Author Page for Stephen J. Brown

New York University - Stern School of Business, University of Miami - School of Business Administration and Yale School of Management - International Center for Finance

Downloads 12,461 (246)

Citation 24

Abstract:

The Dow Theory: William Peter Hamilton's Track Record Re-Considered

NYU Working Paper No. FIN-98-013

Number of pages: 45 Posted: 07 Nov 2008

Stephen J. Brown, William N. Goetzmann and Alok Kumar

New York University - Stern School of Business, Yale School of Management - International Center for Finance and Yale University

Downloads 751 (29,460)

Citation 24

Abstract:

3.

Hedge Funds and the Asian Currency Crisis of 1997

Downloads 12,404 ( 253)

Citation 49

3

Hedge Funds and the Asian Currency Crisis of 1997

Yale School of Management Working Paper No. F-58

Number of pages: 30 Posted: 11 Feb 1998

William N. Goetzmann, Stephen J. Brown and James M. Park

Yale School of Management - International Center for Finance, New York University - Stern School of Business and PARADIGM Capital Management

Downloads 12,135 (263)

Citation 47

Abstract:

Hedge Funds and the Asian Currency Crisis of 1997

NYU Working Paper No. FIN-98-014

Number of pages: 34 Posted: 07 Nov 2008

Stephen J. Brown, William N. Goetzmann and James M. Park

New York University - Stern School of Business, Yale School of Management - International Center for Finance and PARADIGM Capital Management

Downloads 137 (196,734)

Citation 47

Abstract:

Hedge Funds and the Asian Currency Crisis of 1997

NBER Working Paper No. w6427

Number of pages: 32 Posted: 05 Sep 2000 Last Revised: 08 Oct 2010

Stephen J. Brown, William N. Goetzmann and James M. Park

New York University - Stern School of Business, Yale School of Management - International Center for Finance and PARADIGM Capital Management

Downloads 132 (202,719)

Citation 49

Abstract:

4.

Hedge Funds with Style

EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-29

Number of pages: 35 Posted: 21 Feb 2001

Stephen J. Brown and William N. Goetzmann

New York University - Stern School of Business and Yale School of Management - International Center for Finance

Downloads 9,244 (449)

Citation 80

Abstract:

Hedge Funds with Style

NBER Working Paper No. w8173

Number of pages: 37 Posted: 16 Mar 2001 Last Revised: 05 Oct 2001

Stephen J. Brown and William N. Goetzmann

New York University - Stern School of Business and Yale School of Management - International Center for Finance

Downloads 223 (127,027)

Citation 80

Abstract:

Hedge Funds with Style

NYU Working Paper No. FIN-01-018

Number of pages: 35 Posted: 03 Nov 2008

Stephen J. Brown and William N. Goetzmann

New York University - Stern School of Business and Yale School of Management - International Center for Finance

Downloads 180 (155,718)

Citation 80

Abstract:

5.

Hedge Fund Due Diligence: A Source of Alpha in a Hedge Fund Portfolio Strategy

Downloads 4,682 ( 1,502)

Citation 18

2

Hedge Fund Due Diligence: A Source of Alpha in a Hedge Fund Portfolio Strategy

Number of pages: 21 Posted: 30 Sep 2007 Last Revised: 11 Sep 2009

Stephen J. Brown, Thomas L. Fraser and Bing Liang

New York University - Stern School of Business, Attorney in New York City and University of Massachusetts Amherst - Department of Finance

Downloads 4,086 (1,890)

Citation 18

Abstract:

Hedge Fund Due Diligence: A Source of Alpha in a Hedge Fund Portfolio Strategy

NYU Working Paper No. FIN-07-032

Number of pages: 21 Posted: 13 Nov 2008

Stephen J. Brown, Thomas L. Fraser and Bing Liang

New York University - Stern School of Business, Attorney in New York City and University of Massachusetts Amherst - Department of Finance

Downloads 596 (40,283)

Citation 18

Abstract:

6.

Fees on Fees in Funds of Funds

Downloads 4,635 ( 1,532)

Citation 47

6

Fees on Fees in Funds of Funds

Yale ICF Working Paper No. 02-33

Number of pages: 40 Posted: 01 Oct 2002

Stephen J. Brown, William N. Goetzmann and Bing Liang

New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Department of Finance

Downloads 4,233 (1,766)

Citation 47

Abstract:

Fees on Fees in Funds of Funds

NBER Working Paper No. w9464

Number of pages: 31 Posted: 02 Feb 2003 Last Revised: 20 Jun 2009

Stephen J. Brown, William N. Goetzmann and Bing Liang

New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Department of Finance

Downloads 174 (160,515)

Citation 47

Abstract:

Fees on Fees in Funds of Funds

NYU Working Paper No. SC-AM-02-06

Number of pages: 31 Posted: 13 Nov 2008

Stephen J. Brown, William N. Goetzmann and Bing Liang

New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Department of Finance

Downloads 104 (242,471)

Citation 46

Abstract:

Fees on Fees in Funds of Funds

NYU Working Paper No. FIN-02-031

Number of pages: 31 Posted: 03 Nov 2008

Stephen J. Brown, William N. Goetzmann and Bing Liang

New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Department of Finance

Downloads 65 (324,210)

Citation 46

Abstract:

Fees on Fees in Funds of Funds

NYU Working Paper No. S-DRP-04-01

Number of pages: 39 Posted: 05 Nov 2008

Stephen J. Brown, William N. Goetzmann and Bing Liang

New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Department of Finance

Downloads 59 (340,997)

Citation 46

Abstract:

Fees on Fees in Funds of Funds

Journal of Investment Management, Vol. 2, No. 4, Fourth Quarter 2004

Posted: 10 Dec 2004

Stephen J. Brown, William N. Goetzmann and Bing Liang

New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Department of Finance

Abstract:

7.

Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and Ctas

Downloads 3,984 ( 2,004)

Citation 31

2

Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and Ctas

Yale School of Management Working Paper No. F-59

Number of pages: 28 Posted: 10 Feb 1998

William N. Goetzmann, Stephen J. Brown and James M. Park

Yale School of Management - International Center for Finance, New York University - Stern School of Business and PARADIGM Capital Management

Downloads 3,747 (2,191)

Citation 31

Abstract:

Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and Ctas

NYU Working Paper No. FIN-99-077

Number of pages: 29 Posted: 11 Nov 2008

Stephen J. Brown, William N. Goetzmann and James M. Park

New York University - Stern School of Business, Yale School of Management - International Center for Finance and PARADIGM Capital Management

Downloads 237 (119,488)

Citation 31

Abstract:

8.

Positive Portfolio Factors

Yale School of Management Working Paper No. F-57

Number of pages: 22 Posted: 23 Apr 1998

Stephen J. Brown, William N. Goetzmann and Mark Grinblatt

New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of California, Los Angeles (UCLA) - Finance Area

Downloads 3,303 (2,735)

Citation 6

Abstract:

Positive Portfolio Factors

NBER Working Paper No. w6412

Number of pages: 19 Posted: 20 Sep 2000 Last Revised: 08 Oct 2010

Stephen J. Brown, William N. Goetzmann and Mark Grinblatt

New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of California, Los Angeles (UCLA) - Finance Area

Downloads 88 (271,192)

Citation 6

Abstract:

9.

Trust and Delegation

Number of pages: 43 Posted: 17 Aug 2009 Last Revised: 20 May 2011

Stephen J. Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz

New York University - 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 2,933 (3,360)

Citation 17

Abstract:

Trust and Delegation

NYU Working Paper No. FIN-09-016

Number of pages: 43 Posted: 09 Nov 2009 Last Revised: 16 Feb 2012

Stephen J. Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz

New York University - 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 223 (127,027)

Citation 17

Abstract:

Trust and Delegation

NBER Working Paper No. w15529

Number of pages: 47 Posted: 24 Nov 2009 Last Revised: 02 Dec 2009

Stephen J. Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz

New York University - 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 37 (417,507)

Citation 17

Abstract:

10.

Estimating Operational Risk for Hedge Funds: The ω-Score

Yale ICF Working Paper No. 08-08

Number of pages: 23 Posted: 25 Jan 2008 Last Revised: 11 Sep 2009

Stephen J. Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz

New York University - 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 2,920 (3,456)

Citation 11

Abstract:

11.

Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration

Downloads 2,902 ( 3,499)

Citation 39

2

Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration

Journal of Finance, Forthcoming, Yale ICF Working Paper No. 06-15

Number of pages: 55 Posted: 21 Jul 2006 Last Revised: 11 Sep 2009

Stephen J. Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz

New York University - 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 2,709 (3,848)

Citation 39

Abstract:

Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration

NYU Working Paper No. FIN-07-031

Number of pages: 55 Posted: 13 Nov 2008

Stephen J. Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz

New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of Massachusetts Amherst

Downloads 193 (146,029)

Citation 39

Abstract:

12.

Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows

Downloads 2,664 ( 4,033)

Citation 30

4

Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows

Yale ICF Working Paper No. 02-09; AFA 2003 Washington, DC Meetings, EFA 2002 Berlin Meetings Presented Paper

Number of pages: 46 Posted: 11 Mar 2002

Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Noriyoshi Shiraishi and Masahiro Watanabe

New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management, Rikkyo University - School of Social Relations and University of Alberta - School of Business

Downloads 2,469 (4,498)

Citation 30

Abstract:

Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows

NBER Working Paper No. w9470

Number of pages: 45 Posted: 02 Feb 2003 Last Revised: 27 Jan 2013

Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Noriyoshi Shiraishi and Masahiro Watanabe

New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management, Rikkyo University - School of Social Relations and University of Alberta - School of Business

Downloads 80 (287,763)

Citation 30

Abstract:

Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows

NYU Working Paper No. SC-AM-02-02

Number of pages: 35 Posted: 13 Nov 2008

Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Noriyoshi Shiraishi and Masahiro Watanabe

New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management, Rikkyo University - School of Social Relations and University of Alberta - School of Business

Downloads 76 (296,859)

Citation 30

Abstract:

Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows

NYU Working Paper No. FIN-02-011

Number of pages: 35 Posted: 03 Nov 2008

Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Noriyoshi Shiraishi and Masahiro Watanabe

New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management, Rikkyo University - School of Social Relations and University of Alberta - School of Business

Downloads 39 (409,132)

Citation 30

Abstract:

13.

Investing in Stock Market Anomalies

Downloads 1,982 ( 6,632)

3

Investing in Stock Market Anomalies

Number of pages: 50 Posted: 15 Mar 2011

Turan G. Bali, Stephen J. Brown and K. Ozgur Demirtas

Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Sabanci University Graduate School of Management

Downloads 1,328 (12,636)

Abstract:

Investing in Stock Market Anomalies

Number of pages: 52 Posted: 10 Apr 2011

Turan G. Bali, Stephen J. Brown and K. Ozgur Demirtas

Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Sabanci University Graduate School of Management

Downloads 363 (74,792)

Abstract:

Investing in Stock Market Anomalies

Number of pages: 50 Posted: 01 Feb 2012 Last Revised: 27 Feb 2012

Turan G. Bali, Stephen J. Brown and K. Ozgur Demirtas

Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Sabanci University Graduate School of Management

Downloads 291 (96,321)

Abstract:

14.

Diversification in Funds of Hedge Funds: Is it Possible to Overdiversify?

Number of pages: 40 Posted: 22 Jul 2009 Last Revised: 09 Jul 2011

Stephen J. Brown, Greg N. Gregoriou and Razvan C. Pascalau

New York University - Stern School of Business, SUNY College at Plattsburgh and SUNY College at Plattsburgh - School of Business and Economics

Downloads 1,961 (6,752)

Citation 6

Abstract:

15.

The Open-End Japanese Mutual Fund Puzzle

Number of pages: 44 Posted: 23 Apr 1998

Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Toshiyuki Otsuki and Noriyoshi Shiraishi

New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management, International University of Japan and Rikkyo University - School of Social Relations

Downloads 1,304 (13,275)

Citation 15

Abstract:

16.

The Efficient Markets Hypothesis: The Demise of the Demon of Chance?

NYU Stern School of Business FIN-09-28

Number of pages: 30 Posted: 26 Nov 2009 Last Revised: 04 Feb 2010

Stephen J. Brown

New York University - Stern School of Business

Downloads 1,144 (16,236)

Citation 3

Abstract:

17.

Do Hedge Funds’ Exposures to Risk Factors Predict Their Future Returns?

Number of pages: 66 Posted: 18 Feb 2010 Last Revised: 27 Feb 2012

Turan G. Bali, Stephen J. Brown and Mustafa Onur Caglayan

Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Florida International University

Downloads 1,139 (16,341)

Citation 7

Abstract:

18.

Do Market Participants Care about Portfolio Disclosure? Evidence from Hedge Funds’ 13F Filings

Number of pages: 56 Posted: 28 Sep 2010 Last Revised: 08 May 2013

Stephen J. Brown and Christopher Schwarz

New York University - Stern School of Business and University of California at Irvine

Downloads 1,055 (18,307)

Abstract:

19.

Double or Nothing: Patterns of Equity Fund Holdings and Transactions

EFA 2005 Moscow Meetings Paper

Number of pages: 46 Posted: 11 Jul 2005

Stephen J. Brown, Peter L. Swan, Onno W. Steenbeek and David R. Gallagher

New York University - Stern School of Business, University of New South Wales (UNSW Sydney, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and The University of Queensland Business School

Downloads 1,019 (19,245)

Citation 18

Abstract:

20.

Systematic Risk and the Cross-Section of Hedge Fund Returns

Downloads 990 ( 20,144)

Citation 28

4

Systematic Risk and the Cross-Section of Hedge Fund Returns

Number of pages: 38 Posted: 09 Mar 2011 Last Revised: 27 Feb 2012

Turan G. Bali, Stephen J. Brown and Mustafa Onur Caglayan

Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Florida International University

Downloads 494 (51,389)

Citation 28

Abstract:

Systematic Risk and the Cross-Section of Hedge Fund Returns

Number of pages: 39 Posted: 19 Dec 2011

Turan G. Bali, Stephen J. Brown and Mustafa Onur Caglayan

Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Florida International University

Downloads 213 (132,847)

Citation 28

Abstract:

Systematic Risk and the Cross-Section of Hedge Fund Returns

AFA 2012 Chicago Meetings Paper

Number of pages: 38 Posted: 15 Mar 2011 Last Revised: 27 Feb 2012

Turan G. Bali, Stephen J. Brown and Mustafa Onur Caglayan

Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Florida International University

Downloads 199 (141,826)

Citation 28

Abstract:

Systematic Risk and the Cross-Section of Hedge Fund Returns

Number of pages: 39 Posted: 29 Jan 2012

Turan G. Bali, Stephen J. Brown and Mustafa Onur Caglayan

Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Florida International University

Downloads 84 (279,279)

Citation 28

Abstract:

21.

Going Negative: What to do with Negative Book Equity Stocks

Downloads 729 ( 31,203)

Citation 2

2

Going Negative: What to do with Negative Book Equity Stocks

Number of pages: 17 Posted: 09 Jun 2008

Stephen J. Brown, Paul Lajbcygier and Bob Li

New York University - Stern School of Business, Monash University - Department of Banking & Finance and affiliation not provided to SSRN

Downloads 613 (38,762)

Citation 2

Abstract:

Going Negative: What to Do with Negative Book Equity Stocks

NYU Working Paper No. 2451/26348

Number of pages: 17 Posted: 03 Nov 2008

Stephen J. Brown, Paul Lajbcygier and Bob Li

New York University - Stern School of Business, Monash University - Department of Banking & Finance and affiliation not provided to SSRN

Downloads 116 (224,056)

Citation 2

Abstract:

22.

Macroeconomic Risk and Hedge Fund Returns

Downloads 305 ( 33,151)

Citation 2

1

Macroeconomic Risk and Hedge Fund Returns

Georgetown McDonough School of Business Research Paper

Number of pages: 58 Posted: 20 Mar 2013 Last Revised: 18 Feb 2014

Turan G. Bali, Stephen J. Brown and Mustafa Onur Caglayan

Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Florida International University

Downloads 305 (91,409)

Citation 2

Abstract:

23.

Survival

NYU Working Paper No. FIN-94-021

Number of pages: 35 Posted: 11 Nov 2008

Stephen J. Brown, William N. Goetzmann and Stephen A. Ross

New York University - Stern School of Business, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 616 (39,115)

Citation 98

Abstract:

24.

Do Hedge Funds Outperform Stocks and Bonds?

Downloads 611 ( 39,533)

2

Do Hedge Funds Outperform Stocks and Bonds?

Number of pages: 44 Posted: 10 May 2012 Last Revised: 20 Dec 2012

Turan G. Bali, Stephen J. Brown and K. Ozgur Demirtas

Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Sabanci University Graduate School of Management

Downloads 322 (86,019)

Abstract:

Do Hedge Funds Outperform Stocks and Bonds?

Number of pages: 34 Posted: 07 May 2012 Last Revised: 20 Dec 2012

Turan G. Bali, Stephen J. Brown and K. Ozgur Demirtas

Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Sabanci University Graduate School of Management

Downloads 289 (97,006)

Abstract:

25.

An Analysis of the Relative Performance of Japanese and Foreign Money Management

Downloads 594 ( 41,056)

Citation 8

5

An Analysis of the Relative Performance of Japanese and Foreign Money Management

Yale ICF Working Paper No. 02-31

Number of pages: 39 Posted: 24 Sep 2002

Stephen J. Brown, William N. Goetzmann, Takato Hiraki and Noriyoshi Shiraishi

New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management and Rikkyo University - School of Social Relations

Downloads 536 (46,258)

Citation 8

Abstract:

An Analysis of the Relative Performance of Japanese and Foreign Money Management

NYU Working Paper No. FIN-02-028

Number of pages: 38 Posted: 03 Nov 2008

Stephen J. Brown, William N. Goetzmann, Takato Hiraki and Noriyoshi Shiraishi

New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management and Rikkyo University - School of Social Relations

Downloads 18 (517,724)

Citation 8

Abstract:

An Analysis of the Relative Performance of Japanese and Foreign Money Management

NYU Working Paper No. S-AM-01-03

Number of pages: 22 Posted: 13 Nov 2008

Stephen J. Brown, William N. Goetzmann, Takato Hiraki and Noriyoshi Shiraishi

New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management and Rikkyo University - School of Social Relations

Downloads 17 (523,838)

Citation 8

Abstract:

An Analysis of the Relative Performance of Japanese and Foreign Money Management

NYU Working Paper No. SC-AM-02-05

Number of pages: 38 Posted: 13 Nov 2008

Stephen J. Brown, William N. Goetzmann, Takato Hiraki and Noriyoshi Shiraishi

New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management and Rikkyo University - School of Social Relations

Downloads 12 (554,895)

Citation 8

Abstract:

An Analysis of the Relative Performance of Japanese and Foreign Money Management

NYU Working Paper No. FIN-01-019

Number of pages: 22 Posted: 03 Nov 2008

Stephen J. Brown, William N. Goetzmann, Takato Hiraki and Noriyoshi Shiraishi

New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management and Rikkyo University - School of Social Relations

Downloads 11 (561,014)

Citation 8

Abstract:

26.

Quantitative Measures of Operational Risk: An Application to Funds Management

Downloads 525 ( 48,104)

Citation 1

2

Quantitative Measures of Operational Risk: An Application to Funds Management

Number of pages: 19 Posted: 18 Mar 2012 Last Revised: 26 May 2012

Stephen J. Brown

New York University - Stern School of Business

Downloads 524 (47,655)

Citation 1

Abstract:

Quantitative Measures of Operational Risk: An Application to Funds Management

Accounting & Finance, Vol. 52, Issue 4, pp. 1001-1011, 2012

Number of pages: 11 Posted: 14 Dec 2012

Stephen J. Brown

New York University - Stern School of Business

Downloads 1 (633,129)

Citation 1

Add to Cart

Abstract:

27.

Doubling: Nick Leeson's Trading Strategy

NYU Working Paper No. FIN-00-058

Number of pages: 26 Posted: 13 Nov 2008

Stephen J. Brown and Onno W. Steenbeek

New York University - Stern School of Business and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Downloads 508 (50,183)

Citation 6

Abstract:

28.

Careers and Survival: Competition and Risk in the Hedge Fund and Cta Industry

Downloads 452 ( 58,086)

Citation 110

2

Careers and Survival: Competition and Risk in the Hedge Fund and Cta Industry

NYU Working Paper No. S-AM-00-06

Number of pages: 31 Posted: 13 Nov 2008

Stephen J. Brown, William N. Goetzmann and James M. Park

New York University - Stern School of Business, Yale School of Management - International Center for Finance and PARADIGM Capital Management

Downloads 252 (112,176)

Citation 110

Abstract:

Careers and Survival: Competition and Risk in the Hedge Fund and Cta Industry

NYU Working Paper No. FIN-00-026

Number of pages: 31 Posted: 04 Nov 2008

Stephen J. Brown, William N. Goetzmann and James M. Park

New York University - Stern School of Business, Yale School of Management - International Center for Finance and PARADIGM Capital Management

Downloads 200 (141,106)

Citation 110

Abstract:

29.

Risk Premia in International Equity Markets Revisited

Downloads 438 ( 60,333)

3

Risk Premia in International Equity Markets Revisited

Number of pages: 55 Posted: 21 Sep 2006 Last Revised: 23 Apr 2008

Stephen J. Brown, Takato Hiraki, Kiyoshi Arakawa and Saburo Ohno

New York University - Stern School of Business, Tokyo University of Science - School of Management, Societe Generale Asset Management (Japan) and Societe Generale Asset Management (Japan)

Downloads 267 (105,582)

Abstract:

Risk Premia in International Equity Markets Revisited

NYU Working Paper No. FIN-08-021

Number of pages: 55 Posted: 09 Mar 2009

Takato Hiraki, Stephen J. Brown, Kiyoshi Arakawa and Saburo Ohno

Tokyo University of Science - School of Management, New York University - Stern School of Business, Societe Generale Asset Management (Japan) and Societe Generale Asset Management (Japan)

Downloads 139 (194,431)

Abstract:

Risk Premia in International Equity Markets Revisited

NYU Working Paper No. FIN-07-033

Number of pages: 55 Posted: 13 Nov 2008

Stephen J. Brown, Takato Hiraki, Kiyoshi Arakawa and Saburo Ohno

New York University - Stern School of Business, Tokyo University of Science - School of Management, Societe Generale Asset Management (Japan) and Societe Generale Asset Management (Japan)

Downloads 32 (439,230)

Abstract:

30.

Mutual Fund Styles

Downloads 413 ( 64,782)

2

Mutual Fund Styles

NYU Working Paper No. FIN-94-020

Number of pages: 55 Posted: 11 Nov 2008

Stephen J. Brown and William N. Goetzmann

New York University - Stern School of Business and Yale School of Management - International Center for Finance

Downloads 413 (64,173)

Citation 105

Abstract:

Mutual Fund Styles

Yale School of Managment Working Paper No. F-46

Posted: 10 Oct 1998

Stephen J. Brown and William N. Goetzmann

New York University - Stern School of Business and Yale School of Management - International Center for Finance

Abstract:

31.

Post-Announcement Drift

NYU Working Paper No. FIN-96-019

Number of pages: 18 Posted: 07 Nov 2008

Stephen J. Brown and Stephen A. Ross

New York University - Stern School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 348 (79,208)

Citation 2

Abstract:

32.

Starting on the Wrong Foot: Seasonality in Mutual Fund Performance

Journal of Banking and Finance, Forthcoming, 29th Australasian Finance and Banking Conference 2016, Asian Finance Association (AsianFA) 2016 Conference

Number of pages: 49 Posted: 10 Aug 2015 Last Revised: 16 Dec 2017

Stephen J. Brown, Juan M. Sotes-Paladino, George Jiaguo Wang and Yaqiong (Chelsea) Yao

New York University - Stern School of Business, The University of Melbourne - Department of Finance, Manchester Business School and Lancaster University - Management School

Downloads 346 (79,748)

Abstract:

33.

Resisting the Manipulation of Performance Metrics: An Empirical Analysis of The Manipulation-Proof Performance Measure

Finance and Corporate Governance Conference 2010 Paper

Number of pages: 59 Posted: 15 Jan 2010

Stephen J. Brown, MaengSoo Kang, Francis Haeuck In and Gunhee Lee

New York University - Stern School of Business, Sogang Business School, Monash University - Department of Accounting and Sogang Business School

Downloads 346 (79,748)

Citation 1

Abstract:

34.

Convertibles and Hedge Funds as Distributors of Equity Exposure

Number of pages: 53 Posted: 11 Mar 2010 Last Revised: 23 Nov 2012

Stephen J. Brown, Bruce D. Grundy, Craig M. Lewis and Patrick Verwijmeren

New York University - Stern School of Business, University of Melbourne, Vanderbilt University - Finance and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Downloads 334 (83,106)

Citation 9

Abstract:

35.

Caught by the Tail: Tail Risk Neutrality and Hedge Fund Returns

Number of pages: 40 Posted: 27 May 2011

Stephen J. Brown and Jonathan F. Spitzer

New York University - Stern School of Business and University of Virginia - Darden School of Business

Downloads 310 (90,289)

Citation 5

Abstract:

36.

Estimating Operational Risk for Hedge Funds: The É-Score

NYU Working Paper No. FIN-08-001

Number of pages: 23 Posted: 09 Mar 2009

Stephen J. Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz

New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of Massachusetts Amherst

Downloads 273 (103,584)

Citation 11

Abstract:

37.

Portfolio Concentration and Investment Manager Performance

Downloads 251 (113,139)

Citation 15

3

Portfolio Concentration and Investment Manager Performance

NYU Working Paper No. FIN-06-028

Number of pages: 38 Posted: 13 Nov 2008

Simone Brands, Stephen J. Brown and David R. Gallagher

UNSW Australia Business School, School of Banking and Finance, New York University - Stern School of Business and The University of Queensland Business School

Downloads 147 (185,739)

Citation 15

Abstract:

Portfolio Concentration and Investment Manager Performance

NYU Working Paper No. FIN-06-027

Number of pages: 38 Posted: 13 Nov 2008

Simone Brands, Stephen J. Brown and David R. Gallagher

UNSW Australia Business School, School of Banking and Finance, New York University - Stern School of Business and The University of Queensland Business School

Downloads 86 (275,186)

Citation 15

Abstract:

Portfolio Concentration and Investment Manager Performance

International Review of Finance, Vol. 5, No. 3-4, pp. 149-174, September/December 2005

Number of pages: 26 Posted: 02 Nov 2006

Simone Brands, Stephen J. Brown and David R. Gallagher

UNSW Australia Business School, School of Banking and Finance, New York University - Stern School of Business and The University of Queensland Business School

Downloads 18 (517,724)

Citation 15

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Abstract:

38.

Elusive Return Predictability: Discussion

NYU Working Paper No. FIN-07-034

Number of pages: 7 Posted: 03 Nov 2008

Stephen J. Brown

New York University - Stern School of Business

Downloads 223 (127,437)

Citation 1

Abstract:

39.

Offshore Hedge Funds: Survival and Performance 1989-1995

Downloads 172 (162,091)

Citation 182

3

Offshore Hedge Funds: Survival and Performance 1989-1995

NBER Working Paper No. w5909

Number of pages: 34 Posted: 20 Jul 2000 Last Revised: 05 Oct 2010

Stephen J. Brown, William N. Goetzmann and Roger G. Ibbotson

New York University - Stern School of Business, Yale School of Management - International Center for Finance and Yale School of Management

Downloads 107 (237,679)

Citation 182

Abstract:

Offshore Hedge Funds: Survival and Performance 1989-1995

NYU Working Paper No. FIN-96-018

Number of pages: 23 Posted: 07 Nov 2008

Stephen J. Brown, William N. Goetzmann and Roger G. Ibbotson

New York University - Stern School of Business, Yale School of Management - International Center for Finance and Yale School of Management

Downloads 65 (324,210)

Citation 181

Abstract:

Offshore Hedge Funds: Survival and Performance, 1989-1995

Journal of Business, Vol. 72, Issue 1, January 1999

Posted: 16 Nov 1998

Stephen J. Brown, William N. Goetzmann and Roger G. Ibbotson

New York University - Stern School of Business, Yale School of Management - International Center for Finance and Yale School of Management

Abstract:

40.

Informationless Trading

Downloads 161 (171,658)

2

Informationless Trading

NYU Working Paper No. FIN-03-035

Number of pages: 46 Posted: 11 Nov 2008

Stephen J. Brown, David R. Gallagher, Onno W. Steenbeek and Peter L. Swan

New York University - Stern School of Business, The University of Queensland Business School, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of New South Wales (UNSW Sydney

Downloads 85 (277,194)

Abstract:

Informationless Trading

NYU Working Paper No. SC-AM-04-01

Number of pages: 46 Posted: 04 Nov 2008

Stephen J. Brown, David R. Gallagher, Onno W. Steenbeek and Peter L. Swan

New York University - Stern School of Business, The University of Queensland Business School, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of New South Wales (UNSW Sydney

Downloads 76 (296,859)

Abstract:

41.

Why Do Individuals Not Participate in the Stock Market?

Number of pages: 39 Posted: 12 Aug 2016 Last Revised: 22 Jun 2018

Stephen J. Brown, Chris Veld and Yulia V. Veld-Merkoulova

New York University - Stern School of Business, Monash University and Monash University - Department of Finance

Downloads 149 (183,218)

Abstract:

42.

"Post-Earnings Announcement Drift: Market Inefficiency or Research Design Biases?"

NYU Working Paper No. FIN-94-022

Number of pages: 43 Posted: 11 Nov 2008

Stephen J. Brown and Peter F. Pope

New York University - Stern School of Business and Bocconi University

Downloads 149 (183,218)

Abstract:

43.

Concave Payoff Patterns in Equity Fund Holdings and Transactions

Number of pages: 29 Posted: 14 Mar 2006

Stephen J. Brown, Peter L. Swan, David R. Gallagher and Onno W. Steenbeek

New York University - Stern School of Business, University of New South Wales (UNSW Sydney, The University of Queensland Business School and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Downloads 134 (199,656)

Abstract:

44.

Estimating the Cost of Capital with Basis Assets

Number of pages: 33 Posted: 17 Dec 2011 Last Revised: 21 Apr 2012

Stephen J. Brown, Paul Lajbcygier and Woon Weng Wong

New York University - Stern School of Business, Monash University - Department of Banking & Finance and Monash University - Department of Econometrics & Business Statistics

Downloads 122 (214,784)

Abstract:

45.

Credit Cards: Transactional Convenience or Debt-Trap?

Number of pages: 38 Posted: 16 Jun 2017 Last Revised: 01 Dec 2017

Stephen J. Brown, Chris Veld and Yulia V. Veld-Merkoulova

New York University - Stern School of Business, Monash University and Monash University - Department of Finance

Downloads 110 (231,769)

Abstract:

46.

Choice Among Alternative Benchmarks: An Asset Pricing Approach

Number of pages: 25 Posted: 19 Apr 2014 Last Revised: 30 Sep 2014

Stephen J. Brown, John C. Handley and Paul Lajbcygier

New York University - Stern School of Business, University of Melbourne - Department of Finance and Monash University - Department of Banking & Finance

Downloads 109 (233,263)

Abstract:

47.

The Japanese Open-End Fund Puzzle

Downloads 72 (302,996)

Citation 15

2

The Japanese Open-End Fund Puzzle

NYU Working Paper No. FIN-98-012

Number of pages: 50 Posted: 07 Nov 2008

Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Toshiyuki Otsuki and Noriyoshi Shiraishi

New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management, International University of Japan and Rikkyo University - School of Social Relations

Downloads 43 (393,857)

Citation 15

Abstract:

The Japanese Open-End Fund Puzzle

NBER Working Paper No. w6347

Number of pages: 45 Posted: 14 Jun 2000

Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Toshiyuki Otsuki and Noriyoshi Shiraishi

New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management, International University of Japan and Rikkyo University - School of Social Relations

Downloads 29 (453,769)

Citation 15

Abstract:

48.

Estimating Operational Risk for Hedge Funds: The Omega-Score

Financial Analysts Journal, Vol. 65, No. 1, 2009

Posted: 31 Jan 2009

Stephen J. Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz

New York University - 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

Abstract:

49.

Performance Persistence

JOURNAL OF FINANCE, Vol 50 No 2, June 1995

Posted: 04 May 2000

Stephen J. Brown and William N. Goetzmann

New York University - Stern School of Business and Yale School of Management - International Center for Finance

Abstract:

50.

Post-Earnings Announcement Drift?

Posted: 08 Jul 1998

Stephen J. Brown and Peter F. Pope

New York University - Stern School of Business and Bocconi University

Stephen J. Brown

New York University - Stern School of Business

David S. Loeb Professor of Finance

50

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Quantitative Measures of Operational Risk: An Application to Funds Management

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