Stephen J. Brown : Citation Profile

Are you Stephen J. Brown?

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

27

H index

40

i10 index

5569

Citations

RESEARCH PRODUCTION:

52

Articles

48

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   44 years (1977 - 2021). See details.
   Cites by year: 126
   Journals where Stephen J. Brown has often published
   Relations with other researchers
   Recent citing documents: 187.    Total self citations: 30 (0.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr268
   Updated: 2024-01-16    RAS profile: 2022-12-31    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Veld, Chris (2)

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 (38)

Lo, Andrew (32)

faff, robert (30)

Irwin, Scott (26)

Weill, Laurent (25)

Godlewski, Christophe (23)

Martines Filho, João (18)

Thorbecke, Willem (18)

Goetzmann, William (17)

Gallagher, David (17)

Verbeek, Marno (17)

Cites to:

Goetzmann, William (36)

French, Kenneth (28)

Fama, Eugene (26)

liang, bing (21)

Titman, Sheridan (15)

Shleifer, Andrei (14)

Carhart, Mark (9)

Bekaert, Geert (8)

Jagannathan, Ravi (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
The Journal of Business3
Journal of Banking & Finance3
International Review of Finance2
Emerging Markets Review2
Accounting and Finance2
Review of Financial Studies2

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Peer-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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023The COVID-19 risk in the cross-section of equity options. (2023). Ruan, Xinfeng ; Jitsawatpaiboon, Kanokrak. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000582.

Full description at Econpapers || Download paper

2023Timing is key: When does the market react to unionization efforts?. (2023). Schoonjans, Eline ; Hofmann, Bastian. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001502.

Full description at Econpapers || Download paper

2023Monetary policy as market stabilizer in the COVID-19 pandemic. (2023). Xiao, Yajun ; Chen, Yang ; Shan, Yimin. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s154461232300332x.

Full description at Econpapers || Download paper

2023Monitoring attention of institutional investors and trade credit financing. (2023). Liu, Cai ; He, Xiaoxiao. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003793.

Full description at Econpapers || Download paper

2023Repercussions of the Silicon Valley Bank collapse on global stock markets. (2023). Pandey, Dharen ; Hassan, M. Kabir ; Hasan, Rashedul ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003859.

Full description at Econpapers || Download paper

2023How did major global asset classes respond to Silicon Valley Bank failure?. (2023). Nobanee, Haitham ; Azmi, Shujaat Naeem ; Anwer, Zaheer. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004956.

Full description at Econpapers || Download paper

2023The race to exploit anomalies and the cost of slow trading. (2023). Kaplanski, Guy. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000465.

Full description at Econpapers || Download paper

2023Profitability anomaly and aggregate volatility risk. (2023). Barinov, Alexander. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000714.

Full description at Econpapers || Download paper

2023Hastily announced: Mergers and acquisitions with pledging shareholders. (2023). Zhou, Fuzhao ; Xing, Jing ; Shen, Yinjie. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000591.

Full description at Econpapers || Download paper

2023International stock volatility predictability: New evidence from uncertainties. (2023). Wu, Lan ; Wang, Tianyang ; Ma, Feng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000495.

Full description at Econpapers || Download paper

2023How stock market reacts to environmental disasters and judicial decisions: A case study of Mariana’s dam collapse in Brazil. (2023). Schiavon, L C ; Cordeiro, F F ; Assis, T P. In: International Review of Law and Economics. RePEc:eee:irlaec:v:73:y:2023:i:c:s0144818822000618.

Full description at Econpapers || Download paper

2023Hidden Gems: Do market participants respond to performance expectations revealed in compensation disclosures?. (2023). Peng, Qiyuan ; Li, Zhi ; Fee, Edward C. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000428.

Full description at Econpapers || Download paper

2023Two faces of the size effect. (2023). Guo, Laite. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002886.

Full description at Econpapers || Download paper

2023Fraud and abuse in the paycheck protection program? Evidence from investment advisory firms. (2023). Harvison, Thuong ; Beggs, William. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622000449.

Full description at Econpapers || Download paper

2023Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

Full description at Econpapers || Download paper

2023Supervisory stringency, payout restrictions, and bank equity prices. (2023). Marsh, Blake W. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001413.

Full description at Econpapers || Download paper

2023Additions to and deletions from the S&P 500 index: A resolution to the asymmetric price response puzzle. (2023). Rodriguez, Ivan M ; Prakash, Arun ; Lawrence, Edward R ; Kumar, Rajnish. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001747.

Full description at Econpapers || Download paper

2023Dissecting climate risks: Are they reflected in stock prices?. (2023). Skiadopoulos, George ; Matin, Rastin ; Faccini, Renato. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s037842662300153x.

Full description at Econpapers || Download paper

2023The incremental information in the yield curve about future interest rate risk. (2023). Christensen, Bent Jesper ; Veliyev, Bezirgen ; Kjar, Mads Markvart. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001711.

Full description at Econpapers || Download paper

2023Does it pay to withdraw marketing metrics disclosure? An empirical study of retailers’ cessation of monthly comparable-store sales. (2023). Yu, Jibin ; Zhou, Chenxi. In: Journal of Business Research. RePEc:eee:jbrese:v:156:y:2023:i:c:s0148296322009778.

Full description at Econpapers || Download paper

2023Firms’ responses to the COVID-19 pandemic. (2023). Swink, Morgan ; Wagner, Stephan M ; Schmidt, Christoph G ; Klockner, Maximilian. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s014829632300022x.

Full description at Econpapers || Download paper

2023The effect of third-party delivery partnerships on firm value. (2023). Sen, Argha ; Fennell, Patrick B ; Pasirayi, Simbarashe. In: Journal of Business Research. RePEc:eee:jbrese:v:167:y:2023:i:c:s0148296323004897.

Full description at Econpapers || Download paper

2023Anti-herding by hedge funds and its implications for expected returns. (2023). Demirer, Riza ; Badshah, Ihsan ; Ali, Sara. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:31-48.

Full description at Econpapers || Download paper

2023Safety first, loss probability, and the cross section of expected stock returns. (2023). Zhao, Lei ; Rieger, Marc Oliver ; Cao, JI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:345-369.

Full description at Econpapers || Download paper

2023Presidential economic approval rating and the cross-section of stock returns. (2023). Wang, Liyao ; Huang, Dashan ; Da, Zhi ; Chen, Zilin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:106-131.

Full description at Econpapers || Download paper

2023Sovereign risk premia and global macroeconomic conditions. (2023). Jeanneret, Alexandre ; Ekponon, Adelphe ; Andrade, Sandro C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:172-197.

Full description at Econpapers || Download paper

2023The Modern Mutual Fund Family. (2023). Spilker, Harold D ; Dannhauser, Caitlin D. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:1:p:1-20.

Full description at Econpapers || Download paper

2023Too much is too bad: The effect of media coverage on the price volatility of cryptocurrencies. (2023). Jeong, Daeyoung ; Lee, Kangsan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000244.

Full description at Econpapers || Download paper

2023The effects of Trump’s trade war on U.S. financial markets. (2023). Liu, Dingming ; Fang, Jing ; Chen, Yong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000438.

Full description at Econpapers || Download paper

2023A Bayesian perspective on commodity style integration. (2023). Zhao, Nan ; Fuertes, Ana-Maria. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000181.

Full description at Econpapers || Download paper

2023The impact of Chinas economic uncertainty on commodity and financial markets. (2023). Wang, Shu ; Chang, Long ; Yin, Hong. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004907.

Full description at Econpapers || Download paper

2023Russia-Ukraine conflict: The effect on European banks’ stock market returns. (2023). Gouveia, Ricardo ; Correia, Pedro ; Martins, Antonio Miguel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:67:y:2023:i:c:s1042444x23000051.

Full description at Econpapers || Download paper

2023Does performance-chasing behavior matter? International evidence. (2023). Seok, Sangik ; Ryu, Doojin ; Cho, Hoon ; Lee, Jennifer Eunkyeong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x2300018x.

Full description at Econpapers || Download paper

2023The beta anomaly in the Australian stock market and the lottery demand. (2023). Veron, Jose Francisco ; Bradrania, Reza. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001986.

Full description at Econpapers || Download paper

2023Economic policy uncertainty and mutual fund risk shifting. (2023). Yao, Zhongwei ; Jiang, Sainan ; Luo, Deming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002165.

Full description at Econpapers || Download paper

2023Who should choose the money managers? Institutional sponsors equity manager performance. (2023). Kang, Hyoung-Goo ; Jimmy, Ji Yeol ; Jun, Sang-Gyung ; Han, Min-Yeon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000409.

Full description at Econpapers || Download paper

2023Do M&A funds create value in Chinese listed firms?. (2023). Ma, Lina ; Guo, Feng ; Huang, Ying Sophie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001014.

Full description at Econpapers || Download paper

2023Market intraday momentum: APAC evidence. (2023). Zheng, Gaoping ; Chai, Daniel ; Limkriangkrai, Manapon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x2300152x.

Full description at Econpapers || Download paper

2023The performance of bidding companies in merger and acquisition deals: An empirical study of domestic acquisitions in Hong Kong and Mainland China. (2023). Gregoriou, Andros ; Benjasak, Chonlakan ; Chen, Yawen ; Ahmed, Rizwan ; Than, Ei Thuzar ; Falah, Nusiebeh Nahar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:168-180.

Full description at Econpapers || Download paper

2023Chilling effects of patent trolls. (2023). Richardson, Gordon ; Qiu, Jiaping ; Hou, YU ; Chen, Feng. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:3:s0048733322002232.

Full description at Econpapers || Download paper

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
2020Credit Cards: Transactional Convenience or Debt?Trap? In: International Review of Finance.
[Full Text][Citation analysis]		article0
2005Portfolio Concentration and Investment Manager Performance* 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]		article352
2005Performance Persistence.(2005) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 352		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]		article140
2008Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance.
[Full Text][Citation analysis]		article65
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2018Sensation Seeking and Hedge Funds In: Journal of Finance.
[Full Text][Citation analysis]		article25
1986The Theory of Public Utility Pricing In: Cambridge Books.
[Citation analysis]		book110
1979The Effect of Estimation Risk on Capital Market Equilibrium In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article39
1985Differential Information and Security Market Equilibrium In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article199
2017A Lottery-Demand-Based Explanation of the Beta Anomaly In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article86
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]		article10
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]		article5
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
.() In: .
[Full Text][Citation analysis]
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]		article55
2014Macroeconomic risk and hedge fund returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article112
2017Is economic uncertainty priced in the cross-section of stock returns? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article101
1984Differential information and the small firm effect In: Journal of Financial Economics.
[Full Text][Citation analysis]		article130
1985Using daily stock returns : The case of event studies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1993
1985Derived factors in event studies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article16
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]		article833
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
.() 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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
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]
This paper has nother version. Agregated cites: 10		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
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]
This paper has nother version. Agregated cites: 26		paper
2008Hedge Funds and the Asian Currency Crisis of 1997.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
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]
This paper has nother version. Agregated cites: 11		paper
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: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2013Do Hedge Funds Outperform Stocks and Bonds? In: Management Science.
[Full Text][Citation analysis]		article38
1998Positive Portfolio Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2004Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2008Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
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]
This paper has nother version. Agregated cites: 41		paper
2008Hedge Funds With Style.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
.() In: .
[Full Text][Citation analysis]
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]
This paper has nother version. Agregated cites: 42		chapter
2004Fees on Fees in Funds of Funds.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2009Fees on Fees in Funds of Funds.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2008Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
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: Review of Financial Studies.
[Full Text][Citation analysis]		article32
1992Survivorship Bias in Performance Studies. In: Review of Financial Studies.
[Full Text][Citation analysis]		article303
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]		article138
2008The Open-End Japanese Mutual Fund Puzzle In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
In: .
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team