Stephen J. Brown : Citation Profile


Are you Stephen J. Brown?

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

22

H index

35

i10 index

3635

Citations

RESEARCH PRODUCTION:

48

Articles

38

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   42 years (1977 - 2019). See details.
   Cites by year: 86
   Journals where Stephen J. Brown has often published
   Relations with other researchers
   Recent citing documents: 330.    Total self citations: 25 (0.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr268
   Updated: 2020-03-30    RAS profile: 2019-11-29    
   Missing citations? Add them    Incorrect content? Let us know

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:

Lo, Andrew (29)

Renneboog, Luc (22)

Irwin, Scott (22)

faff, robert (21)

Godlewski, Christophe (21)

Weill, Laurent (18)

Martines Filho, João (17)

Goetzmann, William (14)

HASAN, IFTEKHAR (14)

Camilleri, Silvio (13)

Liu, Shinhua (13)

Cites to:

Goetzmann, William (29)

Fama, Eugene (25)

French, Kenneth (24)

liang, bing (22)

Titman, Sheridan (15)

Shleifer, Andrei (11)

Carhart, Mark (8)

Jagannathan, Ravi (8)

Bekaert, Geert (8)

Ramadorai, Tarun (7)

Engle, Robert (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 Financial and Quantitative Analysis3
Journal of Banking & Finance3
Accounting and Finance2
Emerging Markets Review2
Review of Financial Studies2

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 (2019 and 2018)


YearTitle of citing document
2018The Impact of Political Activities on PSX: The Evidence from Pakistan. (2018). Malik, Muhammad Faizan ; Khan, Ihtesham ; Ur, Sami. In: Global Economics Review. RePEc:aaw:journl:v:3:y:2018:i:2:p:55-66.

Full description at Econpapers || Download paper

2018Using Social Media Analytics: The Effect of President Trump’s Tweets On Companies’ Performance. (2018). Jumah, Ahmad H ; Alnsour, Yazan. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:17:y:2018:i:1:p:100-121.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Better to stay apart: asset commonality, bipartite network centrality, and investment strategies. (2018). Spelta, Alessandro ; Pammolli, Fabio ; Lillo, Fabrizio ; Flori, Andrea. In: Papers. RePEc:arx:papers:1811.01624.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018An Empirical Evidence of Over Reaction Hypothesis on Karachi Stock Exchange (KSE). (2018). Chhapra, Imran ; Ahmed, Farhan ; Saad, Sanyah ; Kashif, Muhammad. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:449-465.

Full description at Econpapers || Download paper

2019Determinants of Mutual Funds Performance in Pakistan. (2019). Siddiqui, Danish Ahmed ; Asad, Muhammad. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2019:p:85-107.

Full description at Econpapers || Download paper

2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei G. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1887.

Full description at Econpapers || Download paper

2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1890.

Full description at Econpapers || Download paper

2018An Analysis of the Impact of WannaCry Cyberattack on Cybersecurity Stock Returns. (2018). Castillo, Daniel ; Falzon, Joseph. In: Review of Economics & Finance. RePEc:bap:journl:180308.

Full description at Econpapers || Download paper

2017The Effect of Business and Financial Market Cycles on Credit Ratings: Evidence from the Last Two Decades. (2017). Stolowy, Hervé ; Astolfi, Pierre ; Paugam, Luc ; Lobo, Gerald J. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:1:p:59-93.

Full description at Econpapers || Download paper

2017Does Integrated Reporting Matter to the Capital Market?. (2017). Zhou, Shan ; Green, Wendy ; Simnett, Roger. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:1:p:94-132.

Full description at Econpapers || Download paper

2018Open Market Share Repurchases in Germany: A Conditional Event Study Approach. (2018). Andres, Christian ; Theissen, Erik ; Doumet, Markus ; Betzer, Andre. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:417-444.

Full description at Econpapers || Download paper

2018International compliance with new Basel Accord principles for risk governance. (2018). Wright, Sue ; Magee, Shane ; Sheedy, Elizabeth . In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:279-311.

Full description at Econpapers || Download paper

2018A new perspective on performance persistence: evidence using portfolio holdings. (2018). Bennett, Scott ; Warren, Geoffrey J ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:91-125.

Full description at Econpapers || Download paper

2018Corporate governance and the sensitivity of investments to cash flows. (2018). Bhabra, Gurmeet Singh ; Seoungpil, Ahn ; Kaur, Parvinder. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:2:p:367-396.

Full description at Econpapers || Download paper

2018Are Internet message boards used to facilitate stock price manipulation? Evidence from an emerging market, Thailand. (2018). Laksomya, Nattapong ; Treepongkaruna, Sirimon ; Tanthanongsakkun, Suparatana ; Powell, John G. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:275-309.

Full description at Econpapers || Download paper

2018TO REGULATE OR TO DEREGULATE? THE ROLE OF DOWNSTREAM COMPETITION IN UPSTREAM MONOPOLY VERTICALLY LINKED MARKETS. (2018). POLEMIS, MICHAEL ; Eleftheriou, Konstantinos. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:51-63.

Full description at Econpapers || Download paper

2019Price formation on clandestine markets: the case of the Paris gold market during the Second World War. (2019). Oosterlinck, Kim ; van Hoang, Thi Hong ; Gallaishamonno, Georges. In: Economic History Review. RePEc:bla:ehsrev:v:72:y:2019:i:3:p:1048-1072.

Full description at Econpapers || Download paper

2018Investment beliefs of endowments. (2018). Ang, Andrew ; Goetzmann, William N ; Ayala, Andrs. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:3-33.

Full description at Econpapers || Download paper

2018Earnout deals: Method of initial payment and acquirers’ gains. (2018). Barbopoulos, Leonidas G ; Sudarsanam, Sudi ; Paudyal, Krishna. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:792-828.

Full description at Econpapers || Download paper

2019The payback of mutual fund selectivity in European markets. (2019). Doukas, John A ; Dong, Feng. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:160-180.

Full description at Econpapers || Download paper

2019Do investment banks create value for their clients? Empirical evidence from European acquisitions. (2019). Kolb, Johannes. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:80-115.

Full description at Econpapers || Download paper

2018Informed Options Trading Prior to Dividend Change Announcements. (2018). Zhang, Jun. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:81-103.

Full description at Econpapers || Download paper

2018Financial Institutions Network and the Certification Value of Bank Loans. (2018). Godlewski, Christophe ; Sanditov, Bulat. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:2:p:253-283.

Full description at Econpapers || Download paper

2019Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227.

Full description at Econpapers || Download paper

2018Hedge Fund Styles and their Contagion from the Equity Market. (2018). Kim, Tae Yoon ; Lee, Hee Soo. In: International Review of Finance. RePEc:bla:irvfin:v:18:y:2018:i:1:p:91-112.

Full description at Econpapers || Download paper

2019THE REACTIVE BETA MODEL. (2019). Grebenkov, Denis ; Aboura, Sofiane ; Valeyre, Sebastien. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:1:p:71-113.

Full description at Econpapers || Download paper

2018Activist‐impelled divestitures and shareholder value. (2018). Chen, Siwen ; Feldman, Emilie R. In: Strategic Management Journal. RePEc:bla:stratm:v:39:y:2018:i:10:p:2726-2744.

Full description at Econpapers || Download paper

2018Do investors actually value sustainability? New evidence from investor reactions to the Dow Jones Sustainability Index (DJSI). (2018). Hawn, Olga ; Mitchell, Will ; Chatterji, Aaron K. In: Strategic Management Journal. RePEc:bla:stratm:v:39:y:2018:i:4:p:949-976.

Full description at Econpapers || Download paper

2019THE CAC 40 INDEX’S REACTION TO TERRORIST ATTACKS: THE CASE OF CHARLIE HEBDO. (2019). El, Khoury Rim. In: Studies in Business and Economics. RePEc:blg:journl:v:14:y:2019:i:2:p:55-72.

Full description at Econpapers || Download paper

2019Do Corporate Governance Ratings Change Investor Expectations? Evidence from Announcements by Institutional Shareholder Services. (2019). Nerino, Marco ; Guest, Paul M. In: Working Papers. RePEc:cbr:cbrwps:wp515.

Full description at Econpapers || Download paper

2017Does the Tail Wag the Dog? Evidence from Fund Flow to VIX ETFs and ETNs. (2017). Wei, Xiaopeng ; Dang, Huong Dieu ; Biakowski, Jdrzej. In: Working Papers in Economics. RePEc:cbt:econwp:17/17.

Full description at Econpapers || Download paper

2019Effects of Earnings Management Strategy on Earnings Predictability: A Quantile Regression Approach Based on Opportunistic Versus Efficient Earnings Management. (2019). Nartea, Gilbert ; Hwang, Nen-Chen Richard ; Li, Leon. In: Working Papers in Economics. RePEc:cbt:econwp:19/09.

Full description at Econpapers || Download paper

2018How Do Banks Interact with Fintechs? Forms of Alliances and their Impact on Bank Value. (2018). Schwienbacher, Armin ; Lohwasser, Todor S ; Klus, Milan F ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7170.

Full description at Econpapers || Download paper

2018Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis. (2018). Moravcova, Michala ; Kocenda, Evzen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7239.

Full description at Econpapers || Download paper

2018The Effect of Investment Constraints on Hedge Fund Investor Returns. (2018). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12599.

Full description at Econpapers || Download paper

2019Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?. (2019). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert ; Kaupila, Mikko. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13618.

Full description at Econpapers || Download paper

2019A Supply and Demand Approach to Equity Pricing. (2019). Jo, Evan ; Calvet, Laurent ; Betermier, Sebastien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13974.

Full description at Econpapers || Download paper

2017Engagement partner specialization and corporate disclosure transparency. (2017). Lee, Hua ; Wang, Chen-Chin. In: The International Journal of Accounting. RePEc:eee:accoun:v:52:y:2017:i:4:p:354-369.

Full description at Econpapers || Download paper

2019Seeing like the market; exploring the mutual rise of transparency and accounting in transnational economic and market governance. (2019). Salles-Djelic, Marie-Laure ; Mehrpouya, Afshin. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:76:y:2019:i:c:p:12-31.

Full description at Econpapers || Download paper

2019Dynamics of mutual funds and stock markets in Asian developing economies. (2019). Qureshi, Zeeshan ; Khan, Habib Hussain ; Ghafoor, Abdul ; Kutan, Ali M. In: Journal of Asian Economics. RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818302896.

Full description at Econpapers || Download paper

2019The value of political ties for firms experiencing enforcement actions: Evidence from China. (2019). Zheng, Ying ; Yu, Xin. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:1:p:24-45.

Full description at Econpapers || Download paper

2018Asset specificity and firm value: Evidence from mergers. (2018). Ho, Joon. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:375-412.

Full description at Econpapers || Download paper

2018Managerial foreign experience and corporate innovation. (2018). Yuan, Rongli ; Wen, Wen. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:752-770.

Full description at Econpapers || Download paper

2018Corporate social responsibility and seasoned equity offerings. (2018). Dutordoir, Marie ; Sun, Ping ; Strong, Norman C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:158-179.

Full description at Econpapers || Download paper

2019Analysts to the rescue?. (2019). Lambertides, Neophytos ; Karamanou, Irene ; Charitou, Andreas. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:108-128.

Full description at Econpapers || Download paper

2019Smart investments by smart money: Evidence from acquirers projected synergies. (2019). Titman, Sheridan ; Safieddine, Assem ; Khalil, Samer ; Ismail, Ahmad. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:343-363.

Full description at Econpapers || Download paper

2019Political risk and cost of equity: The mediating role of political connections. (2019). Pham, Anh Viet. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:64-87.

Full description at Econpapers || Download paper

2019Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias. (2019). McLeish, Don L ; Boudreault, Mathieu ; Amaya, Diego. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:297-313.

Full description at Econpapers || Download paper

2017Money and velocity during financial crises: From the great depression to the great recession. (2017). Duca, John ; Bordo, Michael ; Anderson, Richard G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:32-49.

Full description at Econpapers || Download paper

2018The impact of ownership concentration and analyst coverage on market liquidity: Comparative evidence from an auction and a specialist market. (2018). La Rocca, Maurizio ; Gerace, Dionigi ; Stagliano, Raffaele. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:203-214.

Full description at Econpapers || Download paper

2018Price competition in the mutual fund industry. (2018). Parida, Sitikantha ; Tang, Zhenyang. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:29-39.

Full description at Econpapers || Download paper

2018The importance of hedging currency risk: Evidence from CNY and CNH. (2018). Du, Jiangze ; Lai, Kin Keung ; Hsu, Yuan-Teng ; Wang, Jying-Nan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:81-92.

Full description at Econpapers || Download paper

2019Hedge fund return higher moments over the business cycle. (2019). Racicot, François-Éric ; Theoret, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:73-97.

Full description at Econpapers || Download paper

2017Learning about individual managers’ performance in UK pension funds: The importance of specialization. (2017). Alda, Mercedes ; Sarto, Jose Luis ; Andreu, Laura. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:654-667.

Full description at Econpapers || Download paper

2019Hedge fund returns and uncertainty. (2019). Krause, Timothy A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:597-601.

Full description at Econpapers || Download paper

2019Understanding stock market volatility: What is the role of U.S. uncertainty?. (2019). Yin, Libo ; Fang, Tong ; Su, Zhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:582-590.

Full description at Econpapers || Download paper

2019What drives merger outcomes?. (2019). Walker, Mark M ; Jurich, Stephen N. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:757-775.

Full description at Econpapers || Download paper

2018When your regulator becomes your new neighbor: Bank regulation and the relocation of EBA and EMA. (2018). Berninger, Marc ; Schiereck, Dirk ; Kiesel, Florian. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:108-111.

Full description at Econpapers || Download paper

2018Intraday effect of news on emerging European forex markets: An event study analysis. (2018). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:597-615.

Full description at Econpapers || Download paper

2019Mutual fund flows and investors’ expectations in BRICS economies: Implications for international diversification. (2019). Ghafoor, Abdul ; Ur, Ijaz ; Khan, Habib Hussain ; Qureshi, Fiza. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:130-150.

Full description at Econpapers || Download paper

2018DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure. (2018). Zhou, Zhongbao ; Liu, Wenbin ; Jin, Qianying ; Xiao, Helu. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:111-131.

Full description at Econpapers || Download paper

2018A comprehensive test of the Fama-French five-factor model in emerging markets. (2018). Foye, James. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:199-222.

Full description at Econpapers || Download paper

2018Do investors value the nonfinancial disclosure in emerging markets?. (2018). Chauhan, Yogesh ; Kumar, Surya B. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:32-46.

Full description at Econpapers || Download paper

2019One country, two systems? The heavy-tailedness of Chinese A- and H- share markets. (2019). Ibragimov, Rustam ; Chen, Zhimin. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:115-141.

Full description at Econpapers || Download paper

2019Wealth effects on cross-border acquisition firms from emerging economies. (2019). Jain, P K ; Kashiramka, Smita. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:10.

Full description at Econpapers || Download paper

2018Hindsight effect: What are the actual cash flow timing skills of mutual fund investors?. (2018). Muoz, Fernando ; Vicente, Ruth . In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:181-193.

Full description at Econpapers || Download paper

2018The disciplinary effects of short sales on controlling shareholders. (2018). Chen, Shenglan ; Ma, Hui ; Lu, Rui ; Lin, Bingxuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:56-76.

Full description at Econpapers || Download paper

2018ETF liquidation determinants. (2018). Sherrill, Eli D ; Stark, Jeffrey R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:357-373.

Full description at Econpapers || Download paper

2019Improved method for detecting acquirer fixed effects. (2019). Roll, Richard ; Cousin, Jean-Gabriel ; de Bodt, Eric. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:20-42.

Full description at Econpapers || Download paper

2019In search of the optimal number of fund subgroups. (2019). Cheng, Tingting ; Yan, Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:78-92.

Full description at Econpapers || Download paper

2019The effects of recent terrorist attacks on risk and return in commodity markets. (2019). Reddy, Krishna ; Veron, Jose Francisco ; Wallace, Damien ; Ramiah, Vikash ; Elliott, Robert. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:13-22.

Full description at Econpapers || Download paper

2017Evaluation of energy saving effects of tiered electricity pricing and investigation of the energy saving willingness of residents. (2017). Wu, YA ; Zhang, LI. In: Energy Policy. RePEc:eee:enepol:v:109:y:2017:i:c:p:208-217.

Full description at Econpapers || Download paper

2018An empirical examination of the diversification benefits of U.K. international equity closed-end funds. (2018). Fletcher, Jonathan. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:23-34.

Full description at Econpapers || Download paper

2018Stock prices and geographic proximity of information: Evidence from the Ebola outbreak. (2018). Ichev, Riste ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:153-166.

Full description at Econpapers || Download paper

2018Hedge fund performance attribution under various market conditions. (2018). Stafylas, Dimitrios ; Uddin, Moshfique ; Anderson, Keith. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:221-237.

Full description at Econpapers || Download paper

2018Institutional ownership and the choice of equity issue method. (2018). Karpaviius, Sigitas ; Suchard, Jo-Ann. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:73-84.

Full description at Econpapers || Download paper

2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities. (2018). Roubaud, David ; Ji, Qiang ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:1-12.

Full description at Econpapers || Download paper

2018Capital market consequences of cultural influences on earnings: The case of cross-listed firms in the U.S. stock market. (2018). Wijayana, Singgih ; Gray, Sidney J. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:134-147.

Full description at Econpapers || Download paper

2018Is U.S. economic policy uncertainty priced in Chinas A-shares market? Evidence from market, industry, and individual stocks. (2018). Kutan, Ali ; Sun, Ping-Wen ; Hu, Zhijun. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:207-220.

Full description at Econpapers || Download paper

2018The wealth effects of public-to-private LBOs: Evidence from Europe. (2018). Dasilas, Apostolos ; Grose, Chris. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:179-194.

Full description at Econpapers || Download paper

2018Investor sentiment: Does it augment the performance of asset pricing models?. (2018). Bredin, Don ; Bathia, Deven. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:290-303.

Full description at Econpapers || Download paper

2019Decoupling management inefficiency: Myopia, hyperopia and takeover likelihood. (2019). Danbolt, JO ; Ntim, Collins G ; Tunyi, Abongeh A. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:1-20.

Full description at Econpapers || Download paper

2019U.S. tax inversions and shareholder wealth effects. (2019). Gurdgiev, Constantin ; Boermans, Boris ; Durand, Robert B ; Laing, Elaine. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:35-52.

Full description at Econpapers || Download paper

2019Valuation effects of tax-free versus taxed cash distributions. (2019). Grose, Chris ; Dasilas, Apostolos. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:307-321.

Full description at Econpapers || Download paper

2017Comparing performance sensitivity of retail and institutional mutual funds’ investment flows. (2017). Salganik-Shoshan, Galla ; Mazur, Mieszko ; Zagonov, Maxim. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:66-73.

Full description at Econpapers || Download paper

2019The Australian bank levy: Do shareholders pay?. (2019). , John ; John , ; Sobiech, Anna L ; Chronopoulos, Dimitris K. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:412-415.

Full description at Econpapers || Download paper

2019Business cycle, expected return and momentum payoffs. (2019). Hwang, Hyoseok ; Chen, Jiun-Lin. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:83-89.

Full description at Econpapers || Download paper

2019How does the stock market react to financial innovation regulations?. (2019). He, YU ; Yang, Minhua. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:259-265.

Full description at Econpapers || Download paper

2018Forecasting the equity risk premium: The importance of regime-dependent evaluation. (2018). Baltas, Nick ; Karyampas, Dimitrios . In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:83-102.

Full description at Econpapers || Download paper

2018The MAX effect: Lottery stocks with price limits and limits to arbitrage. (2018). Hung, Weifeng ; Yang, Jimmy J. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:77-91.

Full description at Econpapers || Download paper

2018When are extreme daily returns not lottery? At earnings announcements!. (2018). Nguyen, Harvey ; Truong, Cameron. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:92-116.

Full description at Econpapers || Download paper

2019Do upgrades matter? Evidence from trading volume. (2019). Siegel, Andrew F ; Koski, Jennifer L ; Brogaard, Jonathan. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:54-77.

Full description at Econpapers || Download paper

2019Market anomalies and disaster risk: Evidence from extreme weather events. (2019). Siebert, Mark G ; Lioui, Abraham ; Lanfear, Matthew G. In: Journal of Financial Markets. RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118300776.

Full description at Econpapers || Download paper

2018The performance of European equity carve-outs. (2018). Dasilas, Apostolos ; Leventis, Stergios. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:121-135.

Full description at Econpapers || Download paper

2018Do institutions trade ahead of false news? Evidence from an emerging market. (2018). Li, Qian ; Bao, Liang ; Wang, Jiamin. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:98-113.

Full description at Econpapers || Download paper

2018The effects of options listing and delisting in a short-sale-constrained market: Evidence from the Indian equities markets. (2018). Banerjee, Pradip ; Maitra, Debasish ; Christie-David, Rohan ; Chatrath, Arjun . In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:157-169.

Full description at Econpapers || Download paper

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.
[Citation analysis]
article5
2012Quantitative measures of operational risk: an application to funds management In: Accounting and Finance.
[Full Text][Citation analysis]
article2
2005Portfolio Concentration and Investment Manager Performance* In: International Review of Finance.
[Full Text][Citation analysis]
article15
2013Hedge Fund Involvement in Convertible Securities In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article0
1983 A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm. In: Journal of Finance.
[Full Text][Citation analysis]
article24
1983 Estimation Risk and Simple Rules for Optimal Portfolio Selection. In: Journal of Finance.
[Full Text][Citation analysis]
article11
1984 Anomalies in Security Returns and the Specification of the Market Model. In: Journal of Finance.
[Full Text][Citation analysis]
article3
1984 Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]
article0
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]
article65
1995 Performance Persistence. In: Journal of Finance.
[Full Text][Citation analysis]
article277
2005Performance Persistence.(2005) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 277
paper
1995 Survival. In: Journal of Finance.
[Full Text][Citation analysis]
article50
2008Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance.
[Full Text][Citation analysis]
article47
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: 47
paper
2018Sensation Seeking and Hedge Funds In: Journal of Finance.
[Full Text][Citation analysis]
article1
1986The Theory of Public Utility Pricing In: Cambridge Books.
[Citation analysis]
book83
1979The Effect of Estimation Risk on Capital Market Equilibrium In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article25
1985Differential Information and Security Market Equilibrium In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article133
2017A Lottery-Demand-Based Explanation of the Beta Anomaly In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article9
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]
article0
2008The returns to value and momentum in Asian Markets In: Emerging Markets Review.
[Full Text][Citation analysis]
article15
2008The return to value in Asian stock markets In: Emerging Markets Review.
[Full Text][Citation analysis]
article5
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]
article1
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]
article25
2012Trust and delegation In: Journal of Financial Economics.
[Full Text][Citation analysis]
article17
2009Trust and Delegation.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2009Trust and Delegation.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2012Systematic risk and the cross section of hedge fund returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article31
2014Macroeconomic risk and hedge fund returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article40
2017Is economic uncertainty priced in the cross-section of stock returns? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article9
1984Differential information and the small firm effect In: Journal of Financial Economics.
[Full Text][Citation analysis]
article89
1985Using daily stock returns : The case of event studies In: Journal of Financial Economics.
[Full Text][Citation analysis]
article1361
1985Derived factors in event studies In: Journal of Financial Economics.
[Full Text][Citation analysis]
article12
1997Mutual fund styles In: Journal of Financial Economics.
[Full Text][Citation analysis]
article77
1998Mutual Fund Styles.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77
paper
1980Measuring security price performance In: Journal of Financial Economics.
[Full Text][Citation analysis]
article576
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.
[Full Text][Citation analysis]
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]
article2
1993Risk premia in Pacific-Basin capital markets In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article16
2001Doubling: Nick Leesons trading strategy In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article3
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 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]
paper26
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 another version. Agregated cites: 26
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: 26
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
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]
article12
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 another version. Agregated cites: 0
paper
2008Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2001Hedge Funds With Style In: NBER Working Papers.
[Full Text][Citation analysis]
paper35
2001Hedge Funds With Style.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
2008Hedge Funds With Style.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
2003Fees on Fees in Funds of Funds In: NBER Working Papers.
[Full Text][Citation analysis]
paper31
2005FEES ON FEES IN FUNDS OF FUNDS.(2005) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
chapter
2009Fees on Fees in Funds of Funds.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2004Fees on Fees in Funds of Funds.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2003Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article4
2012Convertibles and Hedge Funds as Distributors of Equity Exposure In: Review of Financial Studies.
[Full Text][Citation analysis]
article17
1992Survivorship Bias in Performance Studies. In: Review of Financial Studies.
[Full Text][Citation analysis]
article226
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]
article114
2009Estimating Operational Risk for Hedge Funds: The ?-Score In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
paper14
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 March, 4 2020. Contact: CitEc Team