Stephen J. Brown

Finance · 2000–2017

A researcher in the Science corpus: 13 papers; trusts 49 researchers and is trusted by 51 researchers here, as inferred from the citation graph.

Subfields

Whom Stephen J. Brown trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. William Fung
  2. G. Chow
  3. Turan G. Bali
  4. Bing Liang
  5. Mark Grinblatt
  6. Narasimhan Jegadeesh
  7. W. Goetzmann
  8. Eugene F. Fama
  9. David A. Hsieh
  10. Sheridan Titman

Who trusts Stephen J. Brown overall

  1. Turan G. Bali
  2. Vikas Agarwal
  3. Andrew W. Lo
  4. Hamdi Ben-Nasr
  5. Bing Liang
  6. Nilabhra Bhattacharya
  7. Millicent Chang
  8. Frank Schiemann
  9. Wing-Keung Wong
  10. Christian Leuz

Papers from Stephen J. Brown's perspective

Ordered by how strongly the researchers Stephen J. Brown trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  2. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  3. Generalized autoregressive conditional heteroskedasticity
  4. The Cross‐Section of Expected Stock Returns
  5. Characteristics of Risk and Return in Risk Arbitrage
  6. Hedge-Fund Benchmarks: Information Content and Biases
  7. The investment behavior and performance of various investor types: a study of Finland's unique data set
  8. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
  9. Multi-Period Performance Persistence Analysis of Hedge Funds (Journal of Financial and Quantitative Analysis)
  10. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Their papers