David J. Brophy
Finance · 2009
A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 23 citations into it
- Accounting — 20 citations into it
- Economics and Econometrics — 10 citations into it
Whom David J. Brophy trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Eugene F. Fama
- Bing Liang
- Mark Grinblatt
- Pierre Hillion
- William Fung
- B. Espen Eckbo
- Kenneth R. French
- Sheridan Titman
- David A. Hsieh
- Stefan Nagel
Who trusts David J. Brophy overall
Papers from David J. Brophy's perspective
Ordered by how strongly the researchers David J. Brophy trusts endorse each paper. Same corpus, a different order for every researcher.
- The Persistence of Mutual Fund Performance
- Hedge Funds: The Living and the Dead (Journal of Financial and Quantitative Analysis)
- Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
- Common risk factors in the returns on stocks and bonds
- Seasoned public offerings: Resolution of the "new issues puzzle"
- The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
- Differences of Opinion and the Cross Section of Stock Returns
- Death Spiral Convertibles
- Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi
- Do Hedge Funds Have Enough Capital? A Value-at-Risk Approach
Their papers
- Hedge Funds as Investors of Last Resort (2009) — 204 citations