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Survival

Brown, Stephen J. - In: The journal of finance : the journal of the American … 50 (1995) 3, pp. 853-873

Persistent link: https://www.econbiz.de/10001340025

Risk premia in Pacific-Basin capital markets

Brown, Stephen J. - In: Pacific-Basin finance journal 1 (1993) 3, pp. 235-261

Persistent link: https://www.econbiz.de/10001158631

The number of factors in security returns

Brown, Stephen J. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1247-1262

Persistent link: https://www.econbiz.de/10001080360

Investor sentiment in Japanese and US daily mutual fund flows

Brown, Stephen J.; Goetzmann, William N.; Hiraki, Takato; … - 2003

Persistent link: https://www.econbiz.de/10001737143

Disagreement in economic forecasts and equity returns : risk or mispricing?

Bali, Turan G.; Brown, Stephen J.; Tang, Yi - In: China finance review international 13 (2023) 3, pp. 309-341

Persistent link: https://www.econbiz.de/10014362710

Going negative : what to do with negative book equity stocks

Brown, Stephen J.; Lajbcygier, Paul; Li, Bob - In: The journal of portfolio management : a publication of … 35 (2008/09) 1, pp. 95-102

Persistent link: https://www.econbiz.de/10009520479

Is economic uncertainty priced in the cross-section of stock returns?

Bali, Turan G.; Brown, Stephen J.; Tang, Yi - In: Journal of financial economics 126 (2017) 3, pp. 471-489

Persistent link: https://www.econbiz.de/10011818201

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

Bali, Turan G. - 2016

We investigate the role of economic uncertainty in the cross-sectional pricing of individual stocks and equity portfolios. We estimate stock exposure to an economic uncertainty index and show that stocks in the lowest uncertainty beta decile generate 6% more annualized risk-adjusted return...

Persistent link: https://www.econbiz.de/10012986401

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

Bali, Turan G. - 2020

We quantify disagreement about the economy with ex-ante measures of divergence of opinion among economic forecasters and investigate if economic disagreement has a significant impact on the cross-sectional pricing of individual stocks. We find a significant disagreement premium of 7.2% per...

Persistent link: https://www.econbiz.de/10012856755

The contributions of Stephen A. Ross to financial economics

Brown, Stephen J.; Dybvig, Philip H.; Goetzmann, William N. - In: Annual review of financial economics 13 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012612519