns and the Specification of the Market Model 0 0 1 13 0 1 2 36
Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion 0 0 0 12 0 1 3 52
Convertibles and Hedge Funds as Distributors of Equity Exposure 0 0 0 4 0 1 2 47
Derived factors in event studies 1 2 4 199 1 5 16 367
Differential Information and Security Market Equilibrium 1 1 7 182 2 6 23 469
Differential information and the small firm effect 0 13 43 702 8 35 104 1,485
Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? 0 0 4 7 0 2 8 16
Do Hedge Funds Outperform Stocks and Bonds? 2 6 8 21 3 9 16 38
Do hedge funds' exposures to risk factors predict their future returns? 0 2 7 73 1 10 20 256
Doubling: Nick Leeson's trading strategy 0 6 10 334 1 23 42 1,142
Elusive return predictability: Discussion 0 0 0 7 0 1 1 27
Estimating the cost of capital with basis assets 0 0 2 28 0 2 9 78
Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 1 1 79 1 3 4 182
Hedge Fund Involvement in Convertible Securities 0 0 0 17 0 1 1 44
Hedge funds: Omniscient or just plain wrong 0 1 2 33 0 2 4 117
Heteroscedasticity in the Market Model: A Comment 0 0 1 33 0 1 2 73
Is economic uncertainty priced in the cross-section of stock returns? 2 7 35 87 9 25 110 282
Macroeconomic risk and hedge fund returns 1 3 7 109 4 14 29 338
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 0 106 3 12 21 351
Measuring security price performance 0 4 36 2,016 5 20 111 3,758
Model Selection When There Is "Minimal" Prior Information 0 0 1 35 1 3 8 99
Mutual fund styles 0 4 10 409 4 18 44 923
Offshore Hedge Funds: Survival and Performance, 1989-95 2 11 42 340 6 31 121 1,442
Performance Persistence 2 10 38 278 6 27 101 720
Portfolio Concentration and Investment Manager Performance* 0 2 3 98 0 3 10 395
Quantitative measures of operational risk: an application to funds management 0 0 0 12 0 1 5 55
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 87 1 2 3 517
Risk premia in Pacific-Basin capital markets 0 1 6 43 0 3 9 144
Risk premia in international equity markets revisited 0 0 0 33 0 3 3 101
Sensation Seeking and Hedge Funds 0 1 10 11 3 8 36 39
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 0 1 1 55
Starting on the wrong foot: Seasonality in mutual fund performance 0 1 1 5 0 5 7 25
Survival 0 1 3 64 0 2 4 148
Survivorship Bias in Performance Studies 1 1 9 681 3 7 38 1,920
Systematic risk and the cross section of hedge fund returns 1 1 7 30 2 8 22 171
The Effect of Estimation Risk on Capital Market Equilibrium 0 1 4 33 1 4 8 86
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 2 5 11 515 6 13 22 1,040
The Japanese Open-End Fund Puzzle 0 0 0 69 0 5 6 580
The efficient markets hypothesis: The demise of the demon of chance? 0 0 0 0 0 3 13 282
The return to value in Asian stock markets 2 2 4 58 2 4 11 166
The returns to value and momentum in Asian Markets 1 2 4 85 1 4 11 246
Trust and delegation 0 0 1 25 1 9 16 236
Upside potential of hedge funds as a predictor of future performance 0 1 4 4 4 11 41 41
Using daily stock returns: The case of event studies 3 14 55 4,005 16 53 215 8,272
What is the role of institutional investors in corporate capital structure decisions? A survey analysis 1 4 4 4 1 9 9 9
Total Journal Articles 25 115 408 11,175 104 438 1,352 27,352


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 4 16 64 301
Total Books 0 0 0 0 4 16 64 301


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
FEES ON FEES IN FUNDS OF FUNDS 0 0 0 0 0 2 4 26
Total Chapters 0 0 0 0 0 2 4 26


Statistics updated 2020-01-03