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

10

DOWNLOADS
Rank 4,383

SSRN RANKINGS

Top 4,383

in Total Papers Downloads

7,989

CITATIONS
Rank 23,028

SSRN RANKINGS

Top 23,028

in Total Papers Citations

12

Scholarly Papers (10)

1.

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 907 (5,511)

Abstract:

Loading...

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

2.
Downloads 377 ( 32,440)
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 377 (66,117)
Citation 2

Abstract:

Loading...

hedge funds, mutual funds, macroeconomic risk, economic uncertainty

3.

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 563 (20,861)

Abstract:

Loading...

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

4.

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 71 (248,312)
Citation 10

Abstract:

Loading...

5.

Upside Potential of Hedge Funds as a Predictor of Future Performance

Georgetown McDonough School of Business Research Paper No. 2661752
Number of pages: 75 Posted: 18 Sep 2015 Last Revised: 24 Oct 2017
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business and Florida International University
Downloads 26 (101,709)

Abstract:

Loading...

hedge funds; upside potential; return predictability

6.

The Impact of Blockholder Activism on the Information Environment of Stock Price

Number of pages: 50 Posted: 15 Jan 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 0 (537,496)

Abstract:

Loading...

Blockholder activism, blockholder heterogeneity, blockholder endogeneity, blockholder externality, idiosyncratic volatility, web crawler, textual analysis

7.

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 0 (542,353)

Abstract:

Loading...

Continuous Disclosure, Earnings Announcements, Event Study

8.

Sensation-Seeking Hedge Fund Managers

12th Annual Mid-Atlantic Research Conference in Finance (MARC)
Number of pages: 57 Posted: 10 Dec 2016 Last Revised: 02 Nov 2017
Stephen Brown, Yan Lu, Sugata Ray and Melvyn Teo
New York University (NYU) - Leonard N. Stern School of Business, University of Central Florida-Department of Finance, University of Alabama - Department of Economics, Finance and Legal Studies and Singapore Management University - Lee Kong Chian School of Business
Downloads 0 (2,189)

Abstract:

Loading...

Sensation seeking, Hedge funds, Risk, Operational risk

9.

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 0 (28,791)

Abstract:

Loading...

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

10.

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 (580,469)
  • Add to Cart

Abstract:

Loading...