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Stephen J. Brown

Global rank #1534 98%

Institution: New York University (NYU)

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://pages.stern.nyu.edu/~sbrown/

First Publication: 1979

Most Recent: 2021

RePEc ID: pbr268 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.50 0.00 0.50
Last 10 Years 0.00 1.17 2.68 0.00 5.03
All Time 0.00 20.11 9.05 0.00 49.27

Publication Statistics

Raw Publications 33
Coauthorship-Adjusted Count 29.28

Publications (33)

Year Article Journal Tier Authors
2021 Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? Journal of Financial and Quantitative Analysis B 4
2019 What is the role of institutional investors in corporate capital structure decisions? A survey analysis Journal of Corporate Finance B 4
2019 Upside potential of hedge funds as a predictor of future performance Journal of Banking & Finance B 3
2018 Sensation Seeking and Hedge Funds Journal of Finance A 4
2017 A Lottery-Demand-Based Explanation of the Beta Anomaly Journal of Financial and Quantitative Analysis B 4
2017 Starting on the wrong foot: Seasonality in mutual fund performance Journal of Banking & Finance B 4
2017 Is economic uncertainty priced in the cross-section of stock returns? Journal of Financial Economics A 3
2014 Macroeconomic risk and hedge fund returns Journal of Financial Economics A 3
2012 Estimating the cost of capital with basis assets Journal of Banking & Finance B 3
2012 Trust and delegation Journal of Financial Economics A 4
2012 Systematic risk and the cross section of hedge fund returns Journal of Financial Economics A 3
2012 Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? Review of Asset Pricing Studies B 3
2012 Convertibles and Hedge Funds as Distributors of Equity Exposure The Review of Financial Studies A 4
2011 Do hedge funds' exposures to risk factors predict their future returns? Journal of Financial Economics A 3
2008 Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration Journal of Finance A 4
2008 Elusive return predictability: Discussion International Journal of Forecasting B 1
2001 Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry Journal of Finance A 3
1997 Mutual fund styles Journal of Financial Economics A 2
1997 Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias Review of Economics and Statistics A 4
1995 Performance Persistence. Journal of Finance A 2
1995 Survival. Journal of Finance A 3
1992 Survivorship Bias in Performance Studies. The Review of Financial Studies A 1
1986 The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates. Journal of Finance A 2
1985 Differential Information and Security Market Equilibrium Journal of Financial and Quantitative Analysis B 2
1985 Using daily stock returns : The case of event studies Journal of Financial Economics A 2
1985 Derived factors in event studies Journal of Financial Economics A 2
1984 Anomalies in Security Returns and the Specification of the Market Model. Journal of Finance A 2
1984 Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion. Journal of Finance A 1
1984 Differential information and the small firm effect Journal of Financial Economics A 2
1983 A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm. Journal of Finance A 2
1983 Estimation Risk and Simple Rules for Optimal Portfolio Selection. Journal of Finance A 2
1980 Measuring security price performance Journal of Financial Economics A 2
1979 The Effect of Estimation Risk on Capital Market Equilibrium Journal of Financial and Quantitative Analysis B 1