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Economics and Finance

D-Index
60
Citations
36159
World Ranking
794
National Ranking
495

Overview

Stephen J. Brown is affiliated with New York University in the United States. Their research is primarily situated in the fields of Economics, Econometrics, and Finance, with a particular focus on Business, Management, and Accounting. Their work spans several subfields including Finance, Economics and Econometrics, Accounting, General Economics, Econometrics and Finance, and Strategy and Management.

The main research topics covered by their work include Financial Markets and Investment Strategies, Complex Systems and Time Series Analysis, Market Dynamics and Volatility, Auditing, Earnings Management, Governance, Monetary Policy and Economic Impact, Corporate Finance and Governance, and Financial Reporting and Valuation Research.

They have contributed to publications across several respected venues, among which are:

  • Financial Analysts Journal
  • China Finance Review International
  • Journal of Financial and Quantitative Analysis
  • Annual Review of Financial Economics
  • SSRN Electronic Journal

Recent publications by Stephen J. Brown include:

  • "The Efficient Market Hypothesis, the Financial Analysts Journal, and the Professional Status of Investment Management" (2020, Financial Analysts Journal)
  • "The Contributions of Stephen A. Ross to Financial Economics" (2021, Annual Review of Financial Economics)
  • "Learning by Consuming" (2022, SSRN Electronic Journal)

Other recent publications where Stephen J. Brown is listed as an author include works primarily authored by their frequent collaborator Turan G. Bali, such as "Disagreement in economic forecasts and equity returns: risk or mispricing?" (2022, China Finance Review International) and "Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows?" (2020, Journal of Financial and Quantitative Analysis).

Stephen J. Brown's frequent co-authors are:

  • Turan G. Bali
  • Yi Tang
  • Mustafa Onur Çağlayan
  • Umut Celiker
  • Philip H. Dybvig

Best Publications

  • Using daily stock returns: The case of event studies

    Stephen J. Brown;Jerold B. Warner

  • MEASURING SECURITY PRICE PERFORMANCE

    Stephen J. Brown;Jerold B. Warner

  • Survivorship Bias in Performance Studies

    Stephen J. Brown;William Goetzmann;Roger G. Ibbotson;Stephen A. Ross

  • Differential Information and Security Market Equilibrium

    Christopher B. Barry;Stephen J. Brown

  • Offshore Hedge Funds: Survival and Performance 1989-1995

    Stephen Jeffrey Brown;William N Goetzmann;Robert G Ibbotson

  • HEDGE FUNDS WITH STYLE

    Stephen Jeffrey Brown;William N Goetzmann

  • Differential information and the small firm effect

    Christopher B. Barry;Stephen J. Brown;Stephen J. Brown

  • Mutual fund styles

    Stephen J. Brown;William N. Goetzmann

  • The Theory of Public Utility Pricing

    Stephen J. Brown;David Sumner Sibley

  • Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry

    Stephen Jeffrey Brown;William N Goetzmann;James Park

  • Estimation risk and optimal portfolio choice

    Vijay S. Bawa;Stephen J. Brown;Roger W. Klein

  • Fees on Fees in Funds of Funds

    Stephen J. Brown;William N. Goetzmann;Bing Liang

  • The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates

    Stephen J. Brown;Philip H. Dybvig

  • Use of R-squared in Accounting Research: Measuring Changes in Value Relevance over the Last Four Decades

    Stephen Brown;Kin Lo;Thomas Z. Lys

  • Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration

    Stephen Brown;William Goetzmann;Bing Liang;Christopher Schwarz

  • Is economic uncertainty priced in the cross-section of stock returns?

    Turan G. Bali;Stephen J. Brown;Stephen J. Brown;Yi Tang

  • Extraordinary items and income smoothing:a positive accounting approach

    Vivien Beattie;Stephen Brown;David Ewers;Brian John

  • A Lottery-Demand-Based Explanation of the Beta Anomaly

    Turan G. Bali;Stephen J. Brown;Scott Murray;Yi Tang

  • Macroeconomic risk and hedge fund returns

    Turan G. Bali;Stephen J. Brown;Stephen J. Brown;Mustafa Onur Caglayan

  • Hedge Funds and the Asian Currency Crisis

    Stephen J. Brown;William N. Goetzmann;James M. Park

Frequent Co-Authors

William N. Goetzmann
William N. Goetzmann Yale University
Turan G. Bali
Turan G. Bali Georgetown University
Bing Liang
Bing Liang University of Massachusetts Amherst
Jonathan Rose
Jonathan Rose University of Toronto
Philip W. Askenase
Philip W. Askenase Yale University
Gordon G. Shepherd
Gordon G. Shepherd York University
Vaughn Betz
Vaughn Betz University of Toronto
Zeljko Zilic
Zeljko Zilic McGill University
Roger G. Ibbotson
Roger G. Ibbotson Yale University
Mark Grinblatt
Mark Grinblatt University of California, Los Angeles

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