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Brown, Stephen J.


 SSRN Author Rank: 45 by Downloads
 David S. Loeb Professor of Finance
 

New York University - Stern School of Business


 Stern School of Business
 44 West 4th Street
 New York, NY 10012-1126
 United States
 212-998-0306 (Phone)
 212-995-4233 (Fax)
 email address

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. Brown, Stephen J.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
86,363
Total
Citations
1,189
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Goetzmann, William N.
Yale School of Management - International Center for Finance
Ibbotson, Roger G.
Yale School of Management
Brown, Stephen J.
New York University - Stern School of Business
Posted:
27 Feb 97
Last Revised:
16 Dec 08
13,694
(101)
165

2.   Incl. Electronic Paper
Goetzmann, William N.
Yale School of Management - International Center for Finance
Brown, Stephen J.
New York University - Stern School of Business
Park, James M.
PARADIGM Capital Management
Posted:
11 Feb 98
Last Revised:
08 Oct 10
12,097
(130)
49

3.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Kumar, Alok
University of Miami - School of Business Administration
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
11 Feb 98
Last Revised:
16 Dec 08
10,428
(172)
22

4.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
21 Feb 01
Last Revised:
23 Dec 08
9,164
(217)
82

5.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
Posted:
01 Oct 02
Last Revised:
11 Sep 09
4,375
(878)
46

6.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Fraser, Thomas L.
Attorney in New York City
Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
Posted:
30 Sep 07
Last Revised:
11 Sep 09
3,993
(1,009)
21

7.   Incl. Electronic Paper
Goetzmann, William N.
Yale School of Management - International Center for Finance
Brown, Stephen J.
New York University - Stern School of Business
Park, James M.
PARADIGM Capital Management
Posted:
10 Feb 98
Last Revised:
16 Dec 08
3,786
(1,103)
32

8.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Grinblatt, Mark
University of California, Los Angeles (UCLA) - Finance Area
Posted:
23 Apr 98
Last Revised:
08 Oct 10
3,277
(1,427)
6

9.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
Schwarz, Christopher
University of California at Irvine
Posted:
17 Aug 09
Last Revised:
16 Feb 12
2,866
(1,816)
17

10.  
Estimating Operational Risk for Hedge Funds: The ω-Score | Show Abstract | Download |
Yale ICF Working Paper No. 08-08
Working Paper Series
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
Schwarz, Christopher
University of California at Irvine
Posted:
25 Jan 08
Last Revised:
11 Sep 09
2,676
(2,067)
14

11.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
Schwarz, Christopher
University of California at Irvine
Posted:
21 Jul 06
Last Revised:
11 Sep 09
2,624
(2,145)
42

12.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Hiraki, Takato
Tokyo University of Science - School of Management
Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations
Watanabe, Masahiro
University of Alberta - School of Business
Posted:
11 Mar 02
Last Revised:
27 Jan 13
2,521
(2,306)
32

13.  
Brown, Stephen J.
New York University - Stern School of Business
Gregoriou, Greg N.
SUNY College at Plattsburgh
Pascalau, Razvan C.
SUNY College at Plattsburgh - School of Business and Economics
Posted:
22 Jul 09
Last Revised:
09 Jul 11
1,693
(4,591)
5

14.  
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Hiraki, Takato
Tokyo University of Science - School of Management
Otsuki, Toshiyuki
International University of Japan
Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations
Posted:
23 Apr 98
1,274
(7,461)
15

15.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J.
New York University - Stern School of Business
Demirtas, K. Ozgur
Sabanci University
Posted:
15 Mar 11
Last Revised:
27 Feb 12
1,148
(8,898)
 

16.  
The Efficient Markets Hypothesis: The Demise of the Demon of Chance? | Show Abstract | Download |
NYU Stern School of Business FIN-09-28
Working Paper Series
Brown, Stephen J.
New York University - Stern School of Business
Posted:
26 Nov 09
Last Revised:
04 Feb 10
964
(11,688)
3

17.  
Brown, Stephen J.
New York University - Stern School of Business
Swan, Peter L.
University of New South Wales (UNSW)
Steenbeek, Onno W.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Gallagher, David R.
Centre for International Finance and Regulation (CIFR)
Posted:
11 Jul 05
949
(11,985)
18

18.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J.
New York University - Stern School of Business
Caglayan, Mustafa O.
Ozyegin University
Posted:
18 Feb 10
Last Revised:
27 Feb 12
912
(12,708)
9

19.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J.
New York University - Stern School of Business
Caglayan, Mustafa O.
Ozyegin University
Posted:
09 Mar 11
Last Revised:
27 Feb 12
831
(14,674)
29

20.  
Brown, Stephen J.
New York University - Stern School of Business
Schwarz, Christopher
University of California at Irvine
Posted:
28 Sep 10
Last Revised:
08 May 13
690
(19,294)
1

21.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Lajbcygier, Paul
Department of Banking & Finance, Monash University
Li, Bob
affiliation not provided to SSRN
Posted:
09 Jun 08
Last Revised:
10 Sep 13
607
(23,075)
5

22.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Hiraki, Takato
Tokyo University of Science - School of Management
Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations
Posted:
24 Sep 02
Last Revised:
15 Dec 08
566
(25,378)
8

23.  
Survival | Show Abstract | Download |
NYU Working Paper No. FIN-94-021
Working Paper Series
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
11 Nov 08
461
(33,409)
100

24.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Posted:
18 Mar 12
Last Revised:
14 Dec 12
424
(37,179)
1

25.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J.
New York University - Stern School of Business
Demirtas, K. Ozgur
Sabanci University
Posted:
07 May 12
Last Revised:
20 Dec 12
419
(37,717)
 

26.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J.
New York University - Stern School of Business
Caglayan, Mustafa O.
Ozyegin University
Posted:
20 Mar 13
Last Revised:
18 Feb 14
177
(38,607)
1

27.   Incl. Electronic Paper
Hiraki, Takato
Tokyo University of Science - School of Management
Brown, Stephen J.
New York University - Stern School of Business
Arakawa, Kiyoshi
Societe Generale Asset Management (Japan)
Ohno, Saburo
Societe Generale Asset Management (Japan)
Posted:
21 Sep 06
Last Revised:
19 Mar 09
384
(41,958)
 

28.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Park, James M.
PARADIGM Capital Management
Posted:
04 Nov 08
Last Revised:
23 Dec 08
366
(44,503)
111

29.  
Brown, Stephen J.
New York University - Stern School of Business
Grundy, Bruce D.
University of Melbourne
Lewis, Craig M.
Vanderbilt University - Finance
Verwijmeren, Patrick
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
11 Mar 10
Last Revised:
23 Nov 12
292
(58,090)
7

30.  
Post-Announcement Drift | Show Abstract | Download |
NYU Working Paper No. FIN-96-019
Working Paper Series
Brown, Stephen J.
New York University - Stern School of Business
Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
07 Nov 08
277
(61,652)
2

31.  
Doubling: Nick Leeson's Trading Strategy | Show Abstract | Download |
NYU Working Paper No. FIN-00-058
Working Paper Series
Brown, Stephen J.
New York University - Stern School of Business
Steenbeek, Onno W.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
13 Nov 08
276
(61,917)
5

32.  
Estimating Operational Risk for Hedge Funds: The É-Score | Show Abstract | Download |
NYU Working Paper No. FIN-08-001
Working Paper Series
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
Schwarz, Christopher
University of Massachusetts at Amherst
Posted:
09 Mar 09
258
(66,689)
14

33.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
10 Oct 98
Last Revised:
16 Dec 08
258
(66,689)
104

34.  
Brown, Stephen J.
New York University - Stern School of Business
Kang, MaengSoo
Sogang Business School
In, Francis Haeuck
Monash University - Department of Accounting and Finance
Lee, Gunhee
Sogang Business School
Posted:
15 Jan 10
232
(74,566)
3

35.   Incl. Electronic Paper
Brands, Simone
University of New South Wales (UNSW) - School of Banking and Finance
Brown, Stephen J.
New York University - Stern School of Business
Gallagher, David R.
Centre for International Finance and Regulation (CIFR)
Posted:
02 Nov 06
Last Revised:
31 Dec 08
227
(76,286)
15

36.  
Elusive Return Predictability: Discussion | Show Abstract | Download |
NYU Working Paper No. FIN-07-034
Working Paper Series
Brown, Stephen J.
New York University - Stern School of Business
Posted:
03 Nov 08
186
(93,202)
1

37.  
Brown, Stephen J.
New York University - Stern School of Business
Spitzer, Jonathan F.
University of Virginia - Darden School of Business
Posted:
27 May 11
177
(97,587)
6

38.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Gallagher, David R.
Centre for International Finance and Regulation (CIFR)
Steenbeek, Onno W.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Swan, Peter L.
University of New South Wales (UNSW)
Posted:
04 Nov 08
Last Revised:
23 Dec 08
132
(126,330)
 

39.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Ibbotson, Roger G.
Yale School of Management
Posted:
16 Nov 98
Last Revised:
05 Oct 10
131
(127,120)
181

40.  
Brown, Stephen J.
New York University - Stern School of Business
Pope, Peter F.
London School of Economics
Posted:
11 Nov 08
121
(135,338)
 

41.  
Brown, Stephen J.
New York University - Stern School of Business
Swan, Peter L.
University of New South Wales (UNSW)
Gallagher, David R.
Centre for International Finance and Regulation (CIFR)
Steenbeek, Onno W.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
14 Mar 06
120
(136,229)
 

42.  
Brown, Stephen J.
New York University - Stern School of Business
Hwang, Inchang
New York University (NYU) - Leonard N. Stern School of Business
In, Francis Haeuck
Monash University - Department of Accounting and Finance
Kim, Tong Suk
Korea Advanced Institute of Science and Technology (KAIST)
Posted:
01 Apr 13
Last Revised:
06 May 13
107
(148,295)
2

43.  
Brown, Stephen J.
New York University - Stern School of Business
Lajbcygier, Paul
Department of Banking & Finance, Monash University
Wong, Woon Weng
Monash University - Department of Econometrics & Business Statistics
Posted:
17 Dec 11
Last Revised:
21 Apr 12
96
(159,890)
 

44.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Hiraki, Takato
Tokyo University of Science - School of Management
Otsuki, Toshiyuki
International University of Japan
Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations
Posted:
14 Jun 00
Last Revised:
16 Dec 08
63
(205,730)
15

45.  
Brown, Stephen J.
New York University - Stern School of Business
Handley, John C.
University of Melbourne - Department of Finance
Lajbcygier, Paul
Department of Banking & Finance, Monash University
Posted:
19 Apr 14
44
(242,865)
 

46.  
Estimating Operational Risk for Hedge Funds: The Omega-Score | Show Abstract |
Financial Analysts Journal, Vol. 65, No. 1, 2009
Accepted Paper Series
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
Schwarz, Christopher
University of California at Irvine
Posted:
31 Jan 09
 

47.  
Performance Persistence | Show Abstract |
JOURNAL OF FINANCE, Vol 50 No 2, June 1995
Accepted Paper Series
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
04 May 00
 

48.  
Brown, Stephen J.
New York University - Stern School of Business
Pope, Peter F.
London School of Economics
Posted:
08 Jul 98
 


Records 1 - 48 of 48 matches
[ 1 ]
. Brown, Stephen J.'s Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
455
Total
Citations
15
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
Brands, Simone
University of New South Wales (UNSW) - School of Banking and Finance
Brown, Stephen J.
New York University - Stern School of Business
Gallagher, David R.
Centre for International Finance and Regulation (CIFR)
Posted:
14 Nov 05
455
15


Records 1 - 1 of 1 matches
[ 1 ]

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