Stephen J. Brown : Citation Profile


Are you Stephen J. Brown?

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

23

H index

37

i10 index

4136

Citations

RESEARCH PRODUCTION:

48

Articles

38

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   42 years (1977 - 2019). See details.
   Cites by year: 98
   Journals where Stephen J. Brown has often published
   Relations with other researchers
   Recent citing documents: 225.    Total self citations: 25 (0.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr268
   Updated: 2021-02-20    RAS profile: 2019-11-29    
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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 (36)

Lo, Andrew (29)

faff, robert (26)

Godlewski, Christophe (23)

Irwin, Scott (22)

Weill, Laurent (20)

Martines Filho, João (17)

Goetzmann, William (16)

Gallagher, David (14)

Leuz, Christian (14)

HASAN, IFTEKHAR (14)

Cites to:

Goetzmann, William (34)

Fama, Eugene (25)

French, Kenneth (24)

liang, bing (22)

Titman, Sheridan (15)

Shleifer, Andrei (11)

Carhart, Mark (8)

Bekaert, Geert (8)

Jagannathan, Ravi (8)

Engle, Robert (7)

Patton, Andrew (7)

Main data


Where Stephen J. Brown has published?


Journals with more than one article published# docs
Journal of Financial Economics10
Journal of Finance9
Pacific-Basin Finance Journal5
The Journal of Business3
Journal of Banking & Finance3
Journal of Financial and Quantitative Analysis3
Emerging Markets Review2
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 Management23

Recent works citing Stephen J. Brown (2021 and 2020)


YearTitle of citing document
2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

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2020Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022.

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2020Risk-neutral pricing for APT. (2019). Rasonyi, Miklos ; Carassus, Laurence. In: Papers. RePEc:arx:papers:1904.11252.

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2020The Size Effect Revisited. (2019). Sarantsev, Andrey ; Liu, YI ; Grove, Taran ; Flores, Brandon. In: Papers. RePEc:arx:papers:1907.08911.

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2020Low-volatility Anomaly and the Adaptive Multi-Factor Model. (2020). Jarrow, Robert ; Zhu, Liao ; Wells, Martin T ; Murataj, Rinald. In: Papers. RePEc:arx:papers:2003.08302.

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2020False (and Missed) Discoveries in Financial Economics. (2020). Liu, Yan ; Harvey, Campbell R. In: Papers. RePEc:arx:papers:2006.04269.

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2020Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860.

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2020Corporate Distress and Supervisory Blacklisting: The Italian Case. (2020). Anconetani, Rachele ; Gori, Leonella . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20135.

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2020Market Reactions to Corporate Governance Ranking Announcements: Evidence from Taiwan. (2020). HWANG, NENCHEN RICHARD ; Tai, Yihui. In: Abacus. RePEc:bla:abacus:v:56:y:2020:i:4:p:627-648.

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2020The effects of environmental regulation on the stock market: the French experience. (2020). Pham, Huy ; Anh, Huy Nguyen ; Moosa, Imad ; Ramiah, Vikash. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3279-3304.

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2020The role of the national institutional environment in IFRS convergence: a new approach. (2020). Patel, Chris ; Cao, June. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3367-3406.

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2020Does takeover competition affect acquisition choices and bidding firm performance? Australian evidence. (2020). Gunasekarage, Abeyratna ; faff, robert. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3581-3619.

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2020Death spiral PIPEs: a reconsideration of the evidence. (2020). Linnenluecke, Martina K ; Benson, Karen ; Rosov, Sviatoslav ; Morrison, David. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4175-4194.

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2020The impact on the cost of equity capital in the effects of integrated reporting quality. (2020). Salvi, Antonio ; Vitolla, Filippo ; Rubino, Michele ; Petruzzella, Felice ; Raimo, Nicola. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:519-529.

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2020The contagion effect of environmental violations: The case of Dieselgate in Germany. (2020). Lueg, Rainer ; Bouzzine, Yassin Denis. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:8:p:3187-3202.

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2020Shocks and fish stocks: The effect of disasters and policy announcements on listed fishing companies market value. (2020). Oueghlissi, Rim ; Scholtens, Bert. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:8:p:3636-3668.

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2020Moving markets? Government bond investors and microeconomic policy changes. (2020). Wibbels, Erik ; Paniagua, Victoria ; Mosley, Layna. In: Economics and Politics. RePEc:bla:ecopol:v:32:y:2020:i:2:p:197-249.

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2020Bank liquidity, macroeconomic risk, and bank risk: Evidence from the Financial Services Modernization Act. (2020). Liu, Yongchin ; Lee, Yuyi ; Chen, Iju. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:1:p:143-175.

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2020Innovations in financing: The impact of anchor investors in Indian IPOs. (2020). Chakrabarti, Binay Bhushan ; Bhattacharya, Arnab ; Petrova, Milena ; Ghosh, Chinmoy. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:1059-1106.

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2020Capturing hedge fund risk factor exposures: Hedge fund return replication with ETFs. (2020). Li, Yongjia ; Duanmu, Jun ; Malakhov, Alexey. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:405-431.

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2020Underlying 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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2020False (and Missed) Discoveries in Financial Economics. (2020). Harvey, Campbell R ; Liu, Yan. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2503-2553.

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2020Low‐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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2020PREDICTING SYSTEMATIC RISK WITH MACROECONOMIC AND FINANCIAL VARIABLES. (2020). Ibrushi, Denada ; Cenesizoglu, Tolga. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:649-673.

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2020Shareholder Value Effects of the Volkswagen Emissions Scandal on the Automotive Ecosystem. (2020). Singhal, Vinod R ; Jacobs, Brian W. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:10:p:2230-2251.

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2020Pre‐Hurricane Consumer Stockpiling and Post‐Hurricane Product Availability: Empirical Evidence from Natural Experiments. (2020). Dresner, Martin ; Pan, Xiaodan ; Zhang, Jun A ; Mantin, Benny. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:10:p:2350-2380.

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2020Location matters: Valuing firm‐specific nonmarket risk in the global mining industry. (2020). Shin, Jiyoung ; Ham, Shuna Shu ; Shapiro, Daniel ; Oh, Chang Hoon. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:7:p:1210-1244.

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2020On Unit Free Assessment of The Extent of Multilateral Distributional Variation. (2020). Linton, O ; Anderson, G ; Zelli, R ; Whang, Y-J., ; Pittau, M G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20123.

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2020On the Performance of Cryptocurrency Funds. (2020). Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp672.

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2020How financial markets react to Total’s strategy of becoming a responsible energy major?. (2020). Escoffier, Margaux. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-30.

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2020The Testing of Efficient Market Hypotheses: A Study of Indian Pharmaceutical Industry. (2020). Yadav, Vaibhav ; Vyas, Meghna ; Hawaldar, Iqbal Thonse ; Soni, Rashmi ; Kumar, Abhay. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-25.

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2020International Evidence of COVID-19 and Stock Market Returns: An Event Study Analysis. (2020). Bash, Ahmad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-5.

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2020Tourism companies risk exposures on text disclosure. (2020). Sun, Xiaolei ; Li, Guowen ; Wenli, Guo ; Feng, Yuyao. In: Annals of Tourism Research. RePEc:eee:anture:v:84:y:2020:i:c:s0160738320301304.

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2020Protecting investors from themselves: Evidence from a regulatory intervention. (2020). Firth, Chris . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302576.

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2020Winners and losers from supervisory enforcement actions against banks. (2020). Roman, Raluca A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918308216.

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2020Bank regulatory size thresholds, merger and acquisition behavior, and small business lending. (2020). Johnson, Shane A ; Hu, Shuting ; Bindal, Shradha. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s092911991830840x.

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2020The fluctuating maturities of convertible bonds. (2020). Yang, Antti ; Verwijmeren, Patrick. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300201.

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2020Navigating through economic policy uncertainty: The role of corporate cash holdings. (2020). Rhee, Ghon S ; Nguyen, MY ; Duong, Huu Nhan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300511.

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2020Arbitrage vs. informed short selling: Evidence from convertible bond issuers. (2020). Koski, Jennifer L ; Henry, Tyler R ; Hackney, John . In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301310.

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2020Holding company affiliation and bank stability: Evidence from the US banking sector. (2020). Silva-Buston, Consuelo ; Raykov, Radoslav. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301838.

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2020The external financing of investment. (2020). Verwijmeren, Patrick ; Grundy, Bruce D. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301899.

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2020On short-term institutional trading skill, behavioral biases, and liquidity need. (2020). Ray, Rina ; Chakravarty, Sugato. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301930.

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2020Investor overconfidence and the security market line: New evidence from China. (2020). Li, Youwei ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301299.

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2020Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925.

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2020Why do (some) consumers purchase complex financial products? An experimental study on investment in hybrid securities. (2020). Dulleck, Uwe ; Basu, Anup K. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:67:y:2020:i:c:p:203-220.

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2020The macroeconomic drivers in hedge fund beta management. (2020). Platania, Federico ; Lambert, Marie. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:65-80.

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2021Is Textual Tone Informative or Inflated for Firm’s Future Value? Evidence from Chinese Listed Firms. (2021). Guo, Jian Luan ; Yao, Xiao ; Wu, Dong Xiao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:513-525.

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2021Investor sentiment and stock price: Empirical evidence from Chinese SEOs. (2021). Yan, Chao ; Huang, Yong ; Lan, Yueqin. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:703-714.

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2021The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach. (2021). Racicot, François-Éric ; Theoret, Raymond ; Gregoriou, Greg N. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:843-872.

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2021Do investor relations matter in the tourism industry? Evidence from public opinions in China. (2021). Huang, Zhixiong ; Yang, Wei ; Xu, Mingli. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:923-933.

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2020Currency magnitude and cognitive biases: Evidence of dividend rounding in Latin America. (2020). Jakob, Keith ; Rubio, German ; Castillo, Augusto. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301895.

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2020Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

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2020Market effects of private equity placement: Evidence from Chinese equity and bond markets. (2020). Li, Yanxi ; Guo, Sicen ; Yu, Conghui ; Shi, Jinyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s106294082030111x.

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2020Happiness sentiments and the prediction of cross-border country exchange-traded fund returns. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301510.

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2021Extreme heat and stock market activity. (2021). el Ouadghiri, Imane ; Peillex, Jonathan ; Jaballah, Jamil ; Gomes, Mathieu. In: Ecological Economics. RePEc:eee:ecolec:v:179:y:2021:i:c:s092180092030015x.

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2020The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index. (2020). Pellizzari, Paolo ; Gufler, Ivan ; Donadelli, Michael. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303669.

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2020MaaS economics: Should we fight car ownership with subscriptions to alternative modes?. (2020). Graham, Daniel J ; Horcher, Daniel. In: Economics of Transportation. RePEc:eee:ecotra:v:22:y:2020:i:c:s2212012219300735.

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2020An analysis of the stock market reaction to the announcements of the UK Soft Drinks Industry Levy. (2020). Penney, Tarra ; Adams, Jean ; Cornelsen, Laura ; Law, Cherry ; Smith, Richard ; White, Martin ; Rutter, Harry. In: Economics & Human Biology. RePEc:eee:ehbiol:v:38:y:2020:i:c:s1570677x19302096.

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2020Hedge fund’s dynamic leverage decisions under time-inconsistent preferences. (2020). Zou, Zhentao ; Yang, Jinqiang ; Liu, BO. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:779-791.

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2020Value at risk, cross-sectional returns and the role of investor sentiment. (2020). Zhu, Yifeng ; Bi, Jia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:1-18.

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2020Testing moving average trading strategies on ETFs. (2020). Huang, Jingzhi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:57:y:2020:i:c:p:16-32.

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2020Board independence and firm value: A quasi-natural experiment using Taiwanese data. (2020). Liu, Frank Hong ; Kao, Mao-Feng ; Jiang, Yuxiang ; Fan, Yaoyao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:57:y:2020:i:c:p:71-88.

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2020Beta and firm age. (2020). Moneta, Fabio ; Kim, Daehwan ; Chincarini, Ludwig B. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:50-74.

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2020Hedge fund strategies: A non-parametric analysis. (2020). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919301802.

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2020Do corporations learn from mispricing? Evidence from takeovers and corporate performance. (2020). Barbopoulos, Leonidas G ; Adra, Samer. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521917300972.

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2020Time series momentum and macroeconomic risk. (2020). O'Brien, John ; Hutchinson, Mark C. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301137.

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2020Corporate governance convergence in the European M&A market. (2020). Momtaz, Paul P ; Drobetz, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318306421.

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2020Trust and delegation: A case to consider on broker rebates and investor sophistication. (2020). Kalay, Avner ; Haziza, Mor M. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418119303568.

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2020The information content of real operating performance measures from the airline industry. (2020). Borochin, Paul. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s1386418119303581.

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2020In law we trust: Lawyer CEOs and stock liquidity. (2020). Pham, Mia Hang. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300173.

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2020Return and information transmission of public and private timberland markets in the United States. (2020). Clutter, Michael L ; Mei, Bin. In: Forest Policy and Economics. RePEc:eee:forpol:v:113:y:2020:i:c:s138993411930187x.

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2020Fines and reputational sanctions: The case of cartels. (2020). Majied, Zherou ; Ormosi, Peter L ; Mariuzzo, Franco. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:69:y:2020:i:c:s0167718720300060.

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2020The diffusion of complex securities: The case of CAT bonds. (2020). Guedes, Jose ; Faias, Jose Afonso. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:46-57.

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2020Earnings acceleration and stock returns. (2020). Narayanamoorthy, Ganapathi ; He, Shuoyuan. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:69:y:2020:i:1:s0165410119300333.

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2020The impacts of COVID-19 on the global airline industry: An event study approach. (2020). Kotcharin, Suntichai ; Maneenop, Sakkakom. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:89:y:2020:i:c:s0969699720305032.

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2020Compulsive gambling in the financial markets: Evidence from two investor surveys. (2020). Cox, Ruben ; Kouwenberg, Roy ; Kamolsareeratana, Atcha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302808.

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2020On Becoming an O-SII (“Other Systemically Important Institution”). (2020). Sprincean, Nicu ; Andrieș, Alin Marius ; Ongena, Steven ; Nistor, Simona. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302961.

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2020The surface of implied firm’s asset volatility. (2020). Silaghi, Florina ; Lovreta, Lidija. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302789.

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2020The informativeness of derivatives use: Evidence from corporate disclosure through public announcements. (2020). Raman, Vikas ; Hoelscher, Seth A ; Fernando, Chitru S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426619303048.

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2020Beta uncertainty. (2020). Prokopczuk, Marcel ; Simen, Chardin Wese ; Hollstein, Fabian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301011.

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2020Banking stress test effects on returns and risks. (2020). de Haan, Jakob ; Neretina, Ekaterina ; Sahin, Cenkhan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620301096.

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2020The Shareholders response to a firms first international acquisition. (2020). Lawrence, Edward R ; Hibbert, Ann Marie ; Dandapani, Krishnan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301187.

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2020Do the most prominent firms really make the worst deals? How selection issues affect inferences from M&A studies. (2020). O'Brien, William ; Harris, Jeremiah ; Austin, Josh. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301540.

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2020Dodd-Franking the hedge Funds. (2020). Johan, Sofia ; Dai, NA ; Cumming, Douglas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426617302261.

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2020Does news affect disagreement in global markets?. (2020). Chen, Tao. In: Journal of Business Research. RePEc:eee:jbrese:v:109:y:2020:i:c:p:174-183.

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2020Distracted passive institutional shareholders and firm transparency. (2020). Yu, Yangxin ; Xinyu, Yang ; Zhang, Junrui ; Xue, Xiaolin. In: Journal of Business Research. RePEc:eee:jbrese:v:110:y:2020:i:c:p:347-359.

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2020A new event study method to forecast stock returns: The case of Facebook. (2020). Huarng, Kun-Huang ; Yu, Tiffany Hui-Kuang . In: Journal of Business Research. RePEc:eee:jbrese:v:115:y:2020:i:c:p:317-321.

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2020Post earnings announcement drift, liquidity and zero leverage firms: Evidence from the UK stock market. (2020). Gregoriou, Andros ; Zhang, Sijia. In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:13-26.

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2021Information asymmetry, cross-listing, and post-M&A performance. (2021). Zeng, Yuping ; Song, Sangcheol ; Zhou, Bing. In: Journal of Business Research. RePEc:eee:jbrese:v:122:y:2021:i:c:p:447-457.

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2021Uncertainty of M&As under asymmetric estimation. (2021). Kanungo, Rama Prasad. In: Journal of Business Research. RePEc:eee:jbrese:v:122:y:2021:i:c:p:774-793.

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2021The economic worth of loyalty programs: An event study analysis. (2021). Bhattacharya, Abhi ; Faramarzi, Ashkan. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:313-323.

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2021The effect of subscription-based direct-to-consumer channel additions on firm value. (2021). Fennell, Patrick B ; Pasirayi, Simbarashe. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:355-366.

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2021Is quantitative and qualitative information relevant for choosing mutual funds?. (2021). Duran-Santomil, Pablo ; Otero-Gonzalez, Luis. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:476-488.

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2020Are entrepreneurs special? Evidence from board appointments. (2020). Tian, Gloria Y ; Parwada, Jerry T ; Kung, Wilson ; Faleye, Olubunmi. In: Journal of Business Venturing. RePEc:eee:jbvent:v:35:y:2020:i:3:s0883902617309072.

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2020Hype or help? Journalists’ perceptions of mispriced stocks. (2020). Jacobs, Heiko. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:550-565.

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2020The wealth effects of merger and acquisition announcements on bondholders: New evidence from the over-the-counter market. (2020). Wu, Wei ; Ramaya, Krishnan ; Chen, Fan. In: Journal of Economics and Business. RePEc:eee:jebusi:v:107:y:2020:i:c:s0148619518300419.

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2020Show me the money: The monetary policy risk premium. (2020). Ozdagli, Ali ; Velikov, Mihail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:320-339.

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2020Measuring skewness premia. (2020). Langlois, Hugues. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:399-424.

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2020Betting against correlation: Testing theories of the low-risk effect. (2020). Pedersen, Lasse Heje ; Gormsen, Niels Joachim ; Frazzini, Andrea ; Asness, Cliff. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:629-652.

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2020Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns. (2020). Atilgan, Yigit ; Demirtas, Ozgur K ; Bali, Turan G ; Gunaydin, Doruk A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:725-753.

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2020Adverse selection and the performance of private equity co-investments. (2020). Schemmerl, Christoph ; Jenkinson, Tim ; Braun, Reiner. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:44-62.

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

Works by Stephen J. Brown:


YearTitleTypeCited
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.
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article6
2012Quantitative measures of operational risk: an application to funds management In: Accounting and Finance.
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article2
2005Portfolio Concentration and Investment Manager Performance* In: International Review of Finance.
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article20
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.
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article27
1983 Estimation Risk and Simple Rules for Optimal Portfolio Selection. In: Journal of Finance.
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article13
1984 Anomalies in Security Returns and the Specification of the Market Model. In: Journal of Finance.
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article3
1984 Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion. In: Journal of Finance.
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article0
1986 The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates. In: Journal of Finance.
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article70
1995 Performance Persistence. In: Journal of Finance.
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article304
2005Performance Persistence.(2005) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 304
paper
1995 Survival. In: Journal of Finance.
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article50
2008Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance.
[Full Text][Citation analysis]
article51
2009Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2018Sensation Seeking and Hedge Funds In: Journal of Finance.
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article5
1986The Theory of Public Utility Pricing In: Cambridge Books.
[Citation analysis]
book97
1979The Effect of Estimation Risk on Capital Market Equilibrium In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article30
1985Differential Information and Security Market Equilibrium In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article170
2017A Lottery-Demand-Based Explanation of the Beta Anomaly In: Journal of Financial and Quantitative Analysis.
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article26
1984Model Selection When There Is Minimal Prior Information. In: Econometrica.
[Full Text][Citation analysis]
article13
2019What is the role of institutional investors in corporate capital structure decisions? A survey analysis In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article1
2008The returns to value and momentum in Asian Markets In: Emerging Markets Review.
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article19
2008The return to value in Asian stock markets In: Emerging Markets Review.
[Full Text][Citation analysis]
article6
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]
article2
2019Upside potential of hedge funds as a predictor of future performance In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article0
2011Do hedge funds exposures to risk factors predict their future returns? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article29
2012Trust and delegation In: Journal of Financial Economics.
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article20
2009Trust and Delegation.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 20
paper
2009Trust and Delegation.(2009) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 20
paper
2012Systematic risk and the cross section of hedge fund returns In: Journal of Financial Economics.
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article35
2014Macroeconomic risk and hedge fund returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article57
2017Is economic uncertainty priced in the cross-section of stock returns? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article22
1984Differential information and the small firm effect In: Journal of Financial Economics.
[Full Text][Citation analysis]
article106
1985Using daily stock returns : The case of event studies In: Journal of Financial Economics.
[Full Text][Citation analysis]
article1540
1985Derived factors in event studies In: Journal of Financial Economics.
[Full Text][Citation analysis]
article13
1997Mutual fund styles In: Journal of Financial Economics.
[Full Text][Citation analysis]
article81
1998Mutual Fund Styles.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81
paper
1980Measuring security price performance In: Journal of Financial Economics.
[Full Text][Citation analysis]
article652
2003An analysis of the relative performance of Japanese and foreign money management In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article0
2002An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2002) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 0
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 another version. Agregated cites: 0
paper
2009Risk premia in international equity markets revisited In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article3
1993Risk premia in Pacific-Basin capital markets In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article17
2001Doubling: Nick Leesons trading strategy In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article4
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.
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This paper has another 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 another 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 another 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 another version. Agregated cites: 10
paper
2001The Japanese Open-End Fund Puzzle..(2001) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another 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]
paper27
2004The Dow Theory: William Peter Hamiltons Track Record Re-considered.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 27
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 another version. Agregated cites: 27
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]
paper23
1998Hedge Funds and the Asian Currency Crisis of 1997.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 23
paper
2008Hedge Funds and the Asian Currency Crisis of 1997.(2008) In: Yale School of Management Working Papers.
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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 another 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 another version. Agregated cites: 11
paper
2013Do Hedge Funds Outperform Stocks and Bonds? In: Management Science.
[Full Text][Citation analysis]
article19
1998Positive Portfolio Factors In: NBER Working Papers.
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paper0
2004Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 0
paper
2008Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 0
paper
2001Hedge Funds With Style In: NBER Working Papers.
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paper36
2001Hedge Funds With Style.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2008Hedge Funds With Style.(2008) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 36
paper
2003Fees on Fees in Funds of Funds In: NBER Working Papers.
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paper33
2005FEES ON FEES IN FUNDS OF FUNDS.(2005) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 33
chapter
2004Fees on Fees in Funds of Funds.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 33
paper
2009Fees on Fees in Funds of Funds.(2009) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 33
paper
2003Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers.
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paper49
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 another version. Agregated cites: 49
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 another version. Agregated cites: 49
paper
2012Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? In: Review of Asset Pricing Studies.
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article5
2012Convertibles and Hedge Funds as Distributors of Equity Exposure In: Review of Financial Studies.
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article24
1992Survivorship Bias in Performance Studies. In: Review of Financial Studies.
[Full Text][Citation analysis]
article245
1997Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article2
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]
article122
2009Estimating Operational Risk for Hedge Funds: The ?-Score In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
paper16
2008The Open-End Japanese Mutual Fund Puzzle In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team