Author Page for Stephen J. Brown

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

Downloads 15,089 ( 356)

Citation 5

2

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

Number of pages: 46 Posted: 11 Feb 1998

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

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

Downloads 14,205 (393)

Citation 6

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 884 (38,299)

Abstract:

2.

Offshore Hedge Funds: Survival & Performance 1989-1995

Downloads 14,210 ( 400)

Citation 25

2

Offshore Hedge Funds: Survival & Performance 1989-1995

Yale School of Management Working Paper No. F-52B

Number of pages: 38 Posted: 27 Feb 1997

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

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

Downloads 13,968 (402)

Citation 25

Abstract:

Offshore Hedge Funds: Survival & Performance 1989-1995

NYU Working Paper No. FIN-98-011

Number of pages: 41 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 242 (178,771)

Abstract:

3.

Hedge Funds and the Asian Currency Crisis of 1997

Downloads 12,613 ( 493)

Citation 34

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 12,285 (510)

Citation 1

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: 25 Jul 2022

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 175 (241,081)

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 153 (270,050)

Citation 30

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 9,404 (838)

Citation 2

Abstract:

Hedge Funds with Style

NBER Working Paper No. w8173

Number of pages: 37 Posted: 16 Mar 2001 Last Revised: 02 May 2022

Stephen J. Brown and William N. Goetzmann

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

Downloads 260 (166,609)

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 223 (193,551)

Citation 8

Abstract:

5.

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

Downloads 5,096 ( 2,430)

Citation 19

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 4,423 (3,067)

Citation 23

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 673 (55,162)

Abstract:

6.

Sensation Seeking and Hedge Funds

Journal of Finance, Forthcoming

Number of pages: 59 Posted: 10 Dec 2016 Last Revised: 20 Apr 2018

Stephen J. Brown, Yan Lu, Sugata Ray and Melvyn Teo

New York University - 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 4,999 (2,510)

Citation 10

Abstract:

7.

Fees on Fees in Funds of Funds

Downloads 4,763 ( 2,734)

Citation 37

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 4,306 (3,189)

Citation 7

Abstract:

Fees on Fees in Funds of Funds

NBER Working Paper No. w9464

Number of pages: 1 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 192 (222,288)

Citation 3

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 120 (326,124)

Citation 1

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 74 (445,263)

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 71 (455,594)

Citation 3

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:

8.

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

Downloads 4,074 ( 3,576)

Citation 20

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 3,795 (3,945)

Citation 6

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 279 (155,015)

Citation 1

Abstract:

9.

Positive Portfolio Factors

Downloads 3,471 ( 4,694)

2

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 3,366 (4,844)

Abstract:

Positive Portfolio Factors

NBER Working Paper No. w6412

Number of pages: 19 Posted: 20 Sep 2000 Last Revised: 09 Jan 2022

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 105 (358,352)

Abstract:

10.

Trust and Delegation

Downloads 3,329 ( 5,033)

Citation 37

3

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, Irvine - The Paul Merage School of Business

Downloads 3,042 (5,768)

Citation 1

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, Irvine - The Paul Merage School of Business

Downloads 241 (179,498)

Citation 7

Abstract:

Trust and Delegation

NBER Working Paper No. w15529

Number of pages: 47 Posted: 24 Nov 2009 Last Revised: 08 Jun 2022

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, Irvine - The Paul Merage School of Business

Downloads 46 (561,389)

Citation 2

Abstract:

11.

Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration

Downloads 3,027 ( 5,917)

Citation 80

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, Irvine - The Paul Merage School of Business

Downloads 2,816 (6,547)

Citation 5

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 211 (203,981)

Citation 11

Abstract:

12.

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 J. Brown, Scott Murray and Yi Tang

Georgetown University - McDonough School of Business, New York University - Stern School of Business, Georgia State University and Fordham University - Gabelli School of Business

Downloads 3,018 (5,949)

Citation 40

Abstract:

13.

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, Irvine - The Paul Merage School of Business

Downloads 3,006 (5,985)

Abstract:

14.

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

Downloads 2,793 ( 6,730)

Citation 12

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, International University of Japan, Rikkyo University - School of Social Relations and University of Alberta - School of Business

Downloads 2,553 (7,631)

Citation 7

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, International University of Japan, Rikkyo University - School of Social Relations and University of Alberta - School of Business

Downloads 101 (367,931)

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: 19 May 2022

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, International University of Japan, Rikkyo University - School of Social Relations and University of Alberta - School of Business

Downloads 95 (382,723)

Citation 1

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, International University of Japan, Rikkyo University - School of Social Relations and University of Alberta - School of Business

Downloads 44 (571,711)

Abstract:

15.

Investing in Stock Market Anomalies

Downloads 2,360 ( 8,714)

Citation 1

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

Downloads 1,547 (16,888)

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

Downloads 461 (88,873)

Citation 1

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

Downloads 352 (121,238)

Citation 3

Abstract:

16.

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 2,071 (10,858)

Citation 4

Abstract:

17.

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 J. Brown and Yi Tang

Georgetown University - McDonough School of Business, New York University - Stern School of Business and Fordham University - Gabelli School of Business

Downloads 1,530 (17,479)

Citation 33

Abstract:

18.

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

Number of pages: 71 Posted: 28 Sep 2010 Last Revised: 19 Dec 2020

Stephen J. Brown and Christopher Schwarz

New York University - Stern School of Business and University of California, Irvine - The Paul Merage School of Business

Downloads 1,482 (18,325)

Citation 12

Abstract:

19.

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 1,321 (21,783)

Citation 2

Abstract:

20.

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, International University of Japan, International University of Japan and Rikkyo University - School of Social Relations

Downloads 1,318 (21,858)

Citation 4

Abstract:

21.

Disagreement in Economic Forecasts and Equity Returns: Risk or Mispricing?

Georgetown McDonough School of Business Research Paper No. 2407279

Number of pages: 67 Posted: 12 Mar 2014 Last Revised: 03 Feb 2020

Turan G. Bali, Stephen J. Brown and Yi Tang

Georgetown University - McDonough School of Business, New York University - Stern School of Business and Fordham University - Gabelli School of Business

Downloads 1,298 (22,372)

Citation 3

Abstract:

22.

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

Downloads 1,218 (24,577)

Citation 27

Abstract:

23.

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 1,194 (25,290)

Abstract:

24.

Systematic Risk and the Cross-Section of Hedge Fund Returns

Downloads 1,099 ( 28,570)

Citation 15

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

Downloads 555 (70,684)

Citation 2

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

Downloads 229 (188,586)

Citation 1

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

Downloads 214 (201,244)

Citation 1

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

Downloads 101 (367,931)

Citation 15

Abstract:

25.

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 Rozetta Institute

Downloads 1,064 (29,883)

Citation 23

Abstract:

26.

Macroeconomic Risk and Hedge Fund Returns

Downloads 835 ( 42,009)

Citation 21

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

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

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

Downloads 503 (79,949)

Citation 19

Abstract:

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

Downloads 332 (129,251)

Citation 1

Abstract:

27.

Do Hedge Funds Outperform Stocks and Bonds?

Downloads 790 ( 45,219)

Citation 7

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

Downloads 406 (102,945)

Citation 6

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

Downloads 384 (109,846)

Abstract:

28.

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 775 (46,368)

Citation 1

Abstract:

29.

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

Downloads 627 ( 61,284)

Citation 7

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, International University of Japan and Rikkyo University - School of Social Relations

Downloads 549 (71,653)

Citation 2

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, International University of Japan and Rikkyo University - School of Social Relations

Downloads 23 (710,832)

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, International University of Japan and Rikkyo University - School of Social Relations

Downloads 22 (719,425)

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, International University of Japan and Rikkyo University - School of Social Relations

Downloads 19 (745,450)

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, International University of Japan and Rikkyo University - School of Social Relations

Downloads 14 (792,730)

Abstract:

30.

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 570 (69,128)

Citation 1

Abstract:

31.

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 517 (78,439)

Citation 11

Abstract:

32.

Mutual Fund Styles

Downloads 512 ( 78,989)

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 512 (78,191)

Citation 1

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:

33.

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

Downloads 478 ( 85,841)

Citation 133

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 265 (163,480)

Citation 7

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 213 (202,189)

Abstract:

34.

Risk Premia in International Equity Markets Revisited

Downloads 468 ( 88,092)

Citation 3

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, International University of Japan, Societe Generale Asset Management (Japan) and Societe Generale Asset Management (Japan)

Downloads 276 (156,731)

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

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

Downloads 153 (270,050)

Citation 1

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, International University of Japan, Societe Generale Asset Management (Japan) and Societe Generale Asset Management (Japan)

Downloads 39 (599,310)

Abstract:

35.

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 420 (99,857)

Citation 4

Abstract:

36.

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 Chelsea Yaqiong Yao

New York University - Stern School of Business, Universidad de los Andes, Chile, Lancaster University Management School and Lancaster University - Lancaster University Management School

Downloads 384 (110,725)

Citation 3

Abstract:

37.

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 367 (116,476)

Abstract:

38.

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, RSFAS Australian National University, Vanderbilt University - Finance and Erasmus University Rotterdam (EUR)

Downloads 358 (119,784)

Citation 12

Abstract:

39.

Upside Potential of Hedge Funds as a Predictor of Future Performance

Georgetown McDonough School of Business Research Paper No. 2661752

Number of pages: 80 Posted: 18 Sep 2015 Last Revised: 08 Nov 2018

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

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

Downloads 354 (121,294)

Abstract:

40.

Betting Against Beta or Demand for Lottery

Number of pages: 79 Posted: 17 Aug 2014

Turan G. Bali, Stephen J. Brown, Scott Murray and Yi Tang

Georgetown University - McDonough School of Business, New York University - Stern School of Business, Georgia State University and Fordham University - Gabelli School of Business

Downloads 344 (125,550)

Citation 8

Abstract:

41.

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 286 (151,879)

Citation 1

Abstract:

42.

Portfolio Concentration and Investment Manager Performance

Downloads 278 (156,282)

Citation 32

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 Rozetta Institute

Downloads 165 (253,525)

Citation 6

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 Rozetta Institute

Downloads 94 (385,362)

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 Rozetta Institute

Downloads 19 (745,450)

Abstract:

43.

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

Number of pages: 27 Posted: 12 Jan 2018

Stephen J. Brown and Chander Shekhar

New York University - Stern School of Business and University of Melbourne

Downloads 269 (161,726)

Abstract:

44.

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 245 (177,157)

Abstract:

45.

Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows?

Journal of Financial and Quantitative Analysis, forthcoming, NYU Stern School of Business, Georgetown McDonough School of Business Research Paper No. 3337216

Number of pages: 70 Posted: 08 Mar 2019 Last Revised: 06 Oct 2020

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

Georgetown University - McDonough School of Business, New York University - Stern School of Business, Florida International University and Cleveland State University - Monte Ahuja College of Business

Downloads 240 (180,793)

Abstract:

46.

Going Negative: What to Do with Negative Book Equity Stocks

Downloads 239 (181,498)

Citation 1

2

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 239 (180,974)

Citation 1

Abstract:

Going Negative: What to do with Negative Book Equity Stocks

https://doi.org/10.3905/JPM.2008.35.1.95

Posted: 21 May 2019

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

Abstract:

47.

Offshore Hedge Funds: Survival and Performance 1989-1995

Downloads 223 (193,922)

Citation 58

3

Offshore Hedge Funds: Survival and Performance 1989-1995

NBER Working Paper No. w5909

Number of pages: 34 Posted: 20 Jul 2000 Last Revised: 26 Aug 2022

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 140 (290,087)

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 83 (416,444)

Citation 23

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:

48.

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 190 (224,447)

Abstract:

49.

"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 179 (236,284)

Abstract:

50.

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

Number of pages: 48 Posted: 01 Jul 2018

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

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

Downloads 176 (239,754)

Citation 2

Abstract:

51.

Informationless Trading

Downloads 171 (245,742)

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, Rozetta Institute, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of New South Wales (UNSW Sydney

Downloads 91 (393,444)

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, Rozetta Institute, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of New South Wales (UNSW Sydney

Downloads 80 (425,712)

Abstract:

52.

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, Rozetta Institute and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Downloads 148 (276,720)

Citation 1

Abstract:

53.

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 133 (300,802)

Abstract:

54.

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 122 (320,659)

Abstract:

55.

Estimating Operational Risk for Hedge Funds: The Ω-Score

NYU Working Paper No. 2451/27845

Number of pages: 23 Posted: 10 Sep 2013

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, Irvine - The Paul Merage School of Business

Downloads 108 (349,286)

Citation 4

Abstract:

56.

The Japanese Open-End Fund Puzzle

Downloads 86 (403,736)

Citation 10

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, International University of Japan, International University of Japan and Rikkyo University - School of Social Relations

Downloads 47 (556,274)

Citation 7

Abstract:

The Japanese Open-End Fund Puzzle

NBER Working Paper No. w6347

Number of pages: 45 Posted: 14 Jun 2000 Last Revised: 07 May 2022

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, International University of Japan, International University of Japan and Rikkyo University - School of Social Relations

Downloads 39 (599,310)

Abstract:

57.

The Contributions of Stephen A. Ross to Financial Economics

Annual Review of Financial Economics, Vol. 13, pp. 1-14, 2021

Posted: 09 Nov 2021

Stephen J. Brown, Philip H. Dybvig, William N. Goetzmann and Jonathan E. Ingersoll

New York University - Stern School of Business, Washington University in St. Louis, Yale School of Management - International Center for Finance and Yale University

Abstract:

58.

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

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

New York University - Stern School of Business, RSFAS Australian National University, Vanderbilt University - Finance and Erasmus University Rotterdam (EUR)

Downloads 0 (926,015)

Abstract:

59.

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, Irvine - The Paul Merage School of Business

Abstract:

60.

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:

61.

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

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