Stephen J. Brown

Using daily stock returns

Stephen J. Brown, Jerold B. Warner · Journal of Financial Economics · 1985 · 6.6K citations

Business, Finance, Financial Econometrics +11

Measuring security price performance

Stephen J. Brown, Jerold B. Warner · Journal of Financial Economics · 1980 · 3.4K citations

Business, Business Economics, Cybersecurity +10

Survivorship Bias in Performance Studies

Stephen J. Brown, William Goetzmann, Roger G. Ibbotson et al. · Review of Financial Studies · 1992 · 1.2K citations

Public Health, Performance Management, Performance Studies +8

Differential Information and Security Market Equilibrium

Christopher B. Barry, Stephen J. Brown · Journal of Financial and Quantitative Analysis · 1985 · 968 citations

Business, Economics, Finance +17

Performance Persistence

Stephen J. Brown, William N. Goetzmann · The Journal of Finance · 1995 · 691 citations

Business, Economics, Finance +17