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 5 7 13 14
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 29 3 4 9 291
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 1 1 9 324
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 181 3 4 14 720
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 59 2 2 11 238
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 0 1 2 9 12
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 365 4 5 12 893
Estimating Operational Risk for Hedge Funds: The ?-Score 0 0 0 2 4 7 19 24
Fees on Fees in Funds of Funds 0 0 0 272 3 8 19 850
Fees on Fees in Funds of Funds 0 0 0 0 1 5 6 8
Fees on Fees in Funds of Funds 0 0 0 127 3 3 12 440
Fees on Fees in Funds of Funds 0 0 0 401 3 5 17 926
Hedge Funds With Style 0 0 0 1 4 4 10 13
Hedge Funds With Style 0 0 0 902 5 5 11 2,375
Hedge Funds With Style 0 0 0 122 2 3 10 417
Hedge Funds With Style 0 0 0 436 1 2 13 1,187
Hedge Funds and the Asian Currency Crisis of 1997 0 0 1 259 2 3 11 679
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 10 11 18 796
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 760 12 34 65 2,263
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 1 3 10 16
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 307 1 3 12 1,277
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 1 105 2 3 6 584
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 2 1 4 24 35
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 111 2 4 16 548
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 0 2 3 4 9 16
Mutual Fund Styles 0 0 0 578 1 4 18 1,368
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 2 8 240
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 1 2 3 5
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 1 4 8 151
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 4 4 9 358
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 3 4 11 2,221
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 5 5 16 360
Performance Persistence 0 0 0 669 3 4 22 1,542
Positive Portfolio Factors 0 0 0 141 5 6 12 482
Positive Portfolio Factors 0 0 0 32 0 0 4 157
Positive Portfolio Factors 0 0 0 0 1 3 4 4
Positive Portfolio Factors 0 0 0 124 3 3 10 409
Post-Announcement Drift 0 0 0 2 0 0 5 786
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 1 134 1 4 23 607
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 4 4 14 591
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 2 7 3 9 17 36
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 2 5 22 1,538
The Japanese Open-End Fund Puzzle 0 0 0 126 3 5 14 416
The Japanese Open-End Fund Puzzle 0 0 0 0 0 2 7 251
The Open-End Japanese Mutual Fund Puzzle 0 0 0 0 2 2 9 11
The Open-End Japanese Mutual Fund Puzzle 0 0 0 59 1 1 6 266
Trust and Delegation 0 0 0 0 1 2 4 5
Trust and Delegation 0 0 0 45 0 2 10 245
Total Working Papers 0 0 5 7,489 123 213 621 26,995

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 3
2016 Report to Readers 0 0 0 0 1 1 6 7
2017 Report to Readers 0 0 0 0 3 5 8 9
A Lottery-Demand-Based Explanation of the Beta Anomaly 1 3 7 116 5 11 24 364
A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm 0 0 2 151 5 5 14 317
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 1 2 19 143
Anomalies in Security Returns and the Specification of the Market Model 0 1 1 15 4 6 9 52
Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion 0 0 0 12 2 4 8 64
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 0 1 2 141 5 14 49 545
Climate Risk 0 0 0 1 3 4 5 8
Convertibles and Hedge Funds as Distributors of Equity Exposure 0 0 0 10 5 6 20 95
Credit Cards: Transactional Convenience or Debt‐Trap? 0 1 10 22 6 13 40 93
Derived factors in event studies 0 0 1 223 2 3 9 422
Differential Information and Security Market Equilibrium 0 0 3 213 3 10 23 611
Differential information and the small firm effect 0 0 3 870 5 7 15 1,857
Disagreement in economic forecasts and equity returns: risk or mispricing? 0 0 2 5 0 6 12 26
Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? 0 0 0 20 0 6 14 67
Do Hedge Funds Outperform Stocks and Bonds? 0 0 1 48 4 8 15 129
Do hedge funds' exposures to risk factors predict their future returns? 0 2 3 99 2 6 14 342
Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? 0 1 1 7 2 4 7 32
Doubling: Nick Leeson's trading strategy 0 0 1 350 5 5 15 1,262
Elusive return predictability: Discussion 0 0 0 7 2 2 4 61
Estimating Operational Risk for Hedge Funds: The ω-Score 0 0 0 0 2 6 11 13
Estimating the cost of capital with basis assets 0 0 0 29 4 4 11 102
Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 0 83 2 3 7 271
From the Editor 0 0 0 0 2 2 5 7
Hedge Fund Involvement in Convertible Securities 0 0 0 18 4 5 7 56
Hedge Funds in the Aftermath of the Financial Crisis 0 0 0 1 2 5 11 14
Hedge funds: Omniscient or just plain wrong 0 0 0 34 1 3 5 129
Heteroscedasticity in the Market Model: A Comment 0 0 0 34 1 1 6 88
In Memoriam: Jack Treynor 0 0 0 0 2 2 3 4
In Memoriam: John C. Bogle 0 0 0 0 4 5 6 6
In Memoriam: Stephen A. Ross 0 1 1 1 2 4 6 7
Is economic uncertainty priced in the cross-section of stock returns? 1 6 14 225 15 31 74 864
Macroeconomic risk and hedge fund returns 0 1 2 171 3 9 28 618
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 1 1 5 121 7 9 23 459
Measuring security price performance 5 18 56 2,458 16 45 133 4,713
Model Selection When There Is "Minimal" Prior Information 0 0 0 39 0 0 9 127
Mutual fund styles 0 0 2 438 1 5 22 1,073
Offshore Hedge Funds: Survival and Performance, 1989-95 0 0 3 416 2 9 28 1,722
Performance Persistence 1 2 6 372 5 12 39 1,010
Portfolio Concentration and Investment Manager Performance* 0 0 3 126 3 5 14 492
Quantitative measures of operational risk: an application to funds management 0 0 0 15 0 1 4 73
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 1 2 9 550
Risk premia in Pacific-Basin capital markets 0 1 1 45 3 4 6 163
Risk premia in international equity markets revisited 0 0 0 33 1 2 5 120
Sensation Seeking and Hedge Funds 1 1 3 56 5 11 18 176
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 0 0 3 61
Starting on the wrong foot: Seasonality in mutual fund performance 0 1 1 12 3 6 12 72
Survival 0 1 2 81 2 3 17 239
Survivorship Bias in Performance Studies 2 3 11 754 7 14 44 2,147
Systematic risk and the cross section of hedge fund returns 0 0 2 57 6 8 16 271
The Contributions of Stephen A. Ross to Financial Economics 0 0 0 17 4 8 14 86
The Effect of Estimation Risk on Capital Market Equilibrium 1 1 2 43 3 3 6 122
The Efficient Market Hypothesis, the Financial Analysts Journal, and the Professional Status of Investment Management 1 2 3 4 5 11 24 28
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 1 1 2 554 1 3 12 1,147
The Japanese Open-End Fund Puzzle 0 0 0 69 4 6 23 631
The efficient markets hypothesis: The demise of the demon of chance? 0 0 0 0 1 2 3 335
The return to value in Asian stock markets 0 1 1 62 7 11 16 199
The returns to value and momentum in Asian Markets 0 0 0 89 2 5 10 278
Trust and delegation 0 0 0 43 0 1 10 338
Upside potential of hedge funds as a predictor of future performance 0 0 2 12 6 10 25 120
Using daily stock returns: The case of event studies 11 22 77 4,424 39 83 282 9,657
What is the role of institutional investors in corporate capital structure decisions? A survey analysis 0 0 1 22 3 4 16 149
Why Hedge Funds? 0 0 0 0 4 5 9 10
Total Journal Articles 26 72 237 13,376 251 497 1,364 35,256

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 5 26 554
Total Books 0 0 0 0 1 5 26 554

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 3 4 7 11
FEES ON FEES IN FUNDS OF FUNDS 0 0 1 2 4 9 16 76
Total Chapters 0 0 1 2 7 13 23 87

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Statistics updated 2026-05-06