Stephen Brown

New York University (NYU) - Leonard N. Stern School of Business

David S. Loeb Professor of Finance

44 West 4th Street

New York, NY NY 10012

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 3,749

SSRN RANKINGS

Top 3,749

in Total Papers Downloads

9,593

CITATIONS
Rank 22,776

SSRN RANKINGS

Top 22,776

in Total Papers Citations

12

Scholarly Papers (12)

1.

Sensation Seeking and Hedge Funds

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 10 Dec 2016 Last Revised: 20 Apr 2018
Stephen Brown, Yan Lu, Sugata Ray and Melvyn Teo
New York University (NYU) - Leonard N. Stern School of Business, University of Central Florida - College of Business Administration, University of Alabama - Department of Economics, Finance and Legal Studies and Singapore Management University - Lee Kong Chian School of Business
Downloads 4,251 (1,781)

Abstract:

Loading...

Sensation seeking, Hedge funds, Risk, Operational risk

2.

A Lottery Demand-Based Explanation of the Beta Anomaly

Georgetown McDonough School of Business Research Paper No. 2408146
Number of pages: 104 Posted: 13 Mar 2014 Last Revised: 03 Dec 2016
Turan G. Bali, Stephen Brown, Scott Murray and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business, Georgia State University and Fordham University - Gabelli School of Business
Downloads 2,332 (5,061)

Abstract:

Loading...

Beta, Beta Anomaly, Lottery Demand, Stock Returns, Institutional Ownership

3.

Is Economic Uncertainty Priced in the Cross-Section of Stock Returns?

Georgetown McDonough School of Business Research Paper No. 2812967, Gabelli School of Business, Fordham University Research Paper No. 2812967
Number of pages: 51 Posted: 09 Dec 2016 Last Revised: 10 Dec 2016
Turan G. Bali, Stephen Brown and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business and Fordham University - Gabelli School of Business
Downloads 1,011 (19,523)

Abstract:

Loading...

Economic uncertainty, uncertainty aversion, cross-section of stock returns, ICAPM, return predictability.

4.

Disagreement in Economic Forecasts and Expected Stock Returns

Georgetown McDonough School of Business Research Paper No. 2407279
Number of pages: 61 Posted: 12 Mar 2014 Last Revised: 02 Jun 2017
Turan G. Bali, Stephen Brown and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business and Fordham University - Gabelli School of Business
Downloads 969 (20,816)

Abstract:

Loading...

Dispersion in Economic Forecasts, Cross-Section of Stock Returns, Return Predictability

5.
Downloads 392 ( 33,151)
Citation 2

Macroeconomic Risk and Hedge Fund Returns

Georgetown McDonough School of Business Research Paper
Number of pages: 58 Posted: 23 Oct 2013 Last Revised: 10 Feb 2014
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business and Florida International University
Downloads 392 (68,342)
Citation 2

Abstract:

Loading...

hedge funds, mutual funds, macroeconomic risk, economic uncertainty

6.

Upside Potential of Hedge Funds as a Predictor of Future Performance

Georgetown McDonough School of Business Research Paper No. 2661752
Number of pages: 87 Posted: 18 Sep 2015 Last Revised: 04 Jun 2018
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business and Florida International University
Downloads 306 (91,560)

Abstract:

Loading...

hedge funds; upside potential; return predictability

7.

Estimating Operational Risk for Hedge Funds: The Ω-Score

NYU Working Paper No. 2451/27845
Number of pages: 23 Posted: 10 Sep 2013
New York University (NYU) - Leonard N. Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 91 (263,446)
Citation 10

Abstract:

Loading...

8.

Continuous Disclosure in Australia and the United States: A Comparative Analysis

Number of pages: 27 Posted: 12 Jan 2018
Stephen Brown and Chander Shekhar
New York University (NYU) - Leonard N. Stern School of Business and The University of Melbourne
Downloads 84 (276,849)

Abstract:

Loading...

Continuous Disclosure, Earnings Announcements, Event Study

9.

What is the Role of Institutional Investors in Corporate Capital Structure Decisions? A Survey Analysis

Number of pages: 48 Posted: 01 Jul 2018
New York University (NYU) - Leonard N. Stern School of Business, University of Manchester - Manchester Business School, Monash University and Monash University - Department of Finance
Downloads 71 (305,417)

Abstract:

Loading...

Capital Structure; Capital Supply; Institutional Investors; Agency Costs; Security Issuance; Security Design; Financial Constraints

10.

Blockholder Activism and Stock Price Information Quality

Number of pages: 62 Posted: 30 Jul 2018 Last Revised: 07 Oct 2018
Stephen Brown, Elaine Hutson, Michael Wang and Jin Yu
New York University (NYU) - Leonard N. Stern School of Business, Monash University - Dept of Banking and Finance, Monash University - Department of Banking and Finance and Monash University -Department of Banking and Finance
Downloads 45 (382,921)

Abstract:

Loading...

Blockholder activism; blockholder heterogeneity; Information environment; web crawler; textual analysis

11.

Can Passive Blockholders Improve Firm Value? Evidence from Multiple Blockholder Structure

Number of pages: 45 Posted: 30 Jul 2018
Stephen Brown, Michael Wang and Jin Yu
New York University (NYU) - Leonard N. Stern School of Business, Monash University - Department of Banking and Finance and Monash University -Department of Banking and Finance
Downloads 41 (393,486)

Abstract:

Loading...

Blockholder structure; blockholders’ reputation concerns; firm performance

12.

Hedge Fund Involvement in Convertible Securities

Journal of Applied Corporate Finance, Vol. 25, Issue 4, pp. 60-73, 2013
Number of pages: 16 Posted: 23 Dec 2013
New York University (NYU) - Leonard N. Stern School of Business, University of Melbourne, Vanderbilt University - Finance and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 0 (618,247)
  • Add to Cart

Abstract:

Loading...