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

8

DOWNLOADS
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7,177

CITATIONS
Rank 23,012

SSRN RANKINGS

Top 23,012

in Total Papers Citations

12

Scholarly Papers (8)

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 (6,178)

Abstract:

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

2.
Downloads 367 ( 32,227)
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 Ozyegin University
Downloads 367 (65,266)
Citation 2

Abstract:

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 (21,721)

Abstract:

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 (249,558)
Citation 10

Abstract:

5.

Upside Potential of Hedge Funds as a Predictor of Future Performance

Georgetown McDonough School of Business Research Paper No. 2661752
Number of pages: 95 Posted: 18 Sep 2015 Last Revised: 06 May 2017
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business and Ozyegin University
Downloads 26 (107,941)

Abstract:

hedge funds; upside potential; return predictability

6.

Sensation-Seeking Hedge Funds

12th Annual Mid-Atlantic Research Conference in Finance (MARC)
Number of pages: 44 Posted: 10 Dec 2016 Last Revised: 06 Jul 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 Florida - Warrington College of Business Administration and Singapore Management University - Lee Kong Chian School of Business
Downloads 0 (2,434)

Abstract:

Sensation seeking, Hedge funds, Risk, Operational risk

7.

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 (41,477)

Abstract:

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

8.

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 (561,191)
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Abstract: