Gregory W. Brown

University of North Carolina (UNC) at Chapel Hill - Finance Area

Professor

Kenan-Flagler Business School

Chapel Hill, NC 27599-3490

United States

  • University of North Carolina (UNC) at Chapel Hill - Finance Area

SCHOLARLY PAPERS

44

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Rank 556

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Top 556

in Total Papers Downloads

44,537

SSRN CITATIONS
Rank 1,329

SSRN RANKINGS

Top 1,329

in Total Papers Citations

495

CROSSREF CITATIONS

417

Ideas:
“  Currently working to better understand how global financial intermediation is changing at the intersection of public and private markets...  ”

  • University of North Carolina (UNC) at Chapel Hill - Finance Area

Scholarly Papers (44)

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1.

International Evidence on Financial Derivatives Usage

Financial Management, Vol. 38, No. 1, pp. 185-206, Spring 2009, AFA 2004 San Diego Meetings, EFA 2003 Glasgow, WBS Finance Group Research Paper No. 30
Number of pages: 52 Posted: 23 Dec 2003 Last Revised: 18 Dec 2019
Söhnke M. Bartram, Gregory W. Brown and Frank Fehle
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and BlueCrest Capital
Downloads 4,998 (1,916)
Citation 19

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Derivatives, corporate finance, risk management, hedging, international finance

2.

The Effects of Derivatives on Firm Risk and Value

Downloads 3,679 ( 3,253)
Citation 62

The Effects of Derivatives on Firm Risk and Value

WBS Finance Group Research Paper No. 72
Number of pages: 52 Posted: 14 Feb 2007 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Gregory W. Brown and Jennifer S. Conrad
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina Kenan-Flagler Business School
Downloads 2,065 (8,461)
Citation 2

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derivatives, risk management, hedging, international finance, risk, value

The Effects of Derivatives on Firm Risk and Value

Journal of Financial and Quantitative Analysis, Vol. 46, No.4, August 2011, pp. 967-999., WBS Finance Group Research Paper No. 135
Number of pages: 52 Posted: 11 Feb 2010 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Gregory W. Brown and Jennifer S. Conrad
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina Kenan-Flagler Business School
Downloads 1,348 (16,678)
Citation 11

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Derivatives, risk management, hedging, international finance

The Effects of Derivatives on Firm Risk and Value

WBS Finance Group Research Paper No. 121
Number of pages: 52 Posted: 20 Mar 2009 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Gregory W. Brown and Jennifer S. Conrad
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina Kenan-Flagler Business School
Downloads 266 (136,233)
Citation 5

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3.

Exchange Rate Risk Management: Evidence from East Asia

Downloads 2,772 ( 3,787)
Citation 4

Exchange Rate Risk Management: Evidence from East Asia

Number of pages: 47 Posted: 19 Nov 2000
George Allayannis, Gregory W. Brown and Leora F. Klapper
University of Virginia - Darden School of Business, University of North Carolina (UNC) at Chapel Hill - Finance Area and World Bank
Downloads 2,772 (5,192)
Citation 7

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4.

Managing Foreign Exchange Risk with Derivatives

Number of pages: 59 Posted: 27 Nov 2000
Gregory W. Brown
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 3,186 (4,178)
Citation 6

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5.

How Important is Financial Risk?

Downloads 2,540 ( 6,122)
Citation 6

How Important is Financial Risk?

AFA 2009 San Francisco Meetings Paper, WBS Finance Group Research Paper No. 95
Number of pages: 79 Posted: 17 Mar 2008 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Gregory W. Brown and William Waller
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Tulane University - Finance & Economics
Downloads 1,652 (12,140)

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Capital structure, financial risk, risk management, corporate finance

How Important Is Financial Risk?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, WBS Finance Group Research Paper No. 207
Number of pages: 88 Posted: 10 Aug 2013
Söhnke M. Bartram, Gregory W. Brown and William Waller
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Tulane University - Finance & Economics
Downloads 888 (30,938)
Citation 1

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capital structure, financial risk, risk management, corporate finance

6.

Do Private Equity Funds Manipulate Reported Returns?

Journal of Financial Economics (JFE), Forthcoming, Fama-Miller Working Paper
Number of pages: 74 Posted: 30 May 2013 Last Revised: 07 Jul 2017
Gregory W. Brown, Oleg Gredil and Steven N. Kaplan
University of North Carolina (UNC) at Chapel Hill - Finance Area, Tulane University - A.B. Freeman School of Business and University of Chicago - Booth School of Business
Downloads 2,328 (7,092)
Citation 4

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Private Equity, Venture Capital, Buyout Funds Mutual Funds, Institutional Investors

7.

How Firms Should Hedge

Number of pages: 52 Posted: 21 Oct 2001
Klaus Bjerre Toft and Gregory W. Brown
Chorus Capital Management Ltd and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 2,031 (8,882)
Citation 20

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derivatives, risk management, exotic derivatives, hedging, options

8.

Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure

Downloads 1,788 ( 10,878)
Citation 30

Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure

EFA 2007 Ljubljana Meetings Paper, FDIC Center For Financial Research Working Paper Number 2007-07, WBS Finance Group Research Paper No. 59
Number of pages: 63 Posted: 16 Mar 2006 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Gregory W. Brown and Bernadette A. Minton
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 1,062 (23,836)
Citation 19

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Competition, hedging, exposure, derivatives, corporate finance, international finance

Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure

Journal of Financial Economics (JFE), Vol. 95, No. 2, February 2010, pp. 148-173., WBS Finance Group Research Paper No. 127
Number of pages: 63 Posted: 06 Jul 2009 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Gregory W. Brown and Bernadette A. Minton
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 421 (81,727)
Citation 5

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Competition, hedging, FX exposure, derivatives, international finance

Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure

FDIC Center For Financial Research, Working Paper No. 2007-07, WBS Finance Group Research Paper No. 96
Number of pages: 60 Posted: 26 Mar 2008 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Gregory W. Brown and Bernadette A. Minton
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 305 (117,927)
Citation 4

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Competition, hedging, exposure, derivatives, corporate finance, international finance

9.

Investor Sentiment and the Near-Term Stock Market

Number of pages: 33 Posted: 13 Sep 2001
Michael T. Cliff and Gregory W. Brown
Analysis Group and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 1,756 (11,203)
Citation 70

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Behavioral finance, market efficiency

10.

Investor Sentiment and Asset Valuation

Number of pages: 39 Posted: 30 Nov 2001
Michael T. Cliff and Gregory W. Brown
Analysis Group and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 1,666 (12,170)
Citation 87

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11.

Estimating Systemic Risk in the International Financial System

Downloads 1,593 ( 13,085)
Citation 33

Estimating Systemic Risk in the International Financial System

AFA 2005 Philadelphia Meetings Paper; EFA 2004 Maastricht Meetings Paper No. 4449, WBS Finance Group Research Paper No. 32
Number of pages: 61 Posted: 30 Jun 2004
Söhnke M. Bartram, Gregory W. Brown and John Hund
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Georgia
Downloads 843 (33,227)
Citation 2

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Systemic risk, default risk, credit risk, banks, exposure, emerging markets, 9/11

Estimating Systemic Risk in the International Financial System

Journal of Financial Economics, Vol. 86, No. 3, pp. 835-869, December 2007, WBS Finance Group Research Paper No. 69
Number of pages: 53 Posted: 19 Oct 2006 Last Revised: 23 Dec 2019
John Hund, Söhnke M. Bartram and Gregory W. Brown
University of Georgia, Warwick Business School - Department of Finance and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 606 (51,937)
Citation 4

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Systemic risk, default risk, credit risk, banks, exposure, emerging markets

Estimating Systemic Risk in the International Financial System

FDIC CFR Working Paper No. 2005-12, WBS Finance Group Research Paper No. 47
Number of pages: 61 Posted: 19 Aug 2005
Söhnke M. Bartram, John Hund and Gregory W. Brown
Warwick Business School - Department of Finance, University of Georgia and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 144 (239,468)
Citation 3

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Systemic risk, default risk, credit risk, banks, exposure, emerging markets, 9/11

12.

Why are U.S. Stocks More Volatile?

Downloads 1,574 ( 13,326)
Citation 22

Why are U.S. Stocks More Volatile?

Charles A. Dice Center Working Paper No. 2011-6, Fisher College of Business Working Paper No. 2011-03-006, WBS Finance Group Research Paper No. 152
Number of pages: 49 Posted: 27 Feb 2011
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 955 (27,859)
Citation 21

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Firm risk, Volatility, Idiosyncratic risk, R-squared

Why are U.S. Stocks More Volatile?

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper, WBS Finance Group Research Paper No. 112
Number of pages: 49 Posted: 16 Feb 2009 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 363 (97,120)
Citation 2

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Idiosyncratic risk, stock return volatility, R-square, financial development, governance

Why are U.S. Stocks More Volatile?

Journal of Finance, Vol. 67, No. 4, 2012, pp. 1329-1370, WBS Finance Group Research Paper No. 203
Number of pages: 50 Posted: 02 May 2013
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 205 (175,941)

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Firm risk, volatility, idiosyncratic risk, R-squared

Why are U.S. Stocks More Volatile?

WBS Finance Group Research Paper No. 97
Number of pages: 49 Posted: 27 Mar 2008 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 51 (458,242)

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Volatility, Idiosyncratic Risk, Financial Market Development

13.

Are Firms Successful at Selectively Hedging?

Number of pages: 44 Posted: 24 Apr 2003
Gregory W. Brown, Pete Crabb and David Haushalter
University of North Carolina (UNC) at Chapel Hill - Finance Area, Northwest Nazarene University and Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
Downloads 1,484 (14,620)
Citation 4

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Risk Management, Financing Policy, Behavioral Corporate Finance

14.

Can Investors Time Their Exposure to Private Equity?

Downloads 1,387 ( 16,281)
Citation 4

Can Investors Time Their Exposure to Private Equity?

Kenan Institute of Private Enterprise Research Paper No. 18-26
Number of pages: 50 Posted: 13 Sep 2018 Last Revised: 25 Jan 2020
Gregory W. Brown, Robert S. Harris, Wendy Hu, Tim Jenkinson, Steven N. Kaplan and David T. Robinson
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Virginia - Darden School of Business, Burgiss, University of Oxford - Said Business School, University of Chicago - Booth School of Business and Fuqua School of Business, Duke University
Downloads 1,368 (16,288)

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Private equity, venture capital, commitment strategies, buyouts

Can Investors Time Their Exposure to Private Equity?

NBER Working Paper No. w26755
Number of pages: 50 Posted: 18 Feb 2020 Last Revised: 12 Feb 2021
Gregory W. Brown, Robert S. Harris, Wendy Hu, Tim Jenkinson, Steven N. Kaplan and David T. Robinson
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Virginia - Darden School of Business, Burgiss, University of Oxford - Said Business School, University of Chicago - Booth School of Business and Fuqua School of Business, Duke University
Downloads 19 (636,649)
Citation 3
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15.

What Do Different Commercial Data Sets Tell Us About Private Equity Performance?

Downloads 1,224 ( 19,634)
Citation 12

What Do Different Commercial Data Sets Tell Us About Private Equity Performance?

Number of pages: 67 Posted: 14 Dec 2015
Gregory W. Brown, Robert S. Harris, Tim Jenkinson, Steven N. Kaplan and David T. Robinson
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Virginia - Darden School of Business, University of Oxford - Said Business School, University of Chicago - Booth School of Business and Fuqua School of Business, Duke University
Downloads 992 (26,354)

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Private Equity, Venture Capital

What Do Different Commercial Data Sets Tell Us About Private Equity Performance?

Number of pages: 67 Posted: 14 Dec 2015
Gregory W. Brown, Robert S. Harris, Tim Jenkinson, Steven N. Kaplan and David T. Robinson
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Virginia - Darden School of Business, University of Oxford - Said Business School, University of Chicago - Booth School of Business and Fuqua School of Business, Duke University
Downloads 232 (156,154)
Citation 13

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Private Equity, Venture Capital

16.

Private Equity Portfolio Companies: A First Look at Burgiss Holdings Data

Number of pages: 30 Posted: 03 Mar 2020
Gregory W. Brown, Robert S. Harris, Wendy Hu, Tim Jenkinson, Steven N. Kaplan and David T. Robinson
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Virginia - Darden School of Business, Burgiss, University of Oxford - Said Business School, University of Chicago - Booth School of Business and Fuqua School of Business, Duke University
Downloads 990 (26,881)
Citation 1

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Private Equity, buyouts, venture capital, portfolio company

17.

Why Does Idiosyncratic Risk Increase with Market Risk?

Downloads 781 ( 37,416)

Why Does Idiosyncratic Risk Increase with Market Risk?

Charles A. Dice Center Working Paper No. 2016-13, Fisher College of Business Working Paper No. 2016-03-13
Number of pages: 48 Posted: 30 Jul 2016
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 480 (69,738)

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Uncertainty, idiosyncratic risk, market risk, growth options, liquidity, limits to arbitrage

Why Does Idiosyncratic Risk Increase with Market Risk?

Number of pages: 50 Posted: 30 Jun 2016 Last Revised: 04 Mar 2017
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 191 (187,788)

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Uncertainty, idiosyncratic risk, market risk, growth options, liquidity, limits to arbitrage

Why Does Idiosyncratic Risk Increase with Market Risk?

CFS Working Paper No. 533
Number of pages: 50 Posted: 25 Aug 2016 Last Revised: 04 Mar 2017
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 89 (338,715)

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Uncertainty, idiosyncratic risk, market risk, growth options, liquidity, limits to arbitrage

Why Does Idiosyncratic Risk Increase with Market Risk?

NBER Working Paper No. w22492
Number of pages: 48 Posted: 08 Aug 2016
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 21 (621,928)

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18.

Firm-Specific Risk and Equity Market Development

Sixteenth Annual Utah Winter Finance Conference
Number of pages: 50 Posted: 28 Dec 2004
Nishad Kapadia and Gregory W. Brown
Tulane University - Finance & Economics and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 745 (39,933)
Citation 54

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Idiosyncratic Risk, Firm-specific Risk, Market Risk

19.

The Financial Risks of Corporations in the Global Economy

EFA 2005 Moscow Meetings, Forthcoming, WBS Finance Group Research Paper No. 46
Number of pages: 41 Posted: 08 Jul 2005
Söhnke M. Bartram and Gregory W. Brown
Warwick Business School - Department of Finance and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 741 (40,200)

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Financial risk, risk management, credit risk, corporate finance, international finance

20.

Private Equity in the Global Economy: Evidence on Industry Spillovers

UNC Kenan-Flagler Research Paper No. 2013-9, 29th Annual Conference on Financial Economics & Accounting 2018
Number of pages: 57 Posted: 17 Oct 2018 Last Revised: 22 Aug 2019
Serdar Aldatmaz and Gregory W. Brown
George Mason University - Department of Finance and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 726 (41,413)
Citation 4

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private equity, venture capital, productivity spillovers, industry growth

21.

Finding Fortune: How Do Institutional Investors Pick Asset Managers?

Number of pages: 52 Posted: 21 Jun 2016 Last Revised: 16 Mar 2021
Gregory W. Brown, Oleg Gredil and Preetesh Kantak
University of North Carolina (UNC) at Chapel Hill - Finance Area, Tulane University - A.B. Freeman School of Business and Kelley School of Business
Downloads 653 (47,711)
Citation 1

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Asset Management, Hedge Funds, Decreasing Return to Scale, Due Diligence, Information Choice, Institutional Investors, Learning, Private Information

22.

Crowded Trades and Tail Risk

Number of pages: 83 Posted: 13 Feb 2019 Last Revised: 03 Aug 2020
Gregory W. Brown, Philip Howard and Christian T. Lundblad
University of North Carolina (UNC) at Chapel Hill - Finance Area, Wake Forest University - School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 604 (53,252)
Citation 1

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Hedge Fund, Crowded Trade

23.

Corporate Risk Management and Speculative Motives

Number of pages: 34 Posted: 06 Mar 2002
Zeigham Khokher and Gregory W. Brown
Tulane University and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 497 (67,486)
Citation 5

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Risk Management, Speculation, Hedging

24.

Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?

Downloads 492 ( 68,323)

Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?

ECGI - Finance Working Paper No. 246/2009, WBS Finance Group Research Paper No. 125
Number of pages: 55 Posted: 08 Jun 2009
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 254 (142,826)

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idiosyncratic risk, stock market, bond market, corporate disclosure, shareholder protection, rule of law, government stability

Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?

Fisher College of Business Working Paper No. 2009-03-005, Charles A. Dice Center Working Paper No. 2009-5, WBS Finance Group Research Paper No. 123
Number of pages: 51 Posted: 25 Apr 2009
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 198 (181,706)

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Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?

NBER Working Paper No. w14931
Number of pages: 51 Posted: 03 May 2009 Last Revised: 30 Aug 2012
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 40 (507,268)

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25.

A New Lease on Life: Institutions, External Financing, and Business Growth

Downloads 457 ( 74,783)
Citation 1

A New Lease on Life: Institutions, External Financing, and Business Growth

Number of pages: 56 Posted: 30 May 2008 Last Revised: 25 Jun 2013
Gregory W. Brown, Larry W. Chavis and Leora F. Klapper
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of North Carolina (UNC) at Chapel Hill - Entrepreneurial Program and World Bank
Downloads 270 (134,072)
Citation 1

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External Finance, Development Finance, Leasing

A New Lease on Life: Institutions, External Financing, and Business Growth

AFA 2008 New Orleans Meetings Paper
Number of pages: 56 Posted: 22 Mar 2007 Last Revised: 02 Sep 2012
Gregory W. Brown, Larry W. Chavis and Leora F. Klapper
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of North Carolina (UNC) at Chapel Hill - Entrepreneurial Program and World Bank
Downloads 187 (191,445)

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External financing, leasing, trade credit

26.

Private Portfolio Attribution Analysis

Number of pages: 21 Posted: 07 Jul 2020 Last Revised: 20 Nov 2020
Gregory W. Brown, Frank Ethridge, Tyler Johnson and Thomas Keck
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of North Carolina (UNC) at Chapel Hill - Finance Area, StepStone Group and StepStone Group
Downloads 409 (85,282)

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Private Equity, Venture Capital, Attribution Analysis, Selection Skill

27.

Why Has Idiosyncratic Risk Been Historically Low in Recent Years?

Downloads 398 ( 87,976)
Citation 2

Why Has Idiosyncratic Risk Been Historically Low in Recent Years?

Fisher College of Business Working Paper No. 2018-03-02, Charles A. Dice Working Paper No. 2018-2, WBS Finance Group Research Paper No. 244
Number of pages: 45 Posted: 24 Jan 2018
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 382 (91,526)

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Idiosyncratic risk, market risk, liquidity, firm age, firm size

Why Has Idiosyncratic Risk Been Historically Low in Recent Years?

NBER Working Paper No. w24270
Number of pages: 45 Posted: 29 Jan 2018
Söhnke M. Bartram, Gregory W. Brown and René Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Fisher College of Business
Downloads 16 (659,299)

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28.

The Evolution of Private Equity Fund Value

Number of pages: 30 Posted: 30 Jun 2020 Last Revised: 03 Aug 2020
Gregory W. Brown, Wendy Hu and Jian Zhang
University of North Carolina (UNC) at Chapel Hill - Finance Area, Burgiss and Adams Street Partners
Downloads 397 (88,237)
Citation 1

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Private Equity, Venture Capital, Valuation, Net Asset Value, Performance, Secondary

29.

How Do Financial Expertise and Networks Affect Investing? Evidence from University Endowments

Darden Business School Working Paper No. 3187280, Kenan Institute of Private Enterprise Research Paper No. 18-11
Number of pages: 60 Posted: 15 Jun 2018 Last Revised: 10 Feb 2021
Matteo Binfarè, Gregory W. Brown, Robert S. Harris and Christian T. Lundblad
University of Missouri at Columbia - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Virginia - Darden School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 389 (90,327)
Citation 3

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Endowments, Hedge Funds, Networks, Private Equity, Venture Capital

30.

Are Firms Successful at 'Selective' Hedging?

Number of pages: 40 Posted: 11 Oct 2001
Gregory W. Brown, Pete Crabb and David Haushalter
University of North Carolina (UNC) at Chapel Hill - Finance Area, Northwest Nazarene University and Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
Downloads 349
Citation 29

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Risk Management, hedging, speculating, derivatives

31.

Why is There a Secular Decline in Idiosyncratic Risk in the 2000s?

Fisher College of Business Working Paper No. 2019-03-019, Charles A. Dice Center Working Paper No. 2019-19, WBS Finance Group Research Paper
Number of pages: 47 Posted: 12 Sep 2019
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 284 (127,824)
Citation 3

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idiosyncratic risk, market risk, liquidity, firm age, public listing decline

32.

International Evidence on Financial Derivatives Usage

EFA 2003 Annual Conference Paper No. 398, WBS Finance Group Research Paper No. 28
Number of pages: 69 Posted: 23 Jul 2003
Söhnke M. Bartram, Gregory W. Brown and Frank Fehle
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and BlueCrest Capital
Downloads 284
Citation 24

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Derivatives, corporate finance, risk management, hedging, international finance

33.

Nowcasting Net Asset Values: The Case of Private Equity

Kenan Institute of Private Enterprise Research Paper No. 20-02
Number of pages: 59 Posted: 14 Jan 2020 Last Revised: 19 Mar 2021
Gregory W. Brown, Eric Ghysels and Oleg Gredil
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of North Carolina Kenan-Flagler Business School and Tulane University - A.B. Freeman School of Business
Downloads 226 (160,657)
Citation 2

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Private Equity, Venture Capital, Leveraged Buyouts, Institutional Investors, State Space Models, Machine Learning

34.

Growth Options and Dynamic Risk: An Empirical Evaluation

Downloads 208 (173,775)

Growth Options and Dynamic Risk: An Empirical Evaluation

Number of pages: 47 Posted: 17 Mar 2009 Last Revised: 30 Jul 2014
Gregory W. Brown and Michael T. Cliff
University of North Carolina (UNC) at Chapel Hill - Finance Area and Analysis Group
Downloads 117 (281,242)

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real options, growth, dynamic betas

Growth Options and Dynamic Risk: An Empirical Evaluation

Number of pages: 45 Posted: 03 Sep 2008
Gregory W. Brown and Michael T. Cliff
University of North Carolina (UNC) at Chapel Hill - Finance Area and Analysis Group
Downloads 91 (333,986)

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real options, growth, dynamic beta

35.

Should Defined Contribution Plans Include Private Equity Investments?

Kenan Institute of Private Enterprise Research Paper No. 20-14
Number of pages: 13 Posted: 25 Jan 2021
Gregory W. Brown, Keith Crouch, Andra C. Ghent, Robert S. Harris, Yael V. Hochberg, Tim Jenkinson, Steven N. Kaplan, Richard Maxwell and David T. Robinson
University of North Carolina (UNC) at Chapel Hill - Finance Area, Burgiss, University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Virginia - Darden School of Business, National Bureau of Economic Research (NBER), University of Oxford - Said Business School, University of Chicago - Booth School of Business, University of North Carolina (UNC) at Chapel Hill - Frank Hawkins Kenan Institute of Private Enterprise and Fuqua School of Business, Duke University
Downloads 200 (180,215)
Citation 1

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Private Equity, Defined Contribution Plans

36.

Legal Effectiveness and External Capital: The Role of Foreign Debt

Number of pages: 31 Posted: 25 Jul 2004
George Allayannis, Gregory W. Brown and Leora F. Klapper
University of Virginia - Darden School of Business, University of North Carolina (UNC) at Chapel Hill - Finance Area and World Bank
Downloads 177 (201,007)

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Foreign currency debt, legal origin

37.

Why Does Idiosyncratic Risk Increase with Market Risk

CESifo Working Paper Series No. 6560
Number of pages: 53 Posted: 08 Aug 2017
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 141 (242,944)

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uncertainty, idiosyncratic risk, market risk, growth options, liquidity, limits to arbitrage

38.

Capital Flows, Institutions, and Financial Fragility

Number of pages: 87 Posted: 11 Mar 2010 Last Revised: 14 Oct 2013
Wipawin Promboon and Gregory W. Brown
Bank of Thailand and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 125 (266,684)

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Financial Crisis, International Capital Flows, Financial Policy

39.

Public or Private? Determining the Optimal Ownership Structure

Number of pages: 22 Posted: 28 Feb 2020 Last Revised: 03 Aug 2020
Gregory W. Brown, Andrea Carnelli Dompé and Sarah Kenyon
University of North Carolina (UNC) at Chapel Hill - Finance Area, Pantheon Ventures (UK) LLP and University of North Carolina (UNC) at Chapel Hill - Frank Hawkins Kenan Institute of Private Enterprise
Downloads 109 (294,222)

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Private Equity, Agency Costs, Buyout, Corporate Governance, Initial Public Offering, Shrinking Public Markets

40.

Determinants of International Buyout Investments

Downloads 93 (326,839)
Citation 1

Determinants of International Buyout Investments

Number of pages: 52 Posted: 31 Aug 2020
Serdar Aldatmaz, Gregory W. Brown and Asli Demirgüç-Kunt
George Mason University - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and World Bank
Downloads 55 (442,730)
Citation 1

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Private Equity, Buyout Investments, Financial Development, Regulatory Reforms

Determinants of International Buyout Investments

World Bank Policy Research Working Paper No. 9191
Number of pages: 53 Posted: 24 Mar 2020
Serdar Aldatmaz, Gregory W. Brown and Asli Demirgüç-Kunt
George Mason University - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and World Bank
Downloads 38 (517,131)

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41.

Do Private Equity Funds Manipulate Reported Returns?

NBER Working Paper No. w22493
Number of pages: 70 Posted: 08 Aug 2016
Gregory W. Brown, Oleg Gredil and Steven N. Kaplan
University of North Carolina (UNC) at Chapel Hill - Finance Area, Tulane University - A.B. Freeman School of Business and University of Chicago - Booth School of Business
Downloads 52 (446,830)
Citation 12

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42.

Private Equity: Accomplishments and Challenges

Journal of Applied Corporate Finance, Vol. 32, Issue 3, pp. 8-20, 2020
Number of pages: 15 Posted: 03 Sep 2020
Gregory W. Brown, Robert S. Harris, Tim Jenkinson and Steven N. Kaplan
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Virginia - Darden School of Business, University of Oxford - Said Business School and University of Chicago - Booth School of Business
Downloads 4 (724,847)
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43.

Are Hedge Funds Systemically Important?

Journal of Derivatives, Vol. 20, No. 2, 2012, https://doi.org/10.3905/jod.2012.20.2.008
Posted: 20 May 2019
Gregory W. Brown, Jeremiah Green and John R. M. Hand
University of North Carolina (UNC) at Chapel Hill - Finance Area, Texas A&M University - Department of Accounting and University of North Carolina Kenan-Flagler Business School
Downloads 0 (773,360)
Citation 1

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Financial Crisis, Hedge Funds, Systemic Risk, Short Selling, Derivatives

44.

Oil Price Movements and Risks of Energy Investments

https://doi.org/10.3905/jai.2017.19.4.024
Posted: 26 Dec 2015 Last Revised: 22 May 2019
Gregory W. Brown, Raymond Chan, Wendy Hu and Jian Zhang
University of North Carolina (UNC) at Chapel Hill - Finance Area, Adams Street Partners, Burgiss and Adams Street Partners
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Oil Prices, Energy Prices, Commodity Exposure, Private Equity