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 11,589 (229)

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 700 (28,783)

Citation 24

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 9,157 (379)

Citation 79

Abstract:

Hedge Funds with Style

NBER Working Paper No. w8173

Number of pages: 37 Posted: 16 Mar 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 218 (116,756)

Citation 79

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 167 (150,271)

Citation 79

Abstract:

5.

Fees on Fees in Funds of Funds

Downloads 4,563 ( 1,328)

Citation 46

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 4,187 (1,517)

Citation 46

Abstract:

Fees on Fees in Funds of Funds

NBER Working Paper No. w9464

Number of pages: 31 Posted: 02 Feb 2003

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 168 (149,478)

Citation 46

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 97 (230,753)

Citation 45

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 61 (304,928)

Citation 45

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 50 (336,631)

Citation 45

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:

6.

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

Downloads 4,538 ( 1,340)

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 3,969 (1,657)

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 569 (38,033)

Citation 18

Abstract:

7.

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

Downloads 3,936 ( 1,711)

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 3,718 (1,864)

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 218 (116,756)

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 3,274 (2,328)

Citation 6

Abstract:

Positive Portfolio Factors

NBER Working Paper No. w6412

Number of pages: 19 Posted: 20 Sep 2000

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 83 (255,641)

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 2,893 (2,930)

Citation 18

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 219 (116,249)

Citation 18

Abstract:

Trust and Delegation

NBER Working Paper No. w15529

Number of pages: 47 Posted: 24 Nov 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 36 (385,291)

Citation 18

Abstract:

10.

Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration

Downloads 2,849 ( 3,085)

Citation 41

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 2,660 (3,380)

Citation 41

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 189 (134,108)

Citation 41

Abstract:

11.

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 2,787 (3,017)

Citation 11

Abstract:

12.

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

Downloads 2,625 ( 3,546)

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 2,436 (3,929)

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

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 (269,751)

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 (269,751)

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 37 (381,323)

Citation 30

Abstract:

13.

Investing in Stock Market Anomalies

Downloads 1,872 ( 6,317)

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

Downloads 1,253 (12,026)

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

Downloads 351 (69,678)

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

Downloads 268 (94,776)

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 1,787 (6,084)

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 1,286 (11,618)

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 1,042 (14,598)

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 Ozyegin University

Downloads 1,011 (14,834)

Citation 8

Abstract:

18.

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 Australia), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Capital Markets CRC Limited

Downloads 972 (17,101)

Citation 18

Abstract:

19.

Systematic Risk and the Cross-Section of Hedge Fund Returns

Downloads 960 ( 18,514)

Citation 29

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 Ozyegin University

Downloads 478 (47,642)

Citation 29

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 Ozyegin University

Downloads 208 (122,406)

Citation 29

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 Ozyegin University

Downloads 197 (128,996)

Citation 29

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 Ozyegin University

Downloads 77 (267,666)

Citation 29

Abstract:

20.

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 804 (18,418)

Abstract:

21.

Going Negative: What to do with Negative Book Equity Stocks

Downloads 697 ( 29,403)

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 593 (35,994)

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 104 (219,745)

Citation 2

Abstract:

22.

Macroeconomic Risk and Hedge Fund Returns

Downloads 282 ( 32,128)

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 Ozyegin University

Downloads 282 (89,234)

Citation 2

Abstract:

23.

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

Downloads 587 ( 37,045)

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 531 (41,687)

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 (482,308)

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 16 (487,995)

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 (511,490)

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 (517,210)

Citation 8

Abstract:

24.

Do Hedge Funds Outperform Stocks and Bonds?

Downloads 564 ( 39,058)

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

Downloads 300 (83,214)

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

Downloads 264 (95,879)

Abstract:

25.

Quantitative Measures of Operational Risk: An Application to Funds Management

Downloads 517 ( 43,689)

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 516 (43,242)

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 (579,951)

Citation 1

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Abstract:

26.

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 514 (38,324)

Citation 99

Abstract:

27.

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

Downloads 438 ( 53,734)

Citation 109

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 239 (106,481)

Citation 109

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 199 (127,841)

Citation 109

Abstract:

28.

Risk Premia in International Equity Markets Revisited

Downloads 432 ( 54,661)

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 263 (96,260)

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 138 (176,879)

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 31 (406,246)

Abstract:

29.

Mutual Fund Styles

Downloads 366 ( 66,668)

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 366 (66,041)

Citation 106

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:

30.

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 335 (57,410)

Citation 6

Abstract:

31.

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 306 (76,523)

Citation 9

Abstract:

32.

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 303 (73,977)

Citation 2

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 283 (74,761)

Citation 1

Abstract:

34.

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 263 (93,389)

Citation 11

Abstract:

35.

Portfolio Concentration and Investment Manager Performance

Downloads 246 (103,806)

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 Capital Markets CRC Limited

Downloads 143 (171,787)

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 Capital Markets CRC Limited

Downloads 85 (251,798)

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 Capital Markets CRC Limited

Downloads 18 (476,470)

Citation 15

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Abstract:

36.

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 212 (86,662)

Citation 6

Abstract:

37.

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 193 (117,183)

Citation 1

Abstract:

38.

Informationless Trading

Downloads 160 (155,897)

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, Capital Markets CRC Limited, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of New South Wales (UNSW Australia)

Downloads 84 (255,641)

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, Capital Markets CRC Limited, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of New South Wales (UNSW Australia)

Downloads 76 (271,932)

Abstract:

39.

Offshore Hedge Funds: Survival and Performance 1989-1995

Downloads 158 (157,590)

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 95 (234,173)

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 63 (299,808)

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.

Starting on the Wrong Foot: Seasonality in Mutual Fund Performance

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

Number of pages: 49 Posted: 10 Aug 2015 Last Revised: 05 Jun 2017

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

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

Downloads 151 (78,908)

Abstract:

41.

"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 London School of Economics & Political Science (LSE)

Downloads 125 (174,357)

Abstract:

42.

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 Australia), Capital Markets CRC Limited and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Downloads 124 (180,596)

Abstract:

43.

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 107 (200,636)

Abstract:

44.

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 74 (218,577)

Abstract:

45.

The Japanese Open-End Fund Puzzle

Downloads 72 (275,592)

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 (359,341)

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 (415,562)

Citation 15

Abstract:

46.

Do Individuals Use Credit Cards Rationally?

Number of pages: 35 Posted: 16 Jun 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 0 (271,393)

Abstract:

47.

Why Do Individuals Not Participate in the Stock Market?

29th Australasian Finance and Banking Conference 2016

Number of pages: 43 Posted: 12 Aug 2016 Last Revised: 16 Jun 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 0 (303,554)

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 London School of Economics & Political Science (LSE)

Stephen J. Brown

New York University - Stern School of Business

David S. Loeb Professor of Finance

50

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94,471

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Quantitative Measures of Operational Risk: An Application to Funds Management

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