Suivre
Stephen J. Brown
Stephen J. Brown
David S. Loeb Professor of Finance, NYU Stern School of Business
Adresse e-mail validée de stern.nyu.edu
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Using daily stock returns: The case of event studies
SJ Brown, JB Warner
Journal of financial economics 14 (1), 3-31, 1985
110851985
Modern portfolio theory and investment analysis
EJ Elton, MJ Gruber, SJ Brown, WN Goetzmann
John Wiley & Sons, 2009
72552009
Measuring security price performance
SJ Brown, JB Warner
Journal of financial economics 8 (3), 205-258, 1980
62221980
Performance persistence
SJ Brown, WN Goetzmann
The Journal of finance 50 (2), 679-698, 1995
19981995
Survivorship bias in performance studies
SJ Brown, W Goetzmann, RG Ibbotson, SA Ross
The Review of Financial Studies 5 (4), 553-580, 1992
15841992
Differential information and security market equilibrium
CB Barry, SJ Brown
Journal of financial and quantitative analysis 20 (4), 407-422, 1985
14201985
Offshore hedge funds: Survival and performance 1989-1995
SJ Brown, WN Goetzmann, RG Ibbotson
National Bureau of Economic Research, 1997
10681997
Differential information and the small firm effect
CB Barry, SJ Brown
Journal of financial economics 13 (2), 283-294, 1984
9171984
The theory of public utility pricing
SJ Brown, DS Sibley
Cambridge University Press, 1986
8611986
Mutual fund styles
SJ Brown, WN Goetzmann
Journal of financial Economics 43 (3), 373-399, 1997
7681997
Survival
SJ Brown, WN Goetzmann, SA Ross
The Journal of Finance 50 (3), 853-873, 1995
6791995
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
6472001
Estimation risk and optimal portfolio choice
VS Bawa, SJ Brown, RW Klein
(No Title), 1979
6061979
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
5081986
Hedge funds with style
SJ Brown, WN Goetzmann
National Bureau of Economic Research, 2001
4542001
Exploring large employers’ and small employers’ knowledge, attitudes, and practices on breastfeeding support in the workplace
CA Brown, S Poag, C Kasprzycki
Journal of Human Lactation 17 (1), 39-46, 2001
3752001
Is economic uncertainty priced in the cross-section of stock returns?
TG Bali, SJ Brown, Y Tang
Journal of Financial Economics 126 (3), 471-489, 2017
3742017
A lottery-demand-based explanation of the beta anomaly
TG Bali, SJ Brown, S Murray, Y Tang
Journal of Financial and Quantitative Analysis 52 (6), 2369-2397, 2017
3672017
Macroeconomic risk and hedge fund returns
TG Bali, SJ Brown, MO Caglayan
Journal of Financial Economics 114 (1), 1-19, 2014
3552014
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
3392008
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