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Stephen J. Brown
Stephen J. Brown
David S. Loeb Professor of Finance, NYU Stern School of Business
Verified email at stern.nyu.edu
Title
Cited by
Cited by
Year
Using daily stock returns: The case of event studies
SJ Brown, JB Warner
Journal of financial economics 14 (1), 3-31, 1985
100751985
Modern portfolio theory and investment analysis
EJ Elton, MJ Gruber, SJ Brown, WN Goetzmann
John Wiley & Sons, 2009
65432009
Measuring security price performance
SJ Brown, JB Warner
Journal of financial economics 8 (3), 205-258, 1980
56491980
Performance persistence
SJ Brown, WN Goetzmann
The Journal of finance 50 (2), 679-698, 1995
18771995
Performance persistence
SJ Brown, WN Goetzmann
The Journal of finance 50 (2), 679-698, 1995
18771995
Survivorship bias in performance studies
SJ Brown, W Goetzmann, RG Ibbotson, SA Ross
The Review of Financial Studies 5 (4), 553-580, 1992
14511992
Differential information and security market equilibrium
CB Barry, SJ Brown
Journal of financial and quantitative analysis 20 (4), 407-422, 1985
13231985
Offshore hedge funds: Survival and performance 1989-1995
SJ Brown, WN Goetzmann, RG Ibbotson
National Bureau of Economic Research, 1997
10431997
Offshore hedge funds: Survival and performance 1989-1995
SJ Brown, WN Goetzmann, RG Ibbotson
National Bureau of Economic Research, 1997
10431997
Differential information and the small firm effect
CB Barry, SJ Brown
Journal of financial economics 13 (2), 283-294, 1984
8421984
The theory of public utility pricing
SJ Brown, SJ Brown, DS Sibley, DA Sibley
Cambridge University Press, 1986
8021986
Mutual fund styles
SJ Brown, WN Goetzmann
Journal of financial Economics 43 (3), 373-399, 1997
7061997
Survival
SJ Brown, WN Goetzmann, SA Ross
The Journal of Finance 50 (3), 853-873, 1995
6431995
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
6042001
Estimation risk and optimal portfolio choice
VS Bawa, SJ Brown, RW Klein
NORTH-HOLLAND PUBL. CO., N. Y., 190 pp, 1979
5921979
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
5011986
Hedge funds with style
SJ Brown, WN Goetzmann
The Journal of Portfolio Management 29 (2), 101-112, 2003
4422003
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
3162008
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
3162008
Hedge funds and the Asian currency crisis of 1997
SJ Brown, WN Goetzmann, J Park
National Bureau of Economic Research, 1998
307*1998
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