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 0 0 0 1 2
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 2 2 3 317
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 29 1 1 1 283
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 59 2 2 5 230
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 365 0 1 2 882
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 181 1 1 1 707
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 0 1 2 4 6
Estimating Operational Risk for Hedge Funds: The ?-Score 0 0 0 2 1 2 4 8
Fees on Fees in Funds of Funds 0 0 0 401 1 2 5 912
Fees on Fees in Funds of Funds 0 0 0 272 0 1 2 833
Fees on Fees in Funds of Funds 0 0 0 127 0 0 2 430
Fees on Fees in Funds of Funds 0 0 0 0 0 0 1 2
Hedge Funds With Style 0 0 0 436 1 2 4 1,177
Hedge Funds With Style 0 0 0 122 1 1 1 408
Hedge Funds With Style 0 0 0 902 2 2 4 2,368
Hedge Funds With Style 0 0 0 1 2 3 5 7
Hedge Funds and the Asian Currency Crisis of 1997 1 1 2 259 1 1 3 670
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 1 4 781
Hedge Funds and the Asian Currency Crisis of 1997 0 0 3 760 1 3 13 2,204
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 1 1 5 10
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 0 307 3 4 7 1,269
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 1 2 4 5 10 19
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 111 1 6 7 538
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 0 2 1 1 1 8
Mutual Fund Styles 0 0 1 578 1 1 6 1,353
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 0 0 1 144
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 0 1 2 234
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 1 2 3 352
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 1 1 4 2,213
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 0 1 2 346
Performance Persistence 0 0 1 669 3 5 13 1,529
Positive Portfolio Factors 0 0 1 141 1 2 7 473
Positive Portfolio Factors 0 0 0 32 1 1 3 155
Positive Portfolio Factors 0 0 0 0 0 0 0 0
Positive Portfolio Factors 0 0 0 124 2 3 4 402
Post-Announcement Drift 0 0 0 2 2 2 3 783
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 1 3 6 0 3 8 23
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 0 1 11 582
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 4 134 2 4 17 592
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 1 4 9 1,522
The Japanese Open-End Fund Puzzle 0 0 0 0 2 2 2 246
The Japanese Open-End Fund Puzzle 0 0 0 126 0 1 1 403
The Open-End Japanese Mutual Fund Puzzle 0 0 0 0 1 1 1 3
The Open-End Japanese Mutual Fund Puzzle 0 0 0 59 0 0 0 260
Trust and Delegation 0 0 0 0 0 1 1 2
Trust and Delegation 0 0 0 45 1 2 4 238
Total Working Papers 1 2 18 7,488 46 82 201 26,508


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 0 1 2 2
2016 Report to Readers 0 0 0 0 0 1 2 2
2017 Report to Readers 0 0 0 0 1 1 2 2
A Lottery-Demand-Based Explanation of the Beta Anomaly 1 2 4 111 2 4 10 346
A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm 0 1 5 151 1 4 12 311
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 3 4 4 128
Anomalies in Security Returns and the Specification of the Market Model 0 0 0 14 0 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 0 3 140 2 3 10 501
Climate Risk 0 0 0 1 0 0 2 3
Convertibles and Hedge Funds as Distributors of Equity Exposure 0 0 0 10 0 2 3 77
Credit Cards: Transactional Convenience or Debt‐Trap? 1 2 5 16 7 9 18 65
Derived factors in event studies 1 1 2 223 1 1 5 415
Differential Information and Security Market Equilibrium 1 2 3 212 3 5 12 595
Differential information and the small firm effect 0 2 6 870 0 2 16 1,845
Disagreement in economic forecasts and equity returns: risk or mispricing? 0 1 2 4 1 2 5 17
Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? 0 0 0 20 0 1 2 55
Do Hedge Funds Outperform Stocks and Bonds? 0 0 1 47 0 2 3 116
Do hedge funds' exposures to risk factors predict their future returns? 0 0 1 96 2 3 10 333
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 1 1 1 350 2 4 5 1,252
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 0 2 6 6
Estimating the cost of capital with basis assets 0 0 0 29 0 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 1 1 1 50
Hedge Funds in the Aftermath of the Financial Crisis 0 0 1 1 0 0 1 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 1 1 3 84
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 0 1 2 2
Is economic uncertainty priced in the cross-section of stock returns? 0 0 18 218 5 12 54 820
Macroeconomic risk and hedge fund returns 0 0 2 170 5 9 16 601
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 1 2 4 118 3 7 17 446
Measuring security price performance 4 14 44 2,428 11 31 96 4,640
Model Selection When There Is "Minimal" Prior Information 0 0 0 39 0 1 3 121
Mutual fund styles 0 0 1 437 1 3 13 1,058
Offshore Hedge Funds: Survival and Performance, 1989-95 1 1 5 416 6 8 21 1,709
Performance Persistence 0 2 4 368 8 15 24 990
Portfolio Concentration and Investment Manager Performance* 0 0 4 124 3 4 15 484
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 0 1 4 544
Risk premia in Pacific-Basin capital markets 0 0 0 44 1 1 1 158
Risk premia in international equity markets revisited 0 0 0 33 0 0 0 115
Sensation Seeking and Hedge Funds 1 1 6 54 1 3 15 163
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 0 0 1 59
Starting on the wrong foot: Seasonality in mutual fund performance 0 0 0 11 2 3 3 63
Survival 0 0 1 79 2 5 17 232
Survivorship Bias in Performance Studies 4 5 10 748 6 10 28 2,120
Systematic risk and the cross section of hedge fund returns 0 1 5 56 1 3 13 259
The Contributions of Stephen A. Ross to Financial Economics 0 0 0 17 1 2 7 75
The Effect of Estimation Risk on Capital Market Equilibrium 0 1 1 42 0 1 1 117
The Efficient Market Hypothesis, the Financial Analysts Journal, and the Professional Status of Investment Management 0 1 2 2 4 8 16 16
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 0 1 2 553 2 6 9 1,141
The Japanese Open-End Fund Puzzle 0 0 0 69 1 1 4 612
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 2 3 5 272
Trust and delegation 0 0 3 43 0 1 9 330
Upside potential of hedge funds as a predictor of future performance 0 0 2 12 0 4 10 104
Using daily stock returns: The case of event studies 8 27 54 4,386 31 74 181 9,509
What is the role of institutional investors in corporate capital structure decisions? A survey analysis 0 0 1 22 0 2 8 137
Why Hedge Funds? 0 0 0 0 0 0 1 1
Total Journal Articles 24 68 203 13,251 123 277 747 34,361


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 5 7 12 537
Total Books 0 0 0 0 5 7 12 537


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 0 4
FEES ON FEES IN FUNDS OF FUNDS 0 0 0 1 0 0 0 60
Total Chapters 0 0 0 1 0 0 0 64


Statistics updated 2025-12-06