Stephen J. Brown : Citation Profile

Are you Stephen J. Brown?

New York University (NYU) (60% share)
Monash University (40% share)

28

H index

40

i10 index

5749

Citations

RESEARCH PRODUCTION:

51

Articles

48

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   44 years (1977 - 2021). See details.
   Cites by year: 130
   Journals where Stephen J. Brown has often published
   Relations with other researchers
   Recent citing documents: 332.    Total self citations: 30 (0.52 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr268
   Updated: 2024-11-08    RAS profile: 2022-12-31    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Stephen J. Brown.

Is cited by:

Renneboog, Luc (39)

Lo, Andrew (32)

faff, robert (30)

Irwin, Scott (26)

Weill, Laurent (25)

Godlewski, Christophe (23)

Verbeek, Marno (20)

Thorbecke, Willem (18)

Martines Filho, João (18)

Goetzmann, William (17)

Gallagher, David (17)

Cites to:

Goetzmann, William (36)

French, Kenneth (28)

Fama, Eugene (26)

liang, bing (21)

Shleifer, Andrei (17)

Titman, Sheridan (15)

Carhart, Mark (9)

Jagannathan, Ravi (8)

Bekaert, Geert (8)

Vishny, Robert (8)

Patton, Andrew (8)

Main data

Where Stephen J. Brown has published?

Journals with more than one article published# docs
Journal of Financial Economics10
Journal of Finance10
Pacific-Basin Finance Journal5
Journal of Financial and Quantitative Analysis4
Journal of Banking & Finance3
The Journal of Business3
Emerging Markets Review2
The Review of Financial Studies2
Accounting and Finance2

Working Papers Series with more than one paper published# docs
Yale School of Management Working Papers / Yale School of Management20
Yale School of Management Working Papers / Yale School of Management13
NBER Working Papers / National Bureau of Economic Research, Inc8

Recent works citing Stephen J. Brown (2024 and 2023)

YearTitle of citing document
2023COVID-19 Attack on Stock Markets: Event Study and Panel Data Analysis of Organization of Islamic Countries (OIC). (2023). Hanif, Muhammad Wasif ; Awan, Umar Farooq ; Sarwar, Ammara ; Aslam, Muhammad ; Atif, Muhammad ; Sultana, Fatima ; Kashif, Muhammad. In: Journal of Economic Impact. RePEc:adx:journl:v:5:y:2023:i:1:p:50-63.

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2024Evaluation of the event study in the case of mergers and acquisitions. (2024). Bilteanu, Drago-George. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:295-312.

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2023Institutional Stock-Bond Portfolios Rebalancing and Financial Stability. (2023). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2322.

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2024Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943.

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2024Peer-reviewed theory does not help predict the cross-section of stock returns. (2022). Zimmermann, Tom ; Lopez-Lira, Alejandro ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2212.10317.

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2023Control of Emerging-Market Target, Abnormal Stock Return: Evidence in Vietnam. (2023). Tran, VY ; Van, Quyen. In: Papers. RePEc:arx:papers:2302.07117.

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2024Nash equilibria for relative investors with (non)linear price impact. (2023). Goll, Tamara ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2303.18161.

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2023Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2304.06950.

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2023The Price of Empire: Unrest Location and Sovereign Risk in Tsarist Russia. (2023). Vaaler, Paul M ; Hartwell, Christopher A. In: Papers. RePEc:arx:papers:2309.06885.

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2023Theoretical Foundations of Community Rating by a Private Monopolist Insurer: Framework, Regulation, and Numerical Analysis. (2023). Cagnol, John ; Braouezec, Yann. In: Papers. RePEc:arx:papers:2309.15269.

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2023Impact of Investing Characteristics on Financial Performance of Individual Investors: An Exploratory Study. (2023). Rompho, Nopadol ; Kusawat, Poompak. In: Papers. RePEc:arx:papers:2311.00384.

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2023Adaptive Agents and Data Quality in Agent-Based Financial Markets. (2023). Ratliff-Crain, Ethan ; van Oort, Colin M ; Wshah, Safwan ; Tivnan, Brian F. In: Papers. RePEc:arx:papers:2311.15974.

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2024The impact of Facebook-Cambridge Analytica data scandal on the USA tech stock market: An event study based on clustering method. (2024). Wan, Yinan ; Jeleskovic, Vahidin. In: Papers. RePEc:arx:papers:2402.14206.

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2023.

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2023The effect of natural gas discoveries in Israel on the strength of its currency. (2023). Tavor, Tchai. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:2:p:236-256.

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2024Reward or punishment? The impact of heterogeneous environmental regulatory intervention on the firm market value. (2024). Sarkis, Joseph ; Bai, Chunguang ; Sun, Lihua. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4004-4023.

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2024Responsible entrepreneurship, social innovation, and entrepreneurial performance: Does commitment to SDGs matter?. (2024). Nguyen, Nguyen Phong ; Adomako, Samuel. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4887-4900.

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2024Do markets Trump politics? Fossil and renewable market reactions to major political events. (2024). Sterner, Thomas ; Mukanjari, Samson. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836.

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2024Does hedge fund managers’ industry experience matter for hedge fund activism?. (2024). Kang, Junkoo ; Chen, Yuzi ; Brick, Ivan E ; Kim, Jinmo. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:59-97.

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2023The effect of investor service costs on mutual fund performance. (2023). Zaynutdinova, Gulnara ; Yao, Tong ; Jiang, George J. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:91-115.

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2023Exploring the performance of US international bond mutual funds. (2023). Littlejohn, Elizabeth ; Fletcher, Jonathan ; Marshall, Andrew. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:765-782.

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2024Are Economically Significant Stock Returns and Trading Volumes Driven by Firm‐specific News Releases?. (2004). Taffler, Richard J ; Ryan, Paul. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:31:y:2004:i:1-2:p:49-82.

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2024Underlying risk preferences and analyst risk‐taking behavior. (2020). Shemesh, Joshua ; Lee, Gladys ; Jona, Jonathan ; Cleary, Sean. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:7-8:p:949-981.

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2024Cross?firm return predictability and accounting quality. (2021). Kogan, Leonid ; Khan, Mozaffar ; Chen, Wen ; Serafeim, George. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:70-101.

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2023Low‐Risk Anomalies?. (2020). Zechner, Josef ; Wagner, Christian ; Schneider, Paul. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2673-2718.

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2023The Pollution Premium. (2023). Tsou, Chiyang ; Li, Kai ; Hsu, Pohsuan. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1343-1392.

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2024The Separation of Real Estate Operations By Spin-Off. (1984). Hite, Gailen L. ; Rogers, Ronald C. ; Owers, James E.. In: Real Estate Economics. RePEc:bla:reesec:v:12:y:1984:i:3:p:318-332.

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2023Impact of hurricanes on US insurance stocks. (2023). Jaeckle, Tanja ; Schuh, Frederick. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:26:y:2023:i:1:p:5-34.

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2023Quo Vadis? Evidence on New Firm-Bank Matching and Firm Performance Following “Sin” Bank Closures. (2023). Popova, Svetlana ; Ongena, Steven ; Turdyeva, Natalia ; Mamonov, Mikhail ; Goncharenko, Roman. In: CERGE-EI Working Papers. RePEc:cer:papers:wp754.

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2023Ofertas públicas de adquisición y su efecto sobre la rentabilidad de los mercados accionarios: el caso de Nutresa y sura en Colombia. (2023). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Orozco-Vanegas, Camilo Andres. In: Revista de Economía del Rosario. RePEc:col:000151:020942.

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2024The pricing of European non-performing real estate loan portfolios: evidence on stock market evaluation of complex asset sales. (2024). Schiereck, Dirk ; Muller, Birgit ; Manz, Florian. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:144672.

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2023Are the European Union stock markets vulnerable to the Russia–Ukraine war?. (2023). Pandey, Dharen ; Kumar, Gaurav ; Kumari, Vineeta. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000072.

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2023The beta anomaly and the quality effect in international stock markets. (2023). Wu, Winston ; Veron, Jose Francisco ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000229.

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2023The impact of more able managers on corporate trade credit. (2023). Wang, Hongxia ; Ngo, Thanh ; James, Hui Liang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:40:y:2023:i:c:s2214635023000710.

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2023Explaining green bond issuance using survey evidence: Beyond the greenium. (2023). Schopohl, Lisa ; Sangiorgi, Ivan. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:1:s0890838921000974.

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2023Lean against the wind: The effect of policy uncertainty on a firms corporate social responsibility strategy. (2023). Shen, Jianfu ; Colak, Gonul ; Peng, Daoju. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000251.

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2023Bondholder governance, takeover likelihood, and division of gains. (2023). Celikyurt, Ugur ; Paukowits, Aysun Alp ; Akdou, Evrim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000329.

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2023Rising board gender diversity and incentives of female directors. (2023). Upadhyay, Arun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000354.

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2023Robust inference in single firm/single event analyses. (2023). Schoch, Daniela Stephanie ; Elsas, Ralf. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000408.

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2024Cross-border M&A, gender-equal culture, and board gender diversity. (2024). Li, Jie ; Bao, Yangming. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001761.

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2023Hedge funds trading strategies and leverage. (2023). Mu, Congming ; Lu, Lei ; Liu, Wenqiong ; Huang, Wenli. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s016518892300043x.

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2023Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173.

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2023Stock return anomalies identification during the Covid-19 with the application of a grouped multiple comparison procedure. (2023). Cai, Qingyun ; Chang, Chiu-Lan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:168-183.

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2023Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254.

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2023Lottery preference, short-sale constraint, and the salience effect: Evidence from China. (2023). Zhu, Dongming ; Sun, Peng ; Liu, Chang. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001530.

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2023Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market. (2023). Garrett, Ian ; Liu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s026499932300295x.

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2023Do decreases in Distance-to-Default predict rating downgrades?. (2023). Singh, Manish ; Aggarwal, Nidhi ; Thomas, Susan. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s026499932300370x.

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2024Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075.

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2023Hedge fund performance persistence under different business cycles and stock market regimes. (2023). Tolikas, Konstantinos ; Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002017.

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2024Effect of sectoral holdings on the flow-performance sensitivity of mutual funds. (2024). Yadav, Vijay ; Covachev, Svetoslav. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001377.

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2024Did the Indian stock market overreact to Covid-19?. (2024). Mishra, Supriti ; Mohanty, Pitabas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300195x.

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2023Effects of the debate on glyphosates carcinogenic risk on pesticide producers share prices. (2023). Finger, Robert ; Hirsch, Stefan ; Koppenberg, Maximilian. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s092180092300188x.

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2023Macroeconomic uncertainty and firms’ investment in China. (2023). Lin, Juan ; Feng, Zhuozhao. In: Economics Letters. RePEc:eee:ecolet:v:226:y:2023:i:c:s0165176523001209.

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2023Non-significant in life but significant in death: Spillover effects to euro area banks from the SVB fallout. (2023). Reghezza, Alessio ; Perdichizzi, Salvatore. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002562.

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2023Pricing the net benefits of a public loan guarantee scheme in a developing market. (2023). Tanyeri-Gunsur, Baak ; Topalolu-Bozkurt, Aya. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003786.

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2023Information criteria for latent factor models: A study on factor pervasiveness and adaptivity. (2023). Tang, Cheng Yong ; Chen, YU ; Guo, Xiao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:237-250.

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2023The Attribution Matrix and the joint use of Finite Change Sensitivity Index and Residual Income for value-based performance measurement. (2023). Magni, Carlo Alberto ; Marchioni, Andrea ; Baschieri, Davide. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:872-892.

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2023Portfolio selection: A target-distribution approach. (2023). Vrins, Frédéric ; Lassance, Nathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:302-314.

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2023Salience theory and mutual fund flows: Empirical evidence from China. (2023). Quan, Xiaofeng ; Xiang, Cheng ; Hu, Shiyang. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001054.

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2023CEO turnover, political connections, and firm performance: Evidence from China. (2023). Guo, Mengmeng ; Zhao, Rui ; Liu, Xiaoyan. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000826.

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2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

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2023Salience theory in price and trading volume: Evidence from China. (2023). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:38-61.

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2023Say more to return less? Disclosure subsequent to successful technological innovation. (2023). Lee, Dong Young ; He, Jing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:403-426.

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2023Can we forecast better in periods of low uncertainty? The role of technical indicators. (2023). Stamatogiannis, Michalis P ; Pybis, Sam ; Henry, Olan ; Fernandez, Maria Ferrer. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:1-12.

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2023Overlapping momentum portfolios. (2023). Remesal, Alvaro ; de Jesus, Miguel ; Blanco, Ivan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:1-22.

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2023Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340.

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2023The effects of economic uncertainty on financial volatility: A comprehensive investigation. (2023). Wang, Tianyi ; Zhang, Cong ; Huang, Zhuo ; Tong, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:369-389.

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2023The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns. (2023). Kwok, Simon ; Leong, Minhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000786.

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2023Managerial ability and financial statement disaggregation decisions. (2023). Chen, Yan-Shing ; Bui, Dien Giau ; Lin, Chih-Yung. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000944.

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2024Enhancing betting against beta with stochastic dominance. (2024). Xu, Xia ; Kolokolova, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:76:y:2024:i:c:s0927539823001329.

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2023Climate events matter in the global natural gas market. (2023). Zhang, Dayong ; Ji, Qiang ; Sun, Xiaolei ; Shen, Yiran. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003857.

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2024How do changes in settlement periods affect wholesale market prices? Evidence from Australias National Electricity Market. (2024). Khezr, Peyman ; Csereklyei, Zsuzsanna. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001336.

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2024Green credit policy and corporate climate risk exposure. (2024). Wen, Shuyang ; Cao, YI ; Duan, Lin ; He, Feng. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002172.

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2023The asset pricing implications of global oil price uncertainty: Evidence from the cross-section of Chinese stock returns. (2023). Li, Jiaqi ; Xu, Zhiwei ; Zhang, Teng. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028013.

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2023Are family owners and managers good stewards in global crises? Evidence from stock market reactions to Covid-19. (2023). Block, Joern ; Ulrich, Lennart. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:14:y:2023:i:1:s1877858522000584.

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2023CEO personality traits and debt contracting: Evidence from pilot CEOs. (2023). Phan, Hieu V ; Nguyen, Nam H ; Kovacs, Tunde ; Freund, Steven. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004008.

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2023Good growth, bad growth: Market reaction to capital raising for REIT expansion. (2023). Zhang, Wenjing ; Weng, Xiaoyu ; Wang, Zilong ; Mansley, Nick. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000157.

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2023Dividend change announcements, ROE, and the cost of equity capital. (2023). Sheng, Hainan ; Dempsey, Stephen J. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000224.

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2023Betting against beta with intraday and overnight signals. (2023). Insana, Alessandra. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000583.

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2023Do online searches actually measure future retail investor trades?. (2023). Piccoli, Pedro ; de Castro, Jessica. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000686.

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2023Socially responsible investing: Is it for real or just for show?. (2023). Li, Mingsheng ; Goodell, John W ; Zhang, Zhenqi ; Peng, Hongfeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000698.

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2023Investor propensity to speculate and price delay in emerging markets. (2023). Peng, Shu-Cing ; Hsin, Chin-Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300073x.

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2023CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230.

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2023Bank affiliation and mutual funds’ trading strategy distinctiveness. (2023). Wang, Xiaoxiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001564.

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2023Is anti-herding always a smart choice? Evidence from mutual funds. (2023). Margaritis, Dimitris ; Lee, John Byong-Tek ; Yang, Wanyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300340x.

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2023When do investors go green? Evidence from a time-varying asset-pricing model. (2023). Panzica, Roberto ; Ossola, Elisa ; Alessi, Lucia. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004143.

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2024The effect of lead institutional investors on investment and capital structure of young firms: Evidence from Indian IPOs. (2024). Ramanna, Vishwanatha Saragur ; Singhal, Ankit ; Sharma, Aarti. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005124.

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2024Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets. (2024). Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001340.

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2024Corporate social responsibility and firm-level systematic risk: The moderating effect of economic policy uncertainty. (2024). Liu, Shasha ; Kong, Dongmin ; Wang, Zhixiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001583.

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More than 100 citations found, this list is not complete...

Works by Stephen J. Brown:

YearTitleTypeCited
2021The Contributions of Stephen A. Ross to Financial Economics In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article0
1988Stable Factors in Security Returns: Identification Using Cross-Validation: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
2011The efficient markets hypothesis: The demise of the demon of chance? In: Accounting and Finance.
[Citation analysis]		article8
2012Quantitative measures of operational risk: an application to funds management In: Accounting and Finance.
[Full Text][Citation analysis]		article4
2005Portfolio Concentration and Investment Manager Performance-super- In: International Review of Finance.
[Full Text][Citation analysis]		article27
2013Hedge Fund Involvement in Convertible Securities In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article1
1983 A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm. In: Journal of Finance.
[Full Text][Citation analysis]		article30
1983 Estimation Risk and Simple Rules for Optimal Portfolio Selection. In: Journal of Finance.
[Full Text][Citation analysis]		article13
1984 Anomalies in Security Returns and the Specification of the Market Model. In: Journal of Finance.
[Full Text][Citation analysis]		article4
1984 Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article2
1986 The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates. In: Journal of Finance.
[Full Text][Citation analysis]		article102
1995 Performance Persistence. In: Journal of Finance.
[Full Text][Citation analysis]		article356
2005Performance Persistence.(2005) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 356		paper
1995 Survival. In: Journal of Finance.
[Full Text][Citation analysis]		article50
2001Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry In: Journal of Finance.
[Full Text][Citation analysis]		article144
2008Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance.
[Full Text][Citation analysis]		article67
.() In: .
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This paper has nother version. Agregated cites: 67		paper
2018Sensation Seeking and Hedge Funds In: Journal of Finance.
[Full Text][Citation analysis]		article29
1986The Theory of Public Utility Pricing In: Cambridge Books.
[Citation analysis]		book119
1979The Effect of Estimation Risk on Capital Market Equilibrium In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article41
1985Differential Information and Security Market Equilibrium In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article205
2017A Lottery-Demand-Based Explanation of the Beta Anomaly In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article101
2021Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article1
1984Model Selection When There Is Minimal Prior Information. In: Econometrica.
[Full Text][Citation analysis]		article16
2019What is the role of institutional investors in corporate capital structure decisions? A survey analysis In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article15
2008The returns to value and momentum in Asian Markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article24
2008The return to value in Asian stock markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article7
2008Elusive return predictability: Discussion In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2012Estimating the cost of capital with basis assets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2017Starting on the wrong foot: Seasonality in mutual fund performance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2019Upside potential of hedge funds as a predictor of future performance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2011Do hedge funds exposures to risk factors predict their future returns? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article50
2012Trust and delegation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article29
2009Trust and Delegation.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 29		paper
2012Systematic risk and the cross section of hedge fund returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article57
2014Macroeconomic risk and hedge fund returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article119
2017Is economic uncertainty priced in the cross-section of stock returns? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article117
1984Differential information and the small firm effect In: Journal of Financial Economics.
[Full Text][Citation analysis]		article137
1985Using daily stock returns : The case of event studies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article2050
1985Derived factors in event studies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article17
1997Mutual fund styles In: Journal of Financial Economics.
[Full Text][Citation analysis]		article126
1998Mutual Fund Styles.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 126		paper
1980Measuring security price performance In: Journal of Financial Economics.
[Full Text][Citation analysis]		article857
2003An analysis of the relative performance of Japanese and foreign money management In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article1
2002An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2004An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2004) In: Yale School of Management Working Papers.
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.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2009Risk premia in international equity markets revisited In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article4
1993Risk premia in Pacific-Basin capital markets In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article20
2001Doubling: Nick Leesons trading strategy In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article5
2001Hedge funds: Omniscient or just plain wrong In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article2
1997Offshore Hedge Funds: Survival and Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper10
1997Offshore Hedge Funds: Survival and Performance 1989-1995.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1998Offshore Hedge Funds: Survival and Performance, 1989-1995.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1997Post-Announcement Drift In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper0
1998Offshore Hedge Funds: Survival & Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper0
2008Offshore Hedge Funds: Survival & Performance 1989-1995.(2008) In: Yale School of Management Working Papers.
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.() In: .
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1998The Japanese Open-End Fund Puzzle In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper10
1998The Japanese Open-End Fund Puzzle.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
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2001The Japanese Open-End Fund Puzzle..(2001) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
1998The Dow Theory: William Peter Hamiltons Track Record Re-Considered In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper35
2004The Dow Theory: William Peter Hamiltons Track Record Re-considered.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2008The Dow Theory: William Peter Hamiltons Track Record Re-Considered.(2008) In: Yale School of Management Working Papers.
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.() In: .
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1998Hedge Funds and the Asian Currency Crisis of 1997 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper26
1998Hedge Funds and the Asian Currency Crisis of 1997.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
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2008Hedge Funds and the Asian Currency Crisis of 1997.(2008) In: Yale School of Management Working Papers.
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.() In: .
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1999Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]		paper11
2004Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
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2008Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
.() In: .
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This paper has nother version. Agregated cites: 11		paper
2013Do Hedge Funds Outperform Stocks and Bonds? In: Management Science.
[Full Text][Citation analysis]		article42
1998Positive Portfolio Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2004Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers.
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2008Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers.
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.() In: .
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2001Hedge Funds With Style In: NBER Working Papers.
[Full Text][Citation analysis]		paper41
2001Hedge Funds With Style.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
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2008Hedge Funds With Style.(2008) In: Yale School of Management Working Papers.
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.() In: .
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This paper has nother version. Agregated cites: 41		paper
2003Fees on Fees in Funds of Funds In: NBER Working Papers.
[Full Text][Citation analysis]		paper42
2005FEES ON FEES IN FUNDS OF FUNDS.(2005) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
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2004Fees on Fees in Funds of Funds.(2004) In: Yale School of Management Working Papers.
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2009Fees on Fees in Funds of Funds.(2009) In: Yale School of Management Working Papers.
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.() In: .
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2003Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers.
[Full Text][Citation analysis]		paper56
2002Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2002) In: Yale School of Management Working Papers.
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2008Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2008) In: Yale School of Management Working Papers.
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.() In: .
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2012Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article15
2012Convertibles and Hedge Funds as Distributors of Equity Exposure In: The Review of Financial Studies.
[Full Text][Citation analysis]		article34
1992Survivorship Bias in Performance Studies. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article306
2013Current and Future Challenges Faced by Asset Managers In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
1997Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article3
1977Heteroscedasticity in the Market Model: A Comment. In: The Journal of Business.
[Full Text][Citation analysis]		article3
1999Offshore Hedge Funds: Survival and Performance, 1989-95. In: The Journal of Business.
[Full Text][Citation analysis]		article143
2008The Open-End Japanese Mutual Fund Puzzle In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
.() In: .
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In: .
[Full Text][Citation analysis]		paper1

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