Stephen J. Brown : Citation Profile

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

29

H index

40

i10 index

5897

Citations

RESEARCH PRODUCTION:

52

Articles

48

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   44 years (1977 - 2021). See details.
   Cites by year: 134
   Journals where Stephen J. Brown has often published
   Relations with other researchers
   Recent citing documents: 206.    Total self citations: 30 (0.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr268
   Updated: 2025-04-19    RAS profile: 2022-12-31    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Stephen J. Brown.

Is cited by:

Renneboog, Luc (39)

Lo, Andrew (32)

faff, robert (30)

Irwin, Scott (26)

Weill, Laurent (25)

Godlewski, Christophe (23)

Pandey, Dharen (20)

HASAN, IFTEKHAR (20)

Verbeek, Marno (20)

Novak, Jiri (18)

Martines Filho, João (18)

Cites to:

Goetzmann, William (36)

French, Kenneth (28)

Fama, Eugene (26)

liang, bing (21)

Shleifer, Andrei (17)

Titman, Sheridan (15)

Carhart, Mark (9)

Jagannathan, Ravi (8)

Bekaert, Geert (8)

Vishny, Robert (8)

Patton, Andrew (8)

Main data

Production by document typearticlebookchapterpaper198019811982198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1977197819791980198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210255075100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received197919801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250200400Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1977197819791980198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210k1k2k3kCitations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 29Most cited documents123456789101112131415161718192021222324252627282930310k1k2k3kNumber of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504010203040h-index Highcharts.comExport to raster or vector imagePrint the chart

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

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Energy Tariffs: Increasing block pricing, household group segmentation and distributional characteristics. (2024). Fernando, Navajas ; Julian, Puig. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4755.

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2024Evaluation of the event study in the case of mergers and acquisitions. (2024). Bilteanu, Drago-George. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:295-312.

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2024Increasing block pricing, household group segmentation and distributional characteristics. (2024). Puig, Julin ; Navajas, Fernando. In: CEFIP, Working Papers. RePEc:akh:wcefip:047.

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2025Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943.

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2025Peer-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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2024Nash 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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2024The impact of Facebook-Cambridge Analytica data scandal on the USA tech stock market: An event study based on clustering method. (2024). Wan, Yinan ; Jeleskovic, Vahidin. In: Papers. RePEc:arx:papers:2402.14206.

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2025Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies. (2025). Sunyaev, Ali ; Kannengiesser, Niclas ; Kirste, Daniel ; Drossos, Thanos. In: Papers. RePEc:arx:papers:2501.07828.

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2025Asset Pricing Model in Markets of Imperfect Information and Subjective Views. (2025). Bellalah, Makram ; ben Amar, Amine ; Lalioui, Hafid. In: Papers. RePEc:arx:papers:2501.11983.

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2025N-player and mean field games among fund managers considering excess logarithmic returns. (2025). Guan, Guohui ; Liang, Zongxia ; Hu, Jiaqi. In: Papers. RePEc:arx:papers:2503.02722.

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2025Relative portfolio optimization via a value at risk based constraint. (2025). Bauerle, Nicole ; Goll, Tamara. In: Papers. RePEc:arx:papers:2503.20340.

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2024.

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2024.

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2024Walking on the gender tightrope: Unlocking ESG potential through CEOs dynamic capabilities and strategic board composition. (2024). Heubeck, Tim. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:2020-2039.

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2024Reward or punishment? The impact of heterogeneous environmental regulatory intervention on the firm market value. (2024). Sarkis, Joseph ; Bai, Chunguang ; Sun, Lihua. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4004-4023.

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2024Responsible entrepreneurship, social innovation, and entrepreneurial performance: Does commitment to SDGs matter?. (2024). Nguyen, Nguyen Phong ; Adomako, Samuel. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4887-4900.

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2024Stock market reaction to mandatory sustainability reporting: Does carbon‐intensity and environmental, social, and governance reputation matter?. (2024). Pandey, Dharen ; Alahdal, Waleed M ; Hashim, Hafiza Aishah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:9116-9140.

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2024Do markets Trump politics? Fossil and renewable market reactions to major political events. (2024). Sterner, Thomas ; Mukanjari, Samson. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836.

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2024Does hedge fund managers’ industry experience matter for hedge fund activism?. (2024). Kang, Junkoo ; Chen, Yuzi ; Brick, Ivan E ; Kim, Jinmo. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:59-97.

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2024Do retail investors gamble more during lockdown?. (2024). Zhao, Bin ; Pavabutr, Pantisa. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:572-603.

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2024Is research on hedge fund performance published selectively? A quantitative survey. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1085-1131.

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2024Wrong Kind of Transparency? Mutual Funds’ Higher Reporting Frequency, Window Dressing, and Performance. (2024). Zhang, Zilong ; Yeung, Eric P ; Xin, Xiangang. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:737-781.

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2024News Bias in Financial Journalists’ Social Networks. (2024). Xu, Guosong. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:4:p:1145-1182.

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2024.

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2024Transportation networks and competition in the market for corporate control. (2024). Testoni, Marco. In: Strategic Management Journal. RePEc:bla:stratm:v:45:y:2024:i:6:p:1180-1208.

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2024‘From aspirations for climate action to the reality of climate disasters’: Can remittances play key role in disaster response?. (2024). Selmi, Refk ; Makhlouf, Farid. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:8:p:3487-3510.

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2024The pricing of European non-performing real estate loan portfolios: evidence on stock market evaluation of complex asset sales. (2024). Schiereck, Dirk ; Muller, Birgit ; Manz, Florian. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:144672.

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2024Investigating the Impact of Renewable Energy Investment Announcements on Stock Returns of Borsa Istanbul Energy Companies. (2024). Mermer, Gozde Elbir ; Kandir, Serkan Yilmaz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-52.

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2024An extended event study methodology and its application in the HNA groups overseas market contraction. (2024). Wei, Yunjie ; Wang, Xiuzhenzi. In: Journal of Asian Economics. RePEc:eee:asieco:v:94:y:2024:i:c:s1049007824000782.

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2024Return volatility and trading volume of GameFi. (2024). Shen, Dehua ; Goodell, John W ; Shi, Guiqiang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000704.

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2024Related-party transactions and CEO foreign experience: Evidence from China. (2024). Uchida, Konari ; Guedhami, Omrane ; el Ghoul, Sadok ; Dong, Liping ; Zhang, Yuyang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000789.

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2024Cross-border M&A, gender-equal culture, and board gender diversity. (2024). Li, Jie ; Bao, Yangming. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001761.

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2024Signaling through timing of stock splits. (2024). Iannino, Maria Chiara ; Zhuk, Sergey ; Zhang, Min. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000725.

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2024Environmental regulations, supply chain relationships, and green technological innovation. (2024). An, Yunbi ; Cao, Xiyang ; Dong, Xiaoqi ; Lin, Jing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s092911992400107x.

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2024Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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2024Effect of sectoral holdings on the flow-performance sensitivity of mutual funds. (2024). Yadav, Vijay ; Covachev, Svetoslav. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001377.

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2024Did the Indian stock market overreact to Covid-19?. (2024). Mishra, Supriti ; Mohanty, Pitabas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300195x.

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2024Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001657.

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2024Compliance and familiarity with fixed assets disclosure requirements and firm value. (2024). Wijayana, Singgih ; Diantimala, Yossi. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000773.

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2024Enhancing betting against beta with stochastic dominance. (2024). Xu, Xia ; Kolokolova, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:76:y:2024:i:c:s0927539823001329.

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2024Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024How do changes in settlement periods affect wholesale market prices? Evidence from Australias National Electricity Market. (2024). Khezr, Peyman ; Csereklyei, Zsuzsanna. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001336.

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2024Green credit policy and corporate climate risk exposure. (2024). Wen, Shuyang ; Cao, YI ; Duan, Lin ; He, Feng. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002172.

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2024Greening the future: How mergers and acquisitions in China tackle carbon challenges. (2024). Suardi, Sandy ; Han, Yikai ; Ding, Mingfa ; Cui, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400433x.

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2024Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584.

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2024The effect of lead institutional investors on investment and capital structure of young firms: Evidence from Indian IPOs. (2024). Ramanna, Vishwanatha Saragur ; Singhal, Ankit ; Sharma, Aarti. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005124.

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2024Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets. (2024). Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001340.

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2024Corporate social responsibility and firm-level systematic risk: The moderating effect of economic policy uncertainty. (2024). Liu, Shasha ; Kong, Dongmin ; Wang, Zhixiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001583.

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2024Abnormal temperature and the cross-section of stock returns in China. (2024). Wang, Yudong ; He, Mengxi ; Song, Bingheng ; Zhang, Yaojie. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002060.

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2024Understanding co-movements based on heterogeneous information associations. (2024). Chen, Huayi ; Shi, Huai-Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400245x.

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2024Convertible bond maturity and debt overhang. (2024). Xia, Xin ; Xu, Wenyang ; Gan, Liu ; Zhang, Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003429.

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2024Complements or substitutes? The effect of ETFs on other managed funds. (2024). Tan, Kian ; Low, Rand ; Tang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003466.

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2024From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x.

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2024Top managers environmental experience and corporate environmental violations: Evidence from China. (2024). Chen, Yinying ; Dong, Jinting ; Liu, Bin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400382x.

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2024Representative investors versus best clienteles: Performance evaluation disagreement in mutual funds. (2024). Chretien, Stephane ; Kammoun, Manel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004307.

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2024Fee structure and equity fund manager’s optimal locking in profits strategy. (2024). Dickinson, David ; Zhan, Yaosong ; Liu, Zhenya. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s105752192400543x.

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2024Are more analysts better? The case of convertible bond announcement effects. (2024). Prokop, Jrg ; Kahlen, Franziska ; Walting, Matthias. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006288.

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2024‘E’ of ESG and firm performance: Evidence from China. (2024). Tan, Yusen ; Poshakwale, Sunil ; Qian, Binsheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006835.

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2024Star power: A quasi-natural experiment on how analyst status affects recommendation performance. (2024). Wu, Chong ; Zhan, Baoqiang. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011649.

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2024Can managers’ facial expressions predict future company performance and risk? Evidence from China. (2024). Qin, Haoyuan ; Liu, Eping. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011662.

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2024Navigating the storm: How the COVID-19 pandemic transformed the M&A landscape. (2024). Wang, Junkai ; Tian, Haowen. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012060.

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2024Panacea for M&A dealmaking? Investor perceptions of earnouts. (2024). Schreiter, Maximilian ; Lahmann, Alexander ; Dahlen, Niklas. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012229.

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2024What drives green betas? Climate uncertainty or speculation. (2024). Demirer, Riza ; Eki, Brahim Halil ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012424.

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2024Are markets in happier countries less affected by tragic events? Evidence from market reaction to the Israel–Hamas conflict. (2024). Pandey, Dharen ; Goodell, John W ; Palma, Alessia ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012655.

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2024Do banks with more able managers get better funding costs?. (2024). Nguyen, Van ; Tran, Dung Viet. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000126.

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2024Is macroeconomic tail risk contagious to stock idiosyncratic risk?. (2024). Wang, Chunfeng ; Liu, Zezhong ; Yao, Shouyu ; Goodell, John W ; Palma, Alessia. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002599.

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2024Impact of ESG regulation on stock market returns: Investor responses to a reasonable assurance mandate. (2024). Goodell, John W ; Palma, Alessia ; Kumari, Vineeta ; Pandey, Dharen Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004422.

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2024Portfolios weighted political risk and mutual fund performance: A text-based approach. (2024). , Quan ; Hoang, Khanh ; Nguyen, Huong Giang ; Do, Hung Xuan. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400758x.

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2024The price of firm-level information uncertainty. (2024). Wang, XI ; Gao, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008122.

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2024Opacity and frequency dependence of beta. (2024). Volkov, Vladimir ; Ejaz, Sana. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008870.

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2024Global equity, commodities and bond market response to Israel-Hamas war. (2024). Martins, Antonio Miguel. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009309.

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2024Spot cryptocurrency ETFs: Crypto investment products or stepping stones toward tokenization. (2024). Yang, Changyu ; Liu, Shiang. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011796.

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2024Do election results resolve economic uncertainty? Evidence from Indian election 2024. (2024). Pandey, Dharen ; Kumari, Vineeta ; Rajesh, S P. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012807.

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2024Effects of draft Climate-related Financial Risks Disclosure Framework on stock returns. (2024). Pandey, Dharen ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s154461232401331x.

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2024Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data. (2024). Wang, Yudong ; Hao, Xianfeng ; Wu, Liangyu. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000314.

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2024Market reaction to the expected loss model in banks. (2024). Torluccio, Giuseppe ; Cardillo, Giovanni ; Ginesti, Gianluca ; Onali, Enrico. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308921000449.

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2024Property crime and lottery-related anomalies. (2024). Bradrania, Reza ; Gao, YA. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001229.

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2024Does market misvaluation drive cross-border M&As?. (2024). Zhao, Ling ; Li, Donghui ; Xu, Weidong ; Huang, Wenxuan ; Yang, Shijie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s104244312400026x.

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2024Green bond issuance and credit risk: International evidence. (2024). Shen, Long ; Ballester, Laura ; Gonzalez-Urteaga, Ana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000799.

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2024Performance feedback on sales growth and M&A: Evidence from China. (2024). Cheng, HE ; Guo, Jianquan. In: Japan and the World Economy. RePEc:eee:japwor:v:69:y:2024:i:c:s0922142523000622.

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2024Leverage constraints and investors choice of underlyings. (2024). Pelster, Matthias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000700.

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2024What drives startup valuations?. (2024). Imbierowicz, Bjorn ; Rauch, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001651.

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2024On the economic implications of international travel restrictions: Evidence from Chinese MNEs’ firm value. (2024). Chen, Daniel Q ; Zhang, Hengyuan ; Liu, YI. In: Journal of Business Research. RePEc:eee:jbrese:v:170:y:2024:i:c:s0148296323007130.

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2024Social Executives’ emotions and firm value: An empirical study enhanced by cognitive analytics. (2024). Xie, Haoran ; Keung, Raymond Yiu ; Wang, Qiping ; Guo, Xunhua ; Liu, Hongyan. In: Journal of Business Research. RePEc:eee:jbrese:v:175:y:2024:i:c:s0148296324000791.

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2024Pay today, or delay the pay: Consumer preference for double flat-rate pricing plans. (2024). Spann, Martin ; Schuster, Emanuel. In: Journal of Business Research. RePEc:eee:jbrese:v:182:y:2024:i:c:s0148296324003084.

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

Works by Stephen J. Brown:

Year  ↓Title  ↓Type  ↓Cited  ↓
2021The Contributions of Stephen A. Ross to Financial Economics In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article0
1988Stable Factors in Security Returns: Identification Using Cross-Validation: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
2011The efficient markets hypothesis: The demise of the demon of chance? In: Accounting and Finance.
[Citation analysis]		article9
2012Quantitative measures of operational risk: an application to funds management In: Accounting and Finance.
[Full Text][Citation analysis]		article4
2020Credit Cards: Transactional Convenience or Debt‐Trap? In: International Review of Finance.
[Full Text][Citation analysis]		article1
2005Portfolio Concentration and Investment Manager Performance* In: International Review of Finance.
[Full Text][Citation analysis]		article29
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]		article31
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]		article5
1984 Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article2
1986 The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates. In: Journal of Finance.
[Full Text][Citation analysis]		article104
1995 Performance Persistence. In: Journal of Finance.
[Full Text][Citation analysis]		article357
2005Performance Persistence.(2005) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 357		paper
1995 Survival. In: Journal of Finance.
[Full Text][Citation analysis]		article51
2001Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry In: Journal of Finance.
[Full Text][Citation analysis]		article151
2008Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance.
[Full Text][Citation analysis]		article67
.() In: .
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This paper has nother version. Agregated cites: 67		paper
2018Sensation Seeking and Hedge Funds In: Journal of Finance.
[Full Text][Citation analysis]		article33
1986The Theory of Public Utility Pricing In: Cambridge Books.
[Citation analysis]		book126
1979The Effect of Estimation Risk on Capital Market Equilibrium In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article42
1985Differential Information and Security Market Equilibrium In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article212
2017A Lottery-Demand-Based Explanation of the Beta Anomaly In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article109
2021Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article1
1984Model Selection When There Is Minimal Prior Information. In: Econometrica.
[Full Text][Citation analysis]		article16
2019What is the role of institutional investors in corporate capital structure decisions? A survey analysis In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article19
2008The returns to value and momentum in Asian Markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article23
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]		article5
2019Upside potential of hedge funds as a predictor of future performance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2011Do hedge funds exposures to risk factors predict their future returns? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article50
2012Trust and delegation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article29
2009Trust and Delegation.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
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.() In: .
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This paper has nother version. Agregated cites: 29		paper
2012Systematic risk and the cross section of hedge fund returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article57
2014Macroeconomic risk and hedge fund returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article124
2017Is economic uncertainty priced in the cross-section of stock returns? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article129
1984Differential information and the small firm effect In: Journal of Financial Economics.
[Full Text][Citation analysis]		article141
1985Using daily stock returns : The case of event studies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article2096
1985Derived factors in event studies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article17
1997Mutual fund styles In: Journal of Financial Economics.
[Full Text][Citation analysis]		article126
1998Mutual Fund Styles.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 126		paper
1980Measuring security price performance In: Journal of Financial Economics.
[Full Text][Citation analysis]		article876
2003An analysis of the relative performance of Japanese and foreign money management In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article2
2002An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		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]
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.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2009Risk premia in international equity markets revisited In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article4
1993Risk premia in Pacific-Basin capital markets In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article20
2001Doubling: Nick Leesons trading strategy In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article5
2001Hedge funds: Omniscient or just plain wrong In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article2
1997Offshore Hedge Funds: Survival and Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper10
1997Offshore Hedge Funds: Survival and Performance 1989-1995.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1998Offshore Hedge Funds: Survival and Performance, 1989-1995.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1997Post-Announcement Drift In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper0
1998Offshore Hedge Funds: Survival & Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper0
2008Offshore Hedge Funds: Survival & Performance 1989-1995.(2008) In: Yale School of Management Working Papers.
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.() In: .
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1998The Japanese Open-End Fund Puzzle In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper10
1998The Japanese Open-End Fund Puzzle.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2001The Japanese Open-End Fund Puzzle..(2001) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
1998The Dow Theory: William Peter Hamiltons Track Record Re-Considered In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper35
2004The Dow Theory: William Peter Hamiltons Track Record Re-considered.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2008The Dow Theory: William Peter Hamiltons Track Record Re-Considered.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
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.() In: .
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This paper has nother version. Agregated cites: 35		paper
1998Hedge Funds and the Asian Currency Crisis of 1997 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper26
1998Hedge Funds and the Asian Currency Crisis of 1997.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
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2008Hedge Funds and the Asian Currency Crisis of 1997.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
.() In: .
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This paper has nother version. Agregated cites: 26		paper
1999Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]		paper11
2004Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2008Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
.() In: .
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This paper has nother version. Agregated cites: 11		paper
2013Do Hedge Funds Outperform Stocks and Bonds? In: Management Science.
[Full Text][Citation analysis]		article45
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]
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2008Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers.
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.() In: .
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2001Hedge Funds With Style In: NBER Working Papers.
[Full Text][Citation analysis]		paper41
2001Hedge Funds With Style.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
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2008Hedge Funds With Style.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
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.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2003Fees on Fees in Funds of Funds In: NBER Working Papers.
[Full Text][Citation analysis]		paper42
2005FEES ON FEES IN FUNDS OF FUNDS.(2005) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
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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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.() In: .
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2003Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers.
[Full Text][Citation analysis]		paper55
2002Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
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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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.() In: .
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2012Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article15
2012Convertibles and Hedge Funds as Distributors of Equity Exposure In: The Review of Financial Studies.
[Full Text][Citation analysis]		article36
1992Survivorship Bias in Performance Studies. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article312
2013Current and Future Challenges Faced by Asset Managers In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
1997Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article3
1977Heteroscedasticity in the Market Model: A Comment. In: The Journal of Business.
[Full Text][Citation analysis]		article3
1999Offshore Hedge Funds: Survival and Performance, 1989-95. In: The Journal of Business.
[Full Text][Citation analysis]		article146
2008The Open-End Japanese Mutual Fund Puzzle In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
.() In: .
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In: .
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team