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Stephen J. Brown
Stephen J. Brown
David S. Loeb Professor of Finance, NYU Stern School of Business
Verified email at stern.nyu.edu
Title
Cited by
Cited by
Year
Using daily stock returns: The case of event studies
SJ Brown, JB Warner
Journal of financial economics 14 (1), 3-31, 1985
108531985
Modern portfolio theory and investment analysis
EJ Elton, MJ Gruber, SJ Brown, WN Goetzmann
John Wiley & Sons, 2009
71482009
Measuring security price performance
SJ Brown, JB Warner
Journal of financial economics 8 (3), 205-258, 1980
61171980
Performance persistence
SJ Brown, WN Goetzmann
The Journal of finance 50 (2), 679-698, 1995
19811995
Performance persistence
SJ Brown, WN Goetzmann
The Journal of finance 50 (2), 679-698, 1995
19811995
Survivorship bias in performance studies
SJ Brown, W Goetzmann, RG Ibbotson, SA Ross
The Review of Financial Studies 5 (4), 553-580, 1992
15721992
Differential information and security market equilibrium
CB Barry, SJ Brown
Journal of financial and quantitative analysis 20 (4), 407-422, 1985
14071985
Offshore hedge funds: Survival and performance 1989-1995
SJ Brown, WN Goetzmann, RG Ibbotson
National Bureau of Economic Research, 1997
10711997
Offshore hedge funds: Survival and performance 1989-1995
SJ Brown, WN Goetzmann, RG Ibbotson
National Bureau of Economic Research, 1997
10711997
Differential information and the small firm effect
CB Barry, SJ Brown
Journal of financial economics 13 (2), 283-294, 1984
9011984
The theory of public utility pricing
SJ Brown, DS Sibley
Cambridge University Press, 1986
8491986
Mutual fund styles
SJ Brown, WN Goetzmann
Journal of financial Economics 43 (3), 373-399, 1997
7651997
Survival
SJ Brown, WN Goetzmann, SA Ross
The Journal of Finance 50 (3), 853-873, 1995
6761995
Careers and survival: Competition and risk in the hedge fund and CTA industry
SJ Brown, WN Goetzmann, J Park
The Journal of Finance 56 (5), 1869-1886, 2001
6392001
Estimation risk and optimal portfolio choice
VS Bawa, SJ Brown, RW Klein
(No Title), 1979
5961979
The empirical implications of the Cox, Ingersoll, Ross theory of the term structure of interest rates
SJ Brown, PH Dybvig
The Journal of Finance 41 (3), 617-630, 1986
5051986
Hedge funds with style
SJ Brown, WN Goetzmann
National Bureau of Economic Research, 2001
4512001
Is economic uncertainty priced in the cross-section of stock returns?
TG Bali, SJ Brown, Y Tang
Journal of Financial Economics 126 (3), 471-489, 2017
3512017
A lottery-demand-based explanation of the beta anomaly
TG Bali, SJ Brown, S Murray, Y Tang
Journal of Financial and Quantitative Analysis 52 (6), 2369-2397, 2017
3412017
Macroeconomic risk and hedge fund returns
TG Bali, SJ Brown, MO Caglayan
Journal of Financial Economics 114 (1), 1-19, 2014
3362014
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