Stephen J. Brown - Concepedia

Author

Stephen J. Brown

Also Known As

Hendrik Bessembinder, S Brown, S J Brown, S. J. BROWN, S. J. Brown, S.J. Brown, STEPHEN BROWN, STEPHEN J. BROWN, Stephen Brown, Stephen J Brown

314

Publications

24.5K

Citations

H-Index

168

Concepts

All Affiliations

New York University Yale University Georgetown University National Bureau of Economic Research Monash University

About

Stephen J. Brown is an author at New York University specializing in finance, business, and management.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	37	54	18.5K
2	Management	27	33	6.5K
3	Engineering	11	11	3.8K
4	Education	3	3	158
5	Arts	1	1	1.1K

Stephen J. Brown

135

Publications

23.5K

Citations

H-Index

Page 1

	Year	Citations
Using daily stock returns Stephen J. Brown, Jerold B. Warner Journal of Financial Economics Asset PricingMarket TrendBusinessStock Market PredictionFinancial Forecast	1985	6.5K
Measuring security price performance Stephen J. Brown, Jerold B. Warner Journal of Financial Economics EngineeringInformation SecuritySecurity AnalysisBusinessSecurity	1980	3.4K
Survivorship Bias in Performance Studies Stephen J. Brown, William Goetzmann, Roger G. Ibbotson, Review of Financial Studies Performance ManagementPerformance StudiesSurvivorship BiasFirm PerformanceBlending Quantitative	1992	1.1K
Differential Information and Security Market Equilibrium Christopher B. Barry, Stephen J. Brown Journal of Financial and Quantitative Analysis Market MicrostructureEmpirical FinanceEconomicsAsset PricingEquilibrium Asset Pricing	1985	960
Performance Persistence Stephen J. Brown, William N. Goetzmann The Journal of Finance Financial EconomicsFund ManagementManagementBusinessAsset Allocation	1995	685
Differential information and the small firm effect Christopher B. Barry, Stephen J. Brown Journal of Financial Economics Information EconomicsBusinessDifferential InformationInformation AsymmetryInformation Management	1984	544
Offshore Hedge Funds: Survival and Performance, 1989–95 Stephen J. Brown, William N. Goetzmann, Roger G. Ibbotson The Journal of Business	1999	527
Mutual fund styles Stephen J. Brown, William N. Goetzmann Journal of Financial Economics	1997	494
Is economic uncertainty priced in the cross-section of stock returns? Turan G. Bali, Stephen J. Brown, Yi Tang Journal of Financial Economics Empirical FinanceEconomicsFinancial EconomicsAsset PricingMarket Trend	2017	421
Modern Investment Theory. Stephen J. Brown, Robert A. Haugen The Journal of Finance American Option PricingEuropean Option PricingAsset AllocationPortfolio ManagementAsset Pricing	1986	416

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