Stephen J. Brown : Citation Profile

Are you Stephen J. Brown?

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

26

H index

39

i10 index

4831

Citations

RESEARCH PRODUCTION:

51

Articles

38

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   44 years (1977 - 2021). See details.
   Cites by year: 109
   Journals where Stephen J. Brown has often published
   Relations with other researchers
   Recent citing documents: 538.    Total self citations: 26 (0.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr268
   Updated: 2022-05-14    RAS profile: 2021-10-26    
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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 (36)

Lo, Andrew (33)

faff, robert (26)

Godlewski, Christophe (23)

Irwin, Scott (22)

Weill, Laurent (20)

Martines Filho, João (17)

Cumming, Douglas (16)

Goetzmann, William (16)

HASAN, IFTEKHAR (15)

Gallagher, David (14)

Cites to:

Goetzmann, William (34)

Fama, Eugene (25)

French, Kenneth (24)

liang, bing (22)

Titman, Sheridan (15)

Shleifer, Andrei (12)

Carhart, Mark (8)

Bekaert, Geert (8)

Jagannathan, Ravi (8)

Epstein, Larry (7)

Engle, Robert (7)

Main data

Where Stephen J. Brown has published?

Journals with more than one article published# docs
Journal of Finance10
Journal of Financial Economics10
Pacific-Basin Finance Journal5
Journal of Financial and Quantitative Analysis4
The Journal of Business3
Journal of Banking & Finance3
Accounting and Finance2
International Review of 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 (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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2021The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11.

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2020Precios y tarifas de servicios públicos. Evolución. 1945-2018. (2020). Porto, Alberto ; Pizzi, Francisco ; Navajas, Fernando ; Cont, Walter. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4328.

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2021THE IMPACT OF CORONAVIRUS PANDEMIC ON THE STOCK MARKET REACTION IN THE BANKING SECTOR. THE ROLE OR REGULATORY AND SUPERVISORY FRAMEWORK ACROSS EUROPEAN UNION MEMBERS. (2021). Nistor, Simona ; Bobiceanu, Andreea Maura. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2021:j:28:bobiceanua.

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2022Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:108.

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2020Bidder Value Implications of Cross-Border vs Domestic Acquisitions: A Study of Dutch Firms. (2020). Wicaksana, Ramadhan H. In: International Journal of Business and Administrative Studies. RePEc:apa:ijbaas:2020:p:121-135.

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2021The Relation Between Trading Volume Concentration and Stock Returns. (2021). Lin, Yaling ; Lo, Chen-Chang ; Wen, Yi Ting ; Kuo, Jiann-Lin. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2021:p:82-89.

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2021Does Brexit Have a Bullish or Bearish Effect on the Taiwan Stock Market?. (2021). Lin, Tse Mao ; Yu, Jing Long ; Wu, Xin Hui. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2021:p:90-101.

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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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2021The Size Effect Revisited. (2019). Sarantsev, Andrey ; Liu, YI ; Grove, Taran ; Flores, Brandon. In: Papers. RePEc:arx:papers:1907.08911.

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2021Low-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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2021Testing 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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2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

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2021The Adaptive Multi-Factor Model and the Financial Market. (2021). Zhu, Liao. In: Papers. RePEc:arx:papers:2107.14410.

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2021Uncertainty, volatility and the persistence norms of financial time series. (2021). Rudkin, Simon ; Qiu, Wanling ; Dlotko, Pawel. In: Papers. RePEc:arx:papers:2110.00098.

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

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2021A Review of Main Strands on the Flow-Performance Relationship of Mutual Funds. (2021). Filip, Dariusz. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev7i3-2.

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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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2021Brexit: Cyclical dependence in market neutral hedge funds. (2021). Galvez, Julio ; Crego, Julio A. In: Working Papers. RePEc:bde:wpaper:2141.

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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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2021Choosing the Level of Significance: A Decision?theoretic Approach. (2021). Kim, Jae ; Choi, IN. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:1:p:27-71.

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2022Misvaluation and the Asset Growth Anomaly. (2022). Lambertides, Neophytos. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:105-141.

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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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2021To launder or not to launder: are there positive effects for the economies of countries who launder money?. (2021). Shen, Yun ; Buchanan, June. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2697-2716.

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2021Do accounting information and market environment matter for cross?asset predictability?. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Thakerngkiat, Narongdech. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4389-4434.

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2021Leverage constraints and corporate financing decisions. (2021). Zhou, Qing ; Yang, Liu. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5199-5230.

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2022A timing momentum strategy. (2022). Ko, Kuancheng ; Chou, Robin K ; Yang, Nientzu ; Lin, Chaonan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1339-1379.

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2021COVID?19 outbreak and sectoral performance of the Australian stock market: An event study analysis. (2021). , Abu ; Wei, Haitian ; Alam, Md Mahmudul. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:3:p:482-495.

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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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2020Institutional investors attention to environmental information, trading strategies, and market impacts: Evidence from China. (2020). Mao, Xiaodan ; Wei, Ping ; Chen, Xiaohong. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:566-591.

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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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2021Environmental policies and financial performance: stock market reaction to firms for their proactive environmental practices recognized by governmental programs. (2021). Zhu, Qinghua ; Singhal, Vinod ; Chen, Yuan. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1548-1562.

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2021Looking for sustainable development: Socially responsible mutual funds and the low?carbon economy. (2021). Tortosa-Ausina, Emili ; TortosaAusina, Emili ; de Mingolopez, Diego Victor ; Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; Solerdominguez, Amparo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1751-1766.

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2021An empirical analysis: Did green supply chain management alleviate the effects of COVID?19?. (2021). Tiscini, Riccardo ; Porco, Barbara ; Zaro, Claudio Soerger ; Fasan, Marco. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:5:p:2702-2712.

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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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2020Predicting hedge fund performance when fund returns are skewed. (2020). Kumar, Alok ; Hutchinson, Mark C ; Heuson, Andrea J. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:4:p:877-896.

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2021Informativeness of mutual fund advertisements: Does advertising communicate fund quality to investors?. (2021). Pukthuanthong, Kuntara ; Obaid, Khaled. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:203-236.

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2021Correlation and the omitted variable: A tale of two prices. (2021). Pan, Zheyao ; Han, Xing. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:519-552.

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2021Does policy uncertainty increase relational risks? Evidence from strategic alliances. (2021). Jha, Anand ; Datta, Sudip ; Baxamusa, Mufaddal. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:3:p:645-689.

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2021The dark side of shareholder litigation: Evidence from corporate takeovers. (2021). Zhao, Yijia ; Chu, Yongqiang. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:3:p:845-873.

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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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2021Can hedge funds benefit from corporate social responsibility investment?. (2021). Li, Yongjia ; Huang, Qiping ; Duanmu, Jun ; McBrayer, Garrett A. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:251-278.

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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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2021Accounting information, disclosure, and expected utility: Do investors really abhor uncertainty?. (2021). Johnstone, D J. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:3-35.

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

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2021Political ideology in M&A. (2021). Alhashel, Bader ; Alnahedh, Saad. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:9-10:p:1711-1746.

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2022Ownership concentration, ownership identity and seasoned equity offerings probabilities: Evidence from Germany. (2022). Zechser, Florian ; Rojahn, Joachim. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:274-296.

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2020Tax?Efficient Asset Management: Evidence from Equity Mutual Funds. (2020). Sialm, Clemens ; Zhang, Hanjiang. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:2:p:735-777.

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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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2021The Economics of Hedge Fund Startups: Theory and Empirical Evidence. (2021). Zhang, Hong ; Farnsworth, Grant ; Cao, Charles. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1427-1469.

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2021Sentiment Trading and Hedge Fund Returns. (2021). han, bing ; Chen, Yong ; Pan, Jing. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:2001-2033.

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2022Common Risk Factors in Cryptocurrency. (2022). Wu, XI ; Tsyvinski, Aleh ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1133-1177.

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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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2021Active share: A blessing and a curse. (2021). Gilstrap, Collin ; Cline, Brandon N. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:2:p:431-463.

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2021The real effects of earnout contracts in M&As. (2021). Danbolt, JO ; Barbopoulos, Leonidas G. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:607-639.

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2021Liquidity risk and the beta premium. (2021). Zhao, Huainan ; Luo, DI ; Gong, Cynthia M. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:789-814.

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2021Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?. (2021). Zopounidis, Constantin ; King, Timothy ; Koutmos, Dimitrios. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:815-837.

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2022Mutual fund performance and changes in factor exposure. (2022). Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; de Mingolopez, Diego Victor ; Conlon, Thomas ; Bessler, Wolfgang. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:17-52.

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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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2022Does the Sharing Economy Technology Disrupt Incumbents? Exploring the Influences of Mobile Digital Freight Matching Platforms on Road Freight Logistics Firms. (2022). Wan, Xiang ; Zhou, Zenan. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:1:p:117-137.

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2022When Blockchain Creates Shareholder Value: Empirical Evidence from International Firm Announcements. (2022). Wagner, Stephan M ; Schmidt, Christoph G ; Klockner, Maximilian. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:1:p:46-64.

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2022Who owns the pipes? Utility ownership, infrastructure conditions, and methane emissions in United States natural gas distribution. (2022). Greer, Robert A ; Scott, Tyler A. In: Review of Policy Research. RePEc:bla:revpol:v:39:y:2022:i:2:p:170-198.

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2021Market reactions to enterprise risk management adoption, incorporation by rating agencies, and ORSA Act passage. (2021). Xu, Jianren ; Eastman, Evan M. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:2:p:151-180.

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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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2021Disclosure Deregulation of Quarterly Reporting. (2021). Zimmermann, Jochen ; Hornuf, Lars ; Behrmann, Vanessa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9344.

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2021U.S. Cannabis Laws Projected to Cost Generic and Brand Pharmaceutical Firms Billions. (2021). Doremus, Jacqueline ; Stith, Sarah ; Bednarek, Ziemowit. In: Working Papers. RePEc:cpl:wpaper:2102.

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2022Political and Socioeconomic Factors That Determine the Financial Outcome of Successful Green Innovation. (2022). Schiereck, Dirk ; Kiesel, Florian ; Riehl, Kevin. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:132099.

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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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2021The Impact of Quantitative Easing on Cryptocurrency. (2021). Peng, Geng ; Liu, Ying ; Lv, Benfu ; Gu, Cong. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-4.

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2021The Shareholder Value Effect of System Overloads: An Analysis of Investor Responses to the 2003 Blackout in the US. (2021). Lueg, Rainer ; Bouzzine, Yassin Denis. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-61.

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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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2021OFDI and stock returns: Evidence from manufacturing firms listed on the Chinese A-shares market. (2021). Xie, Shenxiang ; Woo, Wing Thye ; Wu, Huan ; Wang, Xiaosong. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000336.

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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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2021Air pollution and behavioral biases: Evidence from stock market anomalies. (2021). Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303701.

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2021Does investor attention matter for market anomalies?. (2021). Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303804.

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2021Political connections of Russian corporations: Blessing or curse?. (2021). Trifonov, Dmitri. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635021000022.

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2021Stock price reaction to appointment of a chief health officer during COVID-19. (2021). Ichev, Riste. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s221463502100085x.

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2021National air pollution and the cross-section of stock returns in China. (2021). Zhang, Jin E ; Ruan, Xinfeng ; Gehricke, Sebastian A ; Kirk-Reeve, Samuel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001167.

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2021Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach. (2021). Sutcliffe, Charles ; Stafylas, Dimitrios ; Platanakis, Emmanouil ; Newton, David ; Ye, Xiaoxia. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000263.

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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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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]		article7
2012Quantitative measures of operational risk: an application to funds management In: Accounting and Finance.
[Full Text][Citation analysis]		article3
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]		article23
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]		article27
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]		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]		article75
1995 Performance Persistence. In: Journal of Finance.
[Full Text][Citation analysis]		article328
2005Performance Persistence.(2005) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 328		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]		article105
2008Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance.
[Full Text][Citation analysis]		article54
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: 54		paper
2018Sensation Seeking and Hedge Funds In: Journal of Finance.
[Full Text][Citation analysis]		article10
1986The Theory of Public Utility Pricing In: Cambridge Books.
[Citation analysis]		book102
1979The Effect of Estimation Risk on Capital Market Equilibrium In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article35
1985Differential Information and Security Market Equilibrium In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article186
2017A Lottery-Demand-Based Explanation of the Beta Anomaly In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article49
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]		article0
1984Model Selection When There Is Minimal Prior Information. In: Econometrica.
[Full Text][Citation analysis]		article15
2019What is the role of institutional investors in corporate capital structure decisions? A survey analysis In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article6
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]		article3
2019Upside potential of hedge funds as a predictor of future performance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2011Do hedge funds exposures to risk factors predict their future returns? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article30
2012Trust and delegation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article22
2009Trust and Delegation.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2009Trust and Delegation.(2009) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 22		paper
2012Systematic risk and the cross section of hedge fund returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article46
2014Macroeconomic risk and hedge fund returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article82
2017Is economic uncertainty priced in the cross-section of stock returns? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article47
1984Differential information and the small firm effect In: Journal of Financial Economics.
[Full Text][Citation analysis]		article121
1985Using daily stock returns : The case of event studies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1805
1985Derived factors in event studies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article15
1997Mutual fund styles In: Journal of Financial Economics.
[Full Text][Citation analysis]		article81
1998Mutual Fund Styles.(1998) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 81		paper
1980Measuring security price performance In: Journal of Financial Economics.
[Full Text][Citation analysis]		article754
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]		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.
[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.
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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]		paper29
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: 29		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: 29		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]		article26
1998Positive Portfolio Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2004Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers.
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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.
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2001Hedge Funds With Style.(2001) In: Yale School of Management Working Papers.
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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.
[Full Text][Citation analysis]		paper35
2005FEES ON FEES IN FUNDS OF FUNDS.(2005) In: World Scientific Book Chapters.
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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: 35		paper
2009Fees on Fees in Funds of Funds.(2009) In: Yale School of Management Working Papers.
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2003Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers.
[Full Text][Citation analysis]		paper50
2002Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2002) In: Yale School of Management Working Papers.
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2008Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
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2012Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? In: Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article5
2012Convertibles and Hedge Funds as Distributors of Equity Exposure In: Review of Financial Studies.
[Full Text][Citation analysis]		article28
1992Survivorship Bias in Performance Studies. In: Review of Financial Studies.
[Full Text][Citation analysis]		article261
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]		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]		article125
2009Estimating Operational Risk for Hedge Funds: The ?-Score In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper17
2008The Open-End Japanese Mutual Fund Puzzle In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0

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