Using daily stock returns: The case of event studies SJ Brown, JB Warner Journal of financial economics 14 (1), 3-31, 1985 | 10225 | 1985 |
Modern portfolio theory and investment analysis EJ Elton, MJ Gruber, SJ Brown, WN Goetzmann John Wiley & Sons, 2009 | 6829 | 2009 |
Measuring security price performance SJ Brown, JB Warner Journal of financial economics 8 (3), 205-258, 1980 | 5834 | 1980 |
Performance persistence SJ Brown, WN Goetzmann The Journal of finance 50 (2), 679-698, 1995 | 1928 | 1995 |
Performance persistence SJ Brown, WN Goetzmann The Journal of finance 50 (2), 679-698, 1995 | 1928 | 1995 |
Survivorship bias in performance studies SJ Brown, W Goetzmann, RG Ibbotson, SA Ross The Review of Financial Studies 5 (4), 553-580, 1992 | 1511 | 1992 |
Differential information and security market equilibrium CB Barry, SJ Brown Journal of financial and quantitative analysis 20 (4), 407-422, 1985 | 1352 | 1985 |
Offshore hedge funds: Survival and performance 1989-1995 SJ Brown, WN Goetzmann, RG Ibbotson National Bureau of Economic Research, 1997 | 1055 | 1997 |
Offshore hedge funds: Survival and performance 1989-1995 SJ Brown, WN Goetzmann, RG Ibbotson National Bureau of Economic Research, 1997 | 1055 | 1997 |
Differential information and the small firm effect CB Barry, SJ Brown Journal of financial economics 13 (2), 283-294, 1984 | 862 | 1984 |
The theory of public utility pricing SJ Brown, DS Sibley Cambridge University Press, 1986 | 829 | 1986 |
Mutual fund styles SJ Brown, WN Goetzmann Journal of financial Economics 43 (3), 373-399, 1997 | 728 | 1997 |
Survival SJ Brown, WN Goetzmann, SA Ross The Journal of Finance 50 (3), 853-873, 1995 | 652 | 1995 |
Careers and survival: Competition and risk in the hedge fund and CTA industry SJ Brown, WN Goetzmann, J Park The Journal of Finance 56 (5), 1869-1886, 2001 | 619 | 2001 |
Estimation risk and optimal portfolio choice VS Bawa, SJ Brown, RW Klein NORTH-HOLLAND PUBL. CO., N. Y., 190 pp, 1979 | 594 | 1979 |
The empirical implications of the Cox, Ingersoll, Ross theory of the term structure of interest rates SJ Brown, PH Dybvig The Journal of Finance 41 (3), 617-630, 1986 | 489 | 1986 |
Hedge funds with style SJ Brown, WN Goetzmann National Bureau of Economic Research, 2001 | 445 | 2001 |
Using daily stock returns in event studies S Brown, J Warner Journal of Financial economics 14 (1), 3-31, 1985 | 394 | 1985 |
Mandatory disclosure and operational risk: Evidence from hedge fund registration S Brown, W Goetzmann, B Liang, C Schwarz The journal of finance 63 (6), 2785-2815, 2008 | 321 | 2008 |
Mandatory disclosure and operational risk: Evidence from hedge fund registration S Brown, W Goetzmann, B Liang, C Schwarz The journal of finance 63 (6), 2785-2815, 2008 | 321 | 2008 |