Stephen J. Brown : Citation Profile

Are you Stephen J. Brown?

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

27

H index

39

i10 index

5536

Citations

RESEARCH PRODUCTION:

52

Articles

48

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   44 years (1977 - 2021). See details.
   Cites by year: 125
   Journals where Stephen J. Brown has often published
   Relations with other researchers
   Recent citing documents: 402.    Total self citations: 30 (0.54 %)

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   Permalink: http://citec.repec.org/pbr268
   Updated: 2023-11-04    RAS profile: 2022-12-31    
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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 (38)

Lo, Andrew (32)

faff, robert (30)

Irwin, Scott (26)

Weill, Laurent (25)

Godlewski, Christophe (23)

Martines Filho, João (18)

Thorbecke, Willem (18)

Verbeek, Marno (17)

Goetzmann, William (17)

Gallagher, David (17)

Cites to:

Goetzmann, William (36)

French, Kenneth (28)

Fama, Eugene (26)

liang, bing (21)

Titman, Sheridan (15)

Shleifer, Andrei (14)

Carhart, Mark (9)

Patton, Andrew (8)

Jagannathan, Ravi (8)

Bekaert, Geert (8)

Vishny, Robert (8)

Main data

Where Stephen J. Brown has published?

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

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

Recent works citing Stephen J. Brown (2023 and 2022)

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

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2022Informational efficiency of credit ratings. (2022). Thomas, Susan ; Singh, Manish K ; Aggarwal, Nidhi. In: Working Papers. RePEc:anf:wpaper:14.

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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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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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2022Stock price reaction to power outages following extreme weather events: Evidence from Texas power outage. (2022). Gill, Balbinder Singh ; John, Kose ; Hu, Sherry. In: Papers. RePEc:arx:papers:2210.16905.

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2022Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence. (2022). Pelagatti, Matteo Maria ; Maranzano, Paolo. In: Papers. RePEc:arx:papers:2210.17529.

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2022FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning. (2022). Guo, Jian ; Wang, Zhaoran ; Zhu, Ming ; Yang, Hongyang ; Gao, Jiechao ; Rui, Jingyang ; Xia, Ziyi ; Liu, Xiao-Yang. In: Papers. RePEc:arx:papers:2211.03107.

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2023Peer-reviewed theory does not help predict the cross-section of stock returns. (2022). Zimmermann, Tom ; Lopez-Lira, Alejandro ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2212.10317.

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

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

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

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

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2022On Stock Return Patterns Following Large Monthly Price Movements: Empirical Evidence from India. (2022). Sendilvelu, Kannadas ; Parthasarathy, Srikanth. In: Economic Thought journal. RePEc:bas:econth:y:2022:i:3:p:249-268.

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2022Ofertas Públicas de Adquisición y su efecto sobre las rentabilidades en el mercado accionario: El caso de NUTRESA y SURA en Colombia. (2022). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Orozco-Vanegas, Camilo Andres. In: Borradores de Economia. RePEc:bdr:borrec:1195.

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2023.

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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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2022How Do Managers and Shareholders Respond to Taxation? An Analysis of the Introduction of the UK Real Estate Investment Trust Legislation. (2022). Abdul, Nor Shaipah ; Lindop, Sarah ; Holland, Kevin. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:2:p:334-364.

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2022Excess Cash Holdings, Stock Returns, and Investment Organicity: Evidence from UK Investment Announcements. (2022). Adamolekun, Oluwagbenga ; Li, Hao ; Jones, Edward. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:4:p:603-647.

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2022Economic uncertainty and Australian stock returns. (2022). Worthington, Andrew C ; Li, Bin ; Chen, Xiaoyue. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3441-3474.

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2022An investigation of CEO characteristics on firm performance. (2022). Reddy, Krishna ; Wallace, Damien ; Shen, Yun ; Ramiah, Vikash. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3563-3607.

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

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2022Does the Federal Open Market Committee cycle affect credit risk?. (2022). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Huang, Difang. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:143-167.

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2022Should hedge funds deviate from the benchmark?. (2022). Voukelatos, Nikolaos ; Panopoulou, Ekaterini. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:767-795.

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2022Individual investors dispersion in beliefs and stock returns. (2022). Lu, Lei ; Li, Xindan ; Ma, Junjun ; Xiong, Xiong ; Wu, Weixing. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:929-953.

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2022Negative returns on addition to the S&P 500 index and positive returns on deletion? New evidence on the attractiveness of S&P 500 versus S&P 400 indexes. (2022). Wang, Jiawei ; Vijh, Anand M. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:1127-1164.

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2022Disagreement between hedge funds and other institutional investors and the cross?section of expected stock returns. (2022). Sonaer, Gokhan ; Celiker, Umut ; Caglayan, Mustafa O. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:663-689.

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

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2022Multi?tier pricing in uniform and non?uniform tax/subsidy systems. (2022). Chen, Tailiang ; Chang, Winston W. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:18:y:2022:i:4:p:486-508.

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2022Chasing dividends during the COVID?19 pandemic. (2022). Weisskopf, Jeanphilippe ; Isakov, Duan ; Ducret, Romain ; Eugster, Nicolas. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:2:p:335-345.

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2022COVID?19 and hedge fund equity ownership. (2022). Singh, Amanjot ; Samarbakhsh, Laleh. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:2:p:356-364.

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2022Does monetary policy uncertainty command a risk premium in the Chinese stock market?. (2022). Liu, Wenzhen ; Tan, Jing ; Lin, Lei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:433-452.

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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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2022Financial versus strategic bidders and underpricing as an acquisition motive. (2022). Zhang, Xiqian ; Salva, Carolina. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:9-10:p:1830-1862.

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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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2022Fully Closed: Individual Responses to Realized Gains and Losses. (2022). Pagel, Michaela ; Meyer, Steffen. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1529-1585.

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2022Factor Momentum and the Momentum Factor. (2022). Linnainmaa, Juhani T ; Ehsani, Sina. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1877-1919.

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

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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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2022Coins for Bombs: The Predictive Ability of On?Chain Transfers for Terrorist Attacks. (2022). Jørgensen, Bjørn ; Rabetti, Daniel ; Amiram, Dan. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:2:p:427-466.

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

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2022The market value spillovers of technological acquisitions: Evidence from patent?text analysis. (2022). Testoni, Marco . In: Strategic Management Journal. RePEc:bla:stratm:v:43:y:2022:i:5:p:964-985.

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

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2022The Performance of Socially Responsible Investments: A Meta-Analysis. (2022). Yuksel, Gul ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9724.

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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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2022Stock Market Response to Firms’ Misconduct. (2013). Navarra, Elisa. In: Working Papers ECARES. RePEc:eca:wpaper:2013/352568.

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2022An Event Based Analysis of Stock Return and Political Uncertainty in Pakistan: Revisited. (2022). Al-Masri, Razan ; Ali, Amjad ; Sulehri, Fiaz Ahmad ; Audi, Marc. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-05-5.

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2022The Impact of the Corona Crisis on the Worldwide Stock Markets: An Empirical Analysis with Cross National Event Study Approach. (2022). Svoboda, Martin ; Reuse, Svend ; Opala, Noel ; Fischer, Annika. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-06-18.

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2022CEO-friendly boards and seasoned equity offerings. (2022). Akter, Maimuna ; Subedi, Meena ; Hasan, Md Nazmul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000831.

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

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

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

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2022Corporate diversification and stock risk: Evidence from a global shock. (2022). Mascia, Danilo V ; Onali, Enrico. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002728.

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2022The JOBS Act and mergers and acquisitions. (2022). Zhang, Shu ; Liu, Ming ; Chu, Yongqiang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002753.

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2022Does individualism matter for hedge funds? A cross-country examination. (2022). Brauner, Aaron ; Nahata, Rajarishi ; Dai, NA. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002777.

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2022Political Control, Corporate Governance and Firm Value: The Case of China. (2022). Li, Jingjing ; Lin, Bingxuan ; Xie, Sujuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000049.

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2022Political corruption, Dodd–Frank whistleblowing, and corporate investment. (2022). Heo, Yuna ; Du, Qingjie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119921002674.

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2022What are the benefits of attracting gambling investors? Evidence from stock splits in China. (2022). Liu, Yu-Jane ; Lin, Ji-Chai ; Hu, Conghui. In: Journal of Corporate Finance. RePEc:eee:corfin:v:74:y:2022:i:c:s0929119922000426.

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2022Crowdfunding as gambling: Evidence from repeated natural experiments. (2022). Shafi, Kourosh ; Mohammadi, Ali ; Demir, Tolga. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119921000262.

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

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

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2022Time to build and bond risk premia. (2022). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188921000154.

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

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2022The market value effect of digital mergers and acquisitions: Evidence from China. (2022). Jiang, Dianchun ; Fang, Senhui ; Tang, Haodan. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002462.

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

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

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2022Catering to investors through capital expenditures: Testing assets substitution problem around financing. (2022). Huang, Hsin-Yi ; Ho, Ruey-Jenn ; Chao, Ching-Hsiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001698.

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2022Rigid payment breaking, default spread and yields of Chinese treasury bonds. (2022). Xu, Xiangyun ; Jia, Fei ; Chen, Yunping ; Yu, Cong ; Huang, Xiaoyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001777.

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2022Government intervention in European mergers and acquisitions. (2022). Powell, Ronan ; Alcalde, Nuria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000444.

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

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2022How do environmental policies affect capital market reactions? Evidence from Chinas construction waste treatment policy. (2022). Pang, Lina ; Shi, Xiaoshuang ; Wang, Yile ; Liu, Haiyue. In: Ecological Economics. RePEc:eee:ecolec:v:198:y:2022:i:c:s0921800922001239.

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2022Covid-19 vaccine approvals and stock market returns: The case of Chinese stocks. (2022). , Dayang ; Yang, DA ; Gu, Qiying ; Gao, Yibo ; Ho, Ken C ; Cho, Ken. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001069.

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2022Political orientation and compensation for idiosyncratic risk. (2022). Lee, Seunghyup. In: Economics Letters. RePEc:eee:ecolet:v:218:y:2022:i:c:s0165176522002385.

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

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

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2022Reconciling mean-variance portfolio theory with non-Gaussian returns. (2022). Lassance, Nathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:2:p:729-740.

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2022Nonmonotonic risk preferences over lottery comparison. (2022). Zhu, Wei ; Bi, Hongwei. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:3:p:1458-1468.

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

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2022Low liquidity beta anomaly in China. (2022). Li, Youwei ; Vigne, Samuel A ; Han, Xing ; Frommel, Michael. In: Emerging Markets Review. RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000406.

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2022Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective. (2022). Wang, Gang-Jin ; Xie, Chi ; Ling, Yu-Xiu. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000292.

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

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

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

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2022Managerial commitment and heterogeneity in target-date funds. (2022). Wong, Ching Hin ; Mao, Mike Qinghao . In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:1-19.

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2022Enhancing the profitability of lottery strategies. (2022). Sun, Chenfei ; Min, Byoung-Kyu ; Kwon, Kyung Yoon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:69:y:2022:i:c:p:166-184.

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2022Running a mutual fund: Performance and trading behavior of runner managers. (2022). Jannati, Sima ; Dayani, Arash. In: Journal of Empirical Finance. RePEc:eee:empfin:v:69:y:2022:i:c:p:43-62.

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

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

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

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

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

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2022The COVID-19 storm and the energy sector: The impact and role of uncertainty. (2022). Bwanya, Princess Rutendo ; Charteris, Ailie ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638.

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2022Oil beta uncertainty and global stock returns. (2022). Demirer, Riza ; Chen, Chun-Da. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200305x.

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2022Transition from brown to green: Analyst optimism, investor discount, and Paris Agreement. (2022). Wilson, Clevo ; Zhang, Xiqian. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005205.

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2022European green policy announcements and sectoral stock returns. (2022). Borghesi, Simone ; Vergalli, S ; Gufler, I ; Donadelli, M ; Comincioli, N ; Castellini, M. In: Energy Policy. RePEc:eee:enepol:v:166:y:2022:i:c:s0301421522002294.

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2022Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027663.

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2022Value creating mergers: British bank consolidation, 1885–1925. (2022). Moore, Lyndon ; Dwarkasing, Narly ; Braggion, Fabio. In: Explorations in Economic History. RePEc:eee:exehis:v:83:y:2022:i:c:s0014498321000449.

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

Works by Stephen J. Brown:

YearTitleTypeCited
2021The Contributions of Stephen A. Ross to Financial Economics In: Annual Review of Financial Economics.
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1988Stable Factors in Security Returns: Identification Using Cross-Validation: Comment. In: Journal of Business & Economic Statistics.
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2011The efficient markets hypothesis: The demise of the demon of chance? In: Accounting and Finance.
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2012Quantitative measures of operational risk: an application to funds management In: Accounting and Finance.
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2020Credit Cards: Transactional Convenience or Debt?Trap? In: International Review of Finance.
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2005Portfolio Concentration and Investment Manager Performance* In: International Review of Finance.
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2013Hedge Fund Involvement in Convertible Securities In: Journal of Applied Corporate Finance.
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1983 A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm. In: Journal of Finance.
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1983 Estimation Risk and Simple Rules for Optimal Portfolio Selection. In: Journal of Finance.
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1984 Anomalies in Security Returns and the Specification of the Market Model. In: Journal of Finance.
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1984 Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion. In: Journal of Finance.
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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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1995 Performance Persistence. In: Journal of Finance.
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2005Performance Persistence.(2005) In: Yale School of Management Working Papers.
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1995 Survival. In: Journal of Finance.
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2001Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry In: Journal of Finance.
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2008Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance.
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2018Sensation Seeking and Hedge Funds In: Journal of Finance.
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1986The Theory of Public Utility Pricing In: Cambridge Books.
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1979The Effect of Estimation Risk on Capital Market Equilibrium In: Journal of Financial and Quantitative Analysis.
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1985Differential Information and Security Market Equilibrium In: Journal of Financial and Quantitative Analysis.
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2017A Lottery-Demand-Based Explanation of the Beta Anomaly In: Journal of Financial and Quantitative Analysis.
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2021Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? In: Journal of Financial and Quantitative Analysis.
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1984Model Selection When There Is Minimal Prior Information. In: Econometrica.
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2019What is the role of institutional investors in corporate capital structure decisions? A survey analysis In: Journal of Corporate Finance.
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2008The returns to value and momentum in Asian Markets In: Emerging Markets Review.
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2008The return to value in Asian stock markets In: Emerging Markets Review.
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2008Elusive return predictability: Discussion In: International Journal of Forecasting.
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2012Estimating the cost of capital with basis assets In: Journal of Banking & Finance.
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2017Starting on the wrong foot: Seasonality in mutual fund performance In: Journal of Banking & Finance.
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2019Upside potential of hedge funds as a predictor of future performance In: Journal of Banking & Finance.
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2011Do hedge funds exposures to risk factors predict their future returns? In: Journal of Financial Economics.
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2012Trust and delegation In: Journal of Financial Economics.
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2009Trust and Delegation.(2009) In: NBER Working Papers.
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2012Systematic risk and the cross section of hedge fund returns In: Journal of Financial Economics.
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2014Macroeconomic risk and hedge fund returns In: Journal of Financial Economics.
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2017Is economic uncertainty priced in the cross-section of stock returns? In: Journal of Financial Economics.
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1984Differential information and the small firm effect In: Journal of Financial Economics.
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1985Using daily stock returns : The case of event studies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1982
1985Derived factors in event studies In: Journal of Financial Economics.
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1997Mutual fund styles In: Journal of Financial Economics.
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1998Mutual Fund Styles.(1998) In: Yale School of Management Working Papers.
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1980Measuring security price performance In: Journal of Financial Economics.
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2003An analysis of the relative performance of Japanese and foreign money management In: Pacific-Basin Finance Journal.
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2002An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2002) In: Yale School of Management Working Papers.
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2004An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2004) In: Yale School of Management Working Papers.
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2009Risk premia in international equity markets revisited In: Pacific-Basin Finance Journal.
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1993Risk premia in Pacific-Basin capital markets In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article21
2001Doubling: Nick Leesons trading strategy In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article5
2001Hedge funds: Omniscient or just plain wrong In: Pacific-Basin Finance Journal.
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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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1998Offshore Hedge Funds: Survival and Performance, 1989-1995.(1998) In: Yale School of Management Working Papers.
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1997Post-Announcement Drift In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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1998Offshore Hedge Funds: Survival & Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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2008Offshore Hedge Funds: Survival & Performance 1989-1995.(2008) In: Yale School of Management Working Papers.
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1998The Japanese Open-End Fund Puzzle In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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1998The Japanese Open-End Fund Puzzle.(1998) In: NBER Working Papers.
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2001The Japanese Open-End Fund Puzzle..(2001) In: The Journal of Business.
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1998The Dow Theory: William Peter Hamiltons Track Record Re-Considered In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper35
2004The Dow Theory: William Peter Hamiltons Track Record Re-considered.(2004) In: Yale School of Management Working Papers.
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2008The Dow Theory: William Peter Hamiltons Track Record Re-Considered.(2008) In: Yale School of Management Working Papers.
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1998Hedge Funds and the Asian Currency Crisis of 1997 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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1998Hedge Funds and the Asian Currency Crisis of 1997.(1998) In: NBER Working Papers.
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2008Hedge Funds and the Asian Currency Crisis of 1997.(2008) In: Yale School of Management Working Papers.
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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.
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2004Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs.(2004) In: Yale School of Management Working Papers.
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2008Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs.(2008) In: Yale School of Management Working Papers.
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2013Do Hedge Funds Outperform Stocks and Bonds? In: Management Science.
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1998Positive Portfolio Factors In: NBER Working Papers.
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2004Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers.
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2008Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers.
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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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2008Hedge Funds With Style.(2008) In: Yale School of Management Working Papers.
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2003Fees on Fees in Funds of Funds In: NBER Working Papers.
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2004Fees on Fees in Funds of Funds.(2004) In: Yale School of Management Working Papers.
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2009Fees on Fees in Funds of Funds.(2009) In: Yale School of Management Working Papers.
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2005FEES ON FEES IN FUNDS OF FUNDS.(2005) In: World Scientific Book Chapters.
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2003Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers.
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2002Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2002) In: Yale School of Management Working Papers.
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2008Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2008) In: Yale School of Management Working Papers.
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2012Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? In: The Review of Asset Pricing Studies.
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2012Convertibles and Hedge Funds as Distributors of Equity Exposure In: Review of Financial Studies.
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1992Survivorship Bias in Performance Studies. In: Review of Financial Studies.
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2013Current and Future Challenges Faced by Asset Managers In: Palgrave Macmillan Books.
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1997Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias In: The Review of Economics and Statistics.
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1977Heteroscedasticity in the Market Model: A Comment. In: The Journal of Business.
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1999Offshore Hedge Funds: Survival and Performance, 1989-95. In: The Journal of Business.
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2008The Open-End Japanese Mutual Fund Puzzle In: Yale School of Management Working Papers.
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