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 1 1 10 292
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 0 0 0 12 14
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 1 1 10 325
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 0 2 3 11 15
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 59 1 1 11 239
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 365 0 0 15 896
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 181 0 0 14 720
Estimating Operational Risk for Hedge Funds: The ?-Score 0 0 1 3 0 0 19 25
Fees on Fees in Funds of Funds 0 0 1 128 0 0 11 441
Fees on Fees in Funds of Funds 0 0 0 272 0 1 20 852
Fees on Fees in Funds of Funds 0 0 1 1 2 2 9 11
Fees on Fees in Funds of Funds 0 0 0 401 1 3 19 929
Hedge Funds With Style 0 0 0 902 1 1 10 2,376
Hedge Funds With Style 0 0 0 436 0 0 14 1,189
Hedge Funds With Style 0 0 0 1 0 0 13 17
Hedge Funds With Style 0 0 0 122 2 2 12 419
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 6 13 22
Hedge Funds and the Asian Currency Crisis of 1997 0 0 1 259 0 0 10 679
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 760 0 5 72 2,273
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 0 18 798
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 111 1 2 18 550
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 105 0 1 7 586
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 2 0 1 26 40
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 307 1 3 17 1,282
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 2 4 2 2 13 20
Mutual Fund Styles 0 0 0 578 1 1 18 1,370
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 1 1 8 241
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 1 1 3 6
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 3 3 10 154
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 1 2 12 2,224
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 0 0 8 358
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 1 1 17 362
Performance Persistence 0 0 0 669 2 3 21 1,545
Positive Portfolio Factors 0 0 0 141 0 1 12 483
Positive Portfolio Factors 0 0 0 32 0 0 3 157
Positive Portfolio Factors 0 0 0 124 0 0 10 409
Positive Portfolio Factors 0 0 0 0 1 1 5 5
Post-Announcement Drift 0 0 0 2 0 0 6 787
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 1 135 1 2 22 610
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 2 7 2 3 20 40
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 0 2 14 595
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 1 2 22 1,540
The Japanese Open-End Fund Puzzle 0 0 0 0 2 2 10 254
The Japanese Open-End Fund Puzzle 0 0 0 126 0 0 14 416
The Open-End Japanese Mutual Fund Puzzle 0 0 0 0 1 1 10 12
The Open-End Japanese Mutual Fund Puzzle 0 0 0 59 0 0 6 266
Trust and Delegation 0 0 0 45 1 3 13 249
Trust and Delegation 0 0 1 1 1 1 7 8
Total Working Papers 0 0 10 7,496 35 65 675 27,101

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 0 2 3
2016 Report to Readers 0 0 0 0 0 1 7 8
2017 Report to Readers 0 0 0 0 0 0 8 9
A Lottery-Demand-Based Explanation of the Beta Anomaly 1 1 8 117 1 6 30 372
A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm 0 0 1 151 0 1 11 318
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 1 4 23 147
Anomalies in Security Returns and the Specification of the Market Model 0 0 1 15 0 0 9 52
Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion 0 0 0 12 0 0 8 64
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 0 0 1 141 1 4 54 552
Climate Risk 0 0 0 1 0 0 5 8
Convertibles and Hedge Funds as Distributors of Equity Exposure 0 0 0 10 1 2 23 98
Credit Cards: Transactional Convenience or Debt‐Trap? 0 1 9 23 0 5 45 101
Derived factors in event studies 0 0 1 223 0 2 10 424
Differential Information and Security Market Equilibrium 1 3 7 217 3 6 28 618
Differential information and the small firm effect 0 2 5 873 0 8 24 1,867
Disagreement in economic forecasts and equity returns: risk or mispricing? 0 0 2 5 1 3 22 37
Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? 0 0 0 20 0 0 13 67
Do Hedge Funds Outperform Stocks and Bonds? 0 0 1 48 0 1 16 130
Do hedge funds' exposures to risk factors predict their future returns? 0 0 3 99 0 2 14 344
Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? 0 0 2 8 0 1 9 34
Doubling: Nick Leeson's trading strategy 0 1 2 351 0 2 16 1,264
Elusive return predictability: Discussion 0 0 0 7 0 0 4 61
Estimating Operational Risk for Hedge Funds: The ω-Score 0 0 0 0 2 5 15 19
Estimating the cost of capital with basis assets 0 0 0 29 0 1 13 104
Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 0 83 0 0 7 271
From the Editor 0 0 0 0 0 1 5 8
Hedge Fund Involvement in Convertible Securities 0 0 0 18 1 1 9 58
Hedge Funds in the Aftermath of the Financial Crisis 0 0 1 2 0 3 15 18
Hedge funds: Omniscient or just plain wrong 0 0 0 34 0 1 6 130
Heteroscedasticity in the Market Model: A Comment 0 0 0 34 0 0 5 88
In Memoriam: Jack Treynor 0 0 0 0 0 0 3 4
In Memoriam: John C. Bogle 0 0 0 0 0 1 7 7
In Memoriam: Stephen A. Ross 0 0 1 1 0 0 6 7
Is economic uncertainty priced in the cross-section of stock returns? 1 6 14 232 3 18 84 892
Macroeconomic risk and hedge fund returns 0 0 1 171 0 4 31 623
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 5 121 1 4 24 463
Measuring security price performance 0 7 55 2,469 6 19 129 4,738
Model Selection When There Is "Minimal" Prior Information 0 0 0 39 0 0 7 127
Mutual fund styles 0 0 1 438 2 3 22 1,077
Offshore Hedge Funds: Survival and Performance, 1989-95 0 0 1 416 2 4 25 1,726
Performance Persistence 0 1 9 375 1 3 41 1,016
Portfolio Concentration and Investment Manager Performance* 0 0 2 126 0 3 16 496
Quantitative measures of operational risk: an application to funds management 0 0 0 15 0 1 5 74
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 0 0 8 551
Risk premia in Pacific-Basin capital markets 0 0 1 45 0 0 6 163
Risk premia in international equity markets revisited 0 0 0 33 0 0 5 120
Sensation Seeking and Hedge Funds 0 0 3 56 0 0 17 177
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 1 2 4 63
Starting on the wrong foot: Seasonality in mutual fund performance 0 0 1 12 2 3 17 77
Survival 0 1 3 82 1 7 19 246
Survivorship Bias in Performance Studies 4 6 19 762 14 24 74 2,184
Systematic risk and the cross section of hedge fund returns 0 0 2 57 0 0 15 271
The Contributions of Stephen A. Ross to Financial Economics 0 0 1 18 0 2 16 89
The Effect of Estimation Risk on Capital Market Equilibrium 0 0 2 43 0 0 7 123
The Efficient Market Hypothesis, the Financial Analysts Journal, and the Professional Status of Investment Management 0 1 4 5 0 3 23 31
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 0 0 3 555 0 0 14 1,149
The Japanese Open-End Fund Puzzle 0 1 1 70 1 3 25 636
The efficient markets hypothesis: The demise of the demon of chance? 0 0 0 0 0 1 4 337
The return to value in Asian stock markets 0 0 1 62 0 1 16 200
The returns to value and momentum in Asian Markets 0 0 0 89 0 2 12 281
Trust and delegation 0 1 1 44 2 6 15 344
Upside potential of hedge funds as a predictor of future performance 0 0 0 12 0 1 22 122
Using daily stock returns: The case of event studies 6 24 100 4,459 14 86 349 9,784
What is the role of institutional investors in corporate capital structure decisions? A survey analysis 0 0 0 22 0 1 17 152
Why Hedge Funds? 0 0 0 0 0 2 12 13
Total Journal Articles 13 56 275 13,458 61 264 1,553 35,637

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 0 0 25 555
Total Books 0 0 0 0 0 0 25 555

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 7 11
FEES ON FEES IN FUNDS OF FUNDS 0 0 1 2 2 3 19 79
Total Chapters 0 0 1 2 2 3 26 90

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Statistics updated 2026-09-10