Access Statistics for Stephen J. Brown

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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 5 13 14
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 0 1 9 324
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 29 0 3 9 291
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 59 0 2 11 238
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 0 1 2 9 13
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 181 0 3 14 720
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 365 0 7 15 896
Estimating Operational Risk for Hedge Funds: The ?-Score 0 1 1 3 0 5 20 25
Fees on Fees in Funds of Funds 0 1 1 128 0 4 12 441
Fees on Fees in Funds of Funds 0 1 1 1 0 2 7 9
Fees on Fees in Funds of Funds 0 0 0 401 1 4 18 927
Fees on Fees in Funds of Funds 0 0 0 272 0 4 20 851
Hedge Funds With Style 0 0 0 1 0 8 14 17
Hedge Funds With Style 0 0 0 436 0 3 15 1,189
Hedge Funds With Style 0 0 0 902 0 5 11 2,375
Hedge Funds With Style 0 0 0 122 0 2 10 417
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 12 20 798
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 760 4 21 73 2,272
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 6 7 16 22
Hedge Funds and the Asian Currency Crisis of 1997 0 0 1 259 0 2 11 679
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 307 1 4 15 1,280
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 105 1 4 7 586
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 2 1 6 28 40
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 111 0 2 16 548
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 2 2 4 0 5 11 18
Mutual Fund Styles 0 0 0 578 0 2 18 1,369
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 0 8 240
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 0 1 8 151
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 1 3 5
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 1 5 12 2,223
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 0 4 9 358
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 0 6 16 361
Performance Persistence 0 0 0 669 0 3 20 1,542
Positive Portfolio Factors 0 0 0 141 1 6 13 483
Positive Portfolio Factors 0 0 0 124 0 3 10 409
Positive Portfolio Factors 0 0 0 32 0 0 4 157
Positive Portfolio Factors 0 0 0 0 0 1 4 4
Post-Announcement Drift 0 0 0 2 0 1 6 787
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 2 7 0 4 18 37
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 1 2 135 0 2 22 608
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 1 7 14 594
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 0 2 20 1,538
The Japanese Open-End Fund Puzzle 0 0 0 0 0 1 8 252
The Japanese Open-End Fund Puzzle 0 0 0 126 0 3 14 416
The Open-End Japanese Mutual Fund Puzzle 0 0 0 0 0 2 9 11
The Open-End Japanese Mutual Fund Puzzle 0 0 0 59 0 1 6 266
Trust and Delegation 0 1 1 1 0 3 6 7
Trust and Delegation 0 0 0 45 1 2 12 247
Total Working Papers 0 7 11 7,496 19 183 664 27,055

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 3
2016 Report to Readers 0 0 0 0 0 1 6 7
2017 Report to Readers 0 0 0 0 0 3 8 9
A Lottery-Demand-Based Explanation of the Beta Anomaly 0 1 7 116 2 9 27 368
A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm 0 0 1 151 0 5 12 317
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 2 3 21 145
Anomalies in Security Returns and the Specification of the Market Model 0 0 1 15 0 4 9 52
Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion 0 0 0 12 0 2 8 64
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 0 0 2 141 1 9 53 549
Climate Risk 0 0 0 1 0 3 5 8
Convertibles and Hedge Funds as Distributors of Equity Exposure 0 0 0 10 0 6 21 96
Credit Cards: Transactional Convenience or Debt‐Trap? 1 1 10 23 5 14 47 101
Derived factors in event studies 0 0 1 223 1 3 10 423
Differential Information and Security Market Equilibrium 1 2 5 215 2 6 25 614
Differential information and the small firm effect 1 2 4 872 5 12 21 1,864
Disagreement in economic forecasts and equity returns: risk or mispricing? 0 0 2 5 1 9 20 35
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 4 15 129
Do hedge funds' exposures to risk factors predict their future returns? 0 0 3 99 1 3 14 343
Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? 0 1 2 8 0 3 8 33
Doubling: Nick Leeson's trading strategy 1 1 2 351 1 6 15 1,263
Elusive return predictability: Discussion 0 0 0 7 0 2 4 61
Estimating Operational Risk for Hedge Funds: The ω-Score 0 0 0 0 1 4 13 15
Estimating the cost of capital with basis assets 0 0 0 29 0 5 12 103
Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 0 83 0 2 7 271
From the Editor 0 0 0 0 0 2 4 7
Hedge Fund Involvement in Convertible Securities 0 0 0 18 0 5 8 57
Hedge Funds in the Aftermath of the Financial Crisis 0 1 1 2 0 3 12 15
Hedge funds: Omniscient or just plain wrong 0 0 0 34 0 1 5 129
Heteroscedasticity in the Market Model: A Comment 0 0 0 34 0 1 6 88
In Memoriam: Jack Treynor 0 0 0 0 0 2 3 4
In Memoriam: John C. Bogle 0 0 0 0 0 4 6 6
In Memoriam: Stephen A. Ross 0 0 1 1 0 2 6 7
Is economic uncertainty priced in the cross-section of stock returns? 4 6 13 230 9 34 83 883
Macroeconomic risk and hedge fund returns 0 0 1 171 1 5 28 620
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 1 5 121 1 8 22 460
Measuring security price performance 3 12 56 2,465 8 30 129 4,727
Model Selection When There Is "Minimal" Prior Information 0 0 0 39 0 0 8 127
Mutual fund styles 0 0 2 438 1 3 23 1,075
Offshore Hedge Funds: Survival and Performance, 1989-95 0 0 2 416 1 3 28 1,723
Performance Persistence 0 3 8 374 1 9 41 1,014
Portfolio Concentration and Investment Manager Performance* 0 0 3 126 0 4 15 493
Quantitative measures of operational risk: an application to funds management 0 0 0 15 0 0 4 73
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 0 2 9 551
Risk premia in Pacific-Basin capital markets 0 0 1 45 0 3 6 163
Risk premia in international equity markets revisited 0 0 0 33 0 1 5 120
Sensation Seeking and Hedge Funds 0 1 3 56 0 6 19 177
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 0 1 12 1 6 15 75
Survival 0 0 2 81 1 3 18 240
Survivorship Bias in Performance Studies 1 5 14 757 6 26 59 2,166
Systematic risk and the cross section of hedge fund returns 0 0 2 57 0 6 16 271
The Contributions of Stephen A. Ross to Financial Economics 0 1 1 18 1 6 15 88
The Effect of Estimation Risk on Capital Market Equilibrium 0 1 2 43 0 4 7 123
The Efficient Market Hypothesis, the Financial Analysts Journal, and the Professional Status of Investment Management 0 1 3 4 0 5 23 28
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 0 2 3 555 0 3 14 1,149
The Japanese Open-End Fund Puzzle 0 0 0 69 1 7 25 634
The efficient markets hypothesis: The demise of the demon of chance? 0 0 0 0 1 3 4 337
The return to value in Asian stock markets 0 0 1 62 0 7 16 199
The returns to value and momentum in Asian Markets 0 0 0 89 1 4 12 280
Trust and delegation 1 1 1 44 2 2 12 340
Upside potential of hedge funds as a predictor of future performance 0 0 0 12 1 8 23 122
Using daily stock returns: The case of event studies 12 34 94 4,447 55 135 349 9,753
What is the role of institutional investors in corporate capital structure decisions? A survey analysis 0 0 0 22 1 6 18 152
Why Hedge Funds? 0 0 0 0 0 5 10 11
Total Journal Articles 25 77 261 13,427 115 483 1,505 35,488

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 2 26 555
Total Books 0 0 0 0 0 2 26 555

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 3 7 11
FEES ON FEES IN FUNDS OF FUNDS 0 0 1 2 1 5 17 77
Total Chapters 0 0 1 2 1 8 24 88

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Statistics updated 2026-07-10