Stephen Brown

25 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-0210-4562

School of Business, University of Connecticut, Storrs, Connecticut, USA

Publications

• Financial statement similarity — Contemporary Accounting Research 2023
• Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? — Journal of Financial and Quantitative Analysis 2021
• Sensation Seeking and Hedge Funds — The Journal of Finance 2018
• A Lottery-Demand-Based Explanation of the Beta Anomaly — Journal of Financial and Quantitative Analysis 2017
• Do Hedge Funds Outperform Stocks and Bonds? — Management Science 2013
• Convertibles and Hedge Funds as Distributors of Equity Exposure — The Review of Financial Studies 2012
• Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration — The Journal of Finance 2008
• Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry — The Journal of Finance 2001
• The Dow Theory: William Peter Hamilton's Track Record Reconsidered — The Journal of Finance 1998
• Mutual fund styles — Journal of Financial Economics 1997 (name-matched, not ORCID-linked)
• Performance Persistence — The Journal of Finance 1995
• Survival — The Journal of Finance 1995
• Survivorship Bias in Performance Studies — The Review of Financial Studies 1992
• The Number of Factors in Security Returns — The Journal of Finance 1989
• DISCUSSION — The Journal of Finance 1988
• The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates — The Journal of Finance 1986
• Differential Information and Security Market Equilibrium — Journal of Financial and Quantitative Analysis 1985
• Derived factors in event studies — Journal of Financial Economics 1985
• Using daily stock returns — Journal of Financial Economics 1985 (name-matched, not ORCID-linked)
• Differential information and the small firm effect — Journal of Financial Economics 1984
• Anomalies in Security Returns and the Specification of the Market Model — The Journal of Finance 1984
• DISCUSSION — The Journal of Finance 1984
• Estimation Risk and Simple Rules for Optimal Portfolio Selection — The Journal of Finance 1983
• A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm — The Journal of Finance 1983
• Measuring security price performance — Journal of Financial Economics 1980 (name-matched, not ORCID-linked)