Stephen Brown

New York University (NYU) - Leonard N. Stern School of Business

David S. Loeb Professor of Finance

44 West 4th Street

Suite 9-160

New York, NY NY 10012

United States

  • New York University (NYU) - Leonard N. Stern School of Business

SCHOLARLY PAPERS

11

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108

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30

Scholarly Papers (11)

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1.

Sensation Seeking and Hedge Funds

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 10 Dec 2016 Last Revised: 20 Apr 2018
Stephen Brown, Yan Lu, Sugata Ray and Melvyn Teo
New York University (NYU) - Leonard N. Stern School of Business, University of Central Florida - College of Business Administration, University of Alabama - Department of Economics, Finance and Legal Studies and Singapore Management University - Lee Kong Chian School of Business
Downloads 4,826 (2,146)
Citation 10

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Sensation seeking, Hedge funds, Risk, Operational risk

2.

A Lottery Demand-Based Explanation of the Beta Anomaly

Georgetown McDonough School of Business Research Paper No. 2408146
Number of pages: 104 Posted: 13 Mar 2014 Last Revised: 03 Dec 2016
Turan G. Bali, Stephen Brown, Scott Murray and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business, Georgia State University and Fordham University - Gabelli School of Business
Downloads 2,802 (5,516)
Citation 39

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Beta, Beta Anomaly, Lottery Demand, Stock Returns, Institutional Ownership

3.

Is Economic Uncertainty Priced in the Cross-Section of Stock Returns?

Georgetown McDonough School of Business Research Paper No. 2812967, Gabelli School of Business, Fordham University Research Paper No. 2812967
Number of pages: 51 Posted: 09 Dec 2016 Last Revised: 10 Dec 2016
Turan G. Bali, Stephen Brown and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business and Fordham University - Gabelli School of Business
Downloads 1,328 (18,265)
Citation 33

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Economic uncertainty, uncertainty aversion, cross-section of stock returns, ICAPM, return predictability.

4.

Disagreement in Economic Forecasts and Equity Returns: Risk or Mispricing?

Georgetown McDonough School of Business Research Paper No. 2407279
Number of pages: 67 Posted: 12 Mar 2014 Last Revised: 03 Feb 2020
Turan G. Bali, Stephen Brown and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business and Fordham University - Gabelli School of Business
Downloads 1,224 (20,580)
Citation 3

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dispersion in economic forecasts, mispricing, disagreement risk, cross-section of stock returns, return predictability

5.

Macroeconomic Risk and Hedge Fund Returns

Downloads 456 ( 39,141)
Citation 21

Macroeconomic Risk and Hedge Fund Returns

Georgetown McDonough School of Business Research Paper
Number of pages: 58 Posted: 23 Oct 2013 Last Revised: 10 Feb 2014
Turan G. Bali, Stephen Brown and Mustafa Onur Caglayan
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business and Florida International University
Downloads 456 (77,441)
Citation 19

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hedge funds, mutual funds, macroeconomic risk, economic uncertainty

6.

Upside Potential of Hedge Funds as a Predictor of Future Performance

Georgetown McDonough School of Business Research Paper No. 2661752
Number of pages: 80 Posted: 18 Sep 2015 Last Revised: 08 Nov 2018
Turan G. Bali, Stephen Brown and Mustafa Onur Caglayan
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business and Florida International University
Downloads 340 (109,346)

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hedge funds; upside potential; return predictability

7.

Continuous Disclosure in Australia and the United States: A Comparative Analysis

Number of pages: 27 Posted: 12 Jan 2018
Stephen Brown and Chander Shekhar
New York University (NYU) - Leonard N. Stern School of Business and University of Melbourne
Downloads 224 (167,794)

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Continuous Disclosure, Earnings Announcements, Event Study

8.

Betting Against Beta or Demand for Lottery

Number of pages: 79 Posted: 17 Aug 2014
Turan G. Bali, Stephen Brown, Scott Murray and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business, Georgia State University and Fordham University - Gabelli School of Business
Downloads 196 (190,075)
Citation 8

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Beta, Betting Against Beta, Lottery Demand, Stock Returns, Funding Liquidity

9.

What is the Role of Institutional Investors in Corporate Capital Structure Decisions? A Survey Analysis

Number of pages: 48 Posted: 01 Jul 2018
Stephen Brown, Marie Dutordoir, Chris Veld and Yulia V. Veld-Merkoulova
New York University (NYU) - Leonard N. Stern School of Business, University of Manchester - Manchester Business School, Monash University and Monash University - Department of Finance
Downloads 166 (219,733)
Citation 2

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Capital Structure; Capital Supply; Institutional Investors; Agency Costs; Security Issuance; Security Design; Financial Constraints

10.

Estimating Operational Risk for Hedge Funds: The Ω-Score

NYU Working Paper No. 2451/27845
Number of pages: 23 Posted: 10 Sep 2013
Stephen Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz
New York University (NYU) - Leonard N. Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 105 (311,863)
Citation 4

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11.

Hedge Fund Involvement in Convertible Securities

Journal of Applied Corporate Finance, Vol. 25, Issue 4, pp. 60-73, 2013
Number of pages: 16 Posted: 23 Dec 2013
Stephen Brown, Bruce D. Grundy, Craig M. Lewis and Patrick Verwijmeren
New York University (NYU) - Leonard N. Stern School of Business, University of Melbourne, Vanderbilt University - Finance and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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