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 0 0 1 282
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 0 0 1 1 2
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 0 0 1 315
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 59 1 1 3 228
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 181 0 0 0 706
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 365 0 0 1 881
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 0 0 0 2 4
Estimating Operational Risk for Hedge Funds: The ?-Score 0 0 0 2 1 1 2 6
Fees on Fees in Funds of Funds 0 0 0 0 0 0 1 2
Fees on Fees in Funds of Funds 0 0 0 272 0 1 2 832
Fees on Fees in Funds of Funds 0 0 0 127 0 1 3 430
Fees on Fees in Funds of Funds 0 0 0 401 0 1 6 910
Hedge Funds With Style 0 0 0 902 1 2 2 2,366
Hedge Funds With Style 0 0 0 1 0 1 2 4
Hedge Funds With Style 0 0 0 436 1 1 2 1,175
Hedge Funds With Style 0 0 1 122 0 0 1 407
Hedge Funds and the Asian Currency Crisis of 1997 0 0 3 760 0 3 13 2,201
Hedge Funds and the Asian Currency Crisis of 1997 0 0 1 258 0 1 2 669
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 1 3 4 9
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 1 2 4 780
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 307 0 0 4 1,265
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 0 111 0 0 2 532
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 1 2 0 3 6 14
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 0 2 0 0 1 7
Mutual Fund Styles 0 0 1 578 0 1 5 1,352
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 1 1 1 144
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 1 1 233
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 1 1 3
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 1 1 1 350
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 1 2 3 2,212
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 0 1 1 345
Performance Persistence 0 0 1 669 0 4 8 1,524
Positive Portfolio Factors 0 0 0 124 0 0 2 399
Positive Portfolio Factors 0 0 0 0 0 0 0 0
Positive Portfolio Factors 0 0 1 141 1 1 5 471
Positive Portfolio Factors 0 0 0 32 0 1 2 154
Post-Announcement Drift 0 0 0 2 0 0 2 781
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 4 5 1 1 8 20
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 0 1 13 581
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 1 1 5 134 1 2 24 588
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 0 0 6 1,518
The Japanese Open-End Fund Puzzle 0 0 0 126 0 0 0 402
The Japanese Open-End Fund Puzzle 0 0 0 0 0 0 0 244
The Open-End Japanese Mutual Fund Puzzle 0 0 0 59 0 0 0 260
The Open-End Japanese Mutual Fund Puzzle 0 0 0 0 0 0 0 2
Trust and Delegation 0 0 0 45 1 1 2 236
Trust and Delegation 0 0 0 0 0 0 0 1
Total Working Papers 1 1 20 7,486 13 41 154 26,426


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 0 0 3 109 1 1 13 342
A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm 0 0 4 150 1 2 9 307
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 0 0 0 124
Anomalies in Security Returns and the Specification of the Market Model 0 0 0 14 0 0 0 43
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 1 1 5 140 2 2 11 498
Convertibles and Hedge Funds as Distributors of Equity Exposure 0 0 0 10 0 0 1 75
Credit Cards: Transactional Convenience or Debt‐Trap? 1 1 4 14 2 2 10 56
Derived factors in event studies 0 0 2 222 0 1 5 414
Differential Information and Security Market Equilibrium 0 0 3 210 1 1 9 590
Differential information and the small firm effect 0 1 4 868 0 1 14 1,843
Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? 0 0 0 20 0 0 1 54
Do Hedge Funds Outperform Stocks and Bonds? 0 0 1 47 0 0 2 114
Do hedge funds' exposures to risk factors predict their future returns? 0 0 2 96 0 1 12 330
Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? 0 0 0 6 0 0 1 25
Doubling: Nick Leeson's trading strategy 0 0 0 349 0 1 1 1,248
Elusive return predictability: Discussion 0 0 0 7 0 0 10 57
Estimating the cost of capital with basis assets 0 0 0 29 0 0 2 91
Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 1 83 0 0 2 264
Hedge Fund Involvement in Convertible Securities 0 0 0 18 0 0 0 49
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 0 1 2 83
Is economic uncertainty priced in the cross-section of stock returns? 0 3 19 218 3 12 48 808
Macroeconomic risk and hedge fund returns 0 0 3 170 0 1 10 592
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 2 116 1 1 15 439
Measuring security price performance 3 10 49 2,414 6 20 101 4,609
Model Selection When There Is "Minimal" Prior Information 0 0 0 39 0 2 3 120
Mutual fund styles 1 1 1 437 3 3 11 1,055
Offshore Hedge Funds: Survival and Performance, 1989-95 0 2 6 415 3 7 20 1,701
Performance Persistence 0 0 2 366 1 4 10 975
Portfolio Concentration and Investment Manager Performance* 1 1 12 124 1 2 30 480
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 2 4 543
Risk premia in Pacific-Basin capital markets 0 0 0 44 0 0 0 157
Risk premia in international equity markets revisited 0 0 0 33 0 0 1 115
Sensation Seeking and Hedge Funds 0 0 6 53 1 2 15 160
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 1 1 1 59
Starting on the wrong foot: Seasonality in mutual fund performance 0 0 1 11 0 0 2 60
Survival 0 0 1 79 2 5 15 227
Survivorship Bias in Performance Studies 0 0 7 743 3 4 24 2,110
Systematic risk and the cross section of hedge fund returns 0 0 5 55 1 1 14 256
The Contributions of Stephen A. Ross to Financial Economics 0 0 0 17 0 1 9 73
The Effect of Estimation Risk on Capital Market Equilibrium 0 0 2 41 0 0 3 116
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 0 0 3 552 0 0 9 1,135
The Japanese Open-End Fund Puzzle 0 0 0 69 0 3 3 611
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 1 2 184
The returns to value and momentum in Asian Markets 0 0 0 89 0 1 2 269
Trust and delegation 0 0 3 43 0 1 9 329
Upside potential of hedge funds as a predictor of future performance 0 2 2 12 1 5 6 100
Using daily stock returns: The case of event studies 3 9 42 4,359 19 48 138 9,435
What is the role of institutional investors in corporate capital structure decisions? A survey analysis 0 1 2 22 0 2 10 135
Total Journal Articles 10 32 197 13,177 53 142 623 34,042


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 8 530
Total Books 0 0 0 0 0 2 8 530


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


Statistics updated 2025-09-05