D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 56 Citations 30,691 180 World Ranking 612 National Ranking 412

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Operating system
  • Finance

The scientist’s investigation covers issues in Econometrics, Hedge fund, Actuarial science, Field-programmable gate array and Financial economics. His studies deal with areas such as Listing and Beta as well as Econometrics. His research in Hedge fund intersects with topics in Operational risk, Style analysis, Mutual fund, Monetary economics and Statistical dispersion.

The concepts of his Actuarial science study are interwoven with issues in Event study, Event study methodology and Investment theory. His study in Event study methodology is interdisciplinary in nature, drawing from both Abnormal return, Excess return, Variety, Stock return and Measure. He has included themes like Logic synthesis, Computer architecture, Software and Programmable logic device in his Field-programmable gate array study.

His most cited work include:

  • Using daily stock returns: The case of event studies (5071 citations)
  • MEASURING SECURITY PRICE PERFORMANCE (2604 citations)
  • Survivorship Bias in Performance Studies (833 citations)

What are the main themes of his work throughout his whole career to date?

His primary scientific interests are in Field-programmable gate array, Hedge fund, Financial economics, Actuarial science and Econometrics. His research on Field-programmable gate array also deals with topics like

  • Computer architecture and related Programmable logic device,
  • Logic synthesis together with Programmable logic array. His Hedge fund research includes themes of Investment, Fund of funds, Style analysis, Alternative beta and Monetary economics.

His Financial economics research includes elements of Sample and Equity. The Actuarial science study combines topics in areas such as Operational risk and Leverage. Stephen J. Brown is studying Capital asset pricing model, which is a component of Econometrics.

He most often published in these fields:

  • Field-programmable gate array (22.16%)
  • Hedge fund (19.00%)
  • Financial economics (14.25%)

What were the highlights of his more recent work (between 2013-2021)?

  • Econometrics (12.93%)
  • Hedge fund (19.00%)
  • Financial economics (14.25%)

In recent papers he was focusing on the following fields of study:

Stephen J. Brown focuses on Econometrics, Hedge fund, Financial economics, Monetary economics and Software. In Econometrics, Stephen J. Brown works on issues like Mutual fund, which are connected to Statistical dispersion. His Hedge fund research incorporates themes from Financial risk, Alternative beta, Manufacturing and Fund of funds.

His Financial economics study integrates concerns from other disciplines, such as Closed-end fund and Open-end fund. The various areas that Stephen J. Brown examines in his Software study include Field-programmable gate array, High-level synthesis, Pipeline, Monte Carlo method and Speedup. His Prime brokerage study combines topics in areas such as Leverage and Actuarial science.

Between 2013 and 2021, his most popular works were:

  • A Survey and Evaluation of FPGA High-Level Synthesis Tools (237 citations)
  • Macroeconomic risk and hedge fund returns (117 citations)
  • Macroeconomic risk and hedge fund returns (117 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Operating system
  • Finance

His primary areas of study are Econometrics, High-level synthesis, Software, Economic uncertainty and Hedge fund. His Econometrics research is mostly focused on the topic Factor analysis. His study focuses on the intersection of Factor analysis and fields such as Abnormal return with connections in the field of Financial economics.

His High-level synthesis study improves the overall literature in Field-programmable gate array. His work carried out in the field of Software brings together such families of science as Image, Computational science and Benchmark. His work deals with themes such as Closed-end fund, Income fund and Monetary economics, which intersect with Hedge fund.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Using daily stock returns: The case of event studies

Stephen J. Brown;Jerold B. Warner.
Journal of Financial Economics (1985)

9930 Citations

Using daily stock returns: The case of event studies

Stephen J. Brown;Jerold B. Warner.
Journal of Financial Economics (1985)

9930 Citations

MEASURING SECURITY PRICE PERFORMANCE

Stephen J. Brown;Jerold B. Warner.
Journal of Financial Economics (1980)

5548 Citations

MEASURING SECURITY PRICE PERFORMANCE

Stephen J. Brown;Jerold B. Warner.
Journal of Financial Economics (1980)

5548 Citations

Survivorship Bias in Performance Studies

Stephen J. Brown;William Goetzmann;Roger G. Ibbotson;Stephen A. Ross.
Review of Financial Studies (1992)

1446 Citations

Survivorship Bias in Performance Studies

Stephen J. Brown;William Goetzmann;Roger G. Ibbotson;Stephen A. Ross.
Review of Financial Studies (1992)

1446 Citations

Differential Information and Security Market Equilibrium

Christopher B. Barry;Stephen J. Brown.
Journal of Financial and Quantitative Analysis (1985)

1320 Citations

Differential Information and Security Market Equilibrium

Christopher B. Barry;Stephen J. Brown.
Journal of Financial and Quantitative Analysis (1985)

1320 Citations

Fundamentals of Digital Logic with Verilog Design

Stephen D. Brown;Zvonko G. Vranesic.
(1999)

998 Citations

Offshore Hedge Funds: Survival and Performance 1989-1995

Stephen Jeffrey Brown;William N Goetzmann;Robert G Ibbotson.
The Journal of Business (1999)

939 Citations

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