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David P. Brown
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Cited by
Cited by
Year
On technical analysis
DP Brown, RH Jennings
The Review of Financial Studies 2 (4), 527-551, 1989
8351989
A simple econometric approach for utility‐based asset pricing models
DP Brown, MR Gibbons
The Journal of Finance 40 (2), 359-381, 1985
2131985
Implied probabilities in GMM estimators
K Back, DP Brown
Econometrica: Journal of the Econometric Society, 971-975, 1993
1441993
Mutual fund flows and cross‐fund learning within families
DP Brown, Y Wu
The Journal of Finance 71 (1), 383-424, 2016
133*2016
The pricing kernel puzzle: reconciling index option data and economic theory
DP Brown, J Carsten Jackwerth
Derivative securities pricing and modelling, 155-183, 2012
121*2012
Market orders and market efficiency
DP Brown, ZM Zhang
The Journal of Finance 52 (1), 277-308, 1997
1041997
The productivity premium in equity returns
DP Brown, B Rowe
Available at SSRN 993467, 2007
892007
Idiosyncratic volatility of small public firms and entrepreneurial risk
DP Brown, MA Ferreira
Quarterly Journal of Finance 6 (01), 1650002, 2016
81*2016
Do noise traders “create their own space?”
R Bhushan, DP Brown, AS Mello
Journal of Financial and Quantitative Analysis 32 (1), 25-45, 1997
551997
Age clienteles induced by liquidity constraints
DP Brown
International Economic Review, 891-912, 1990
431990
Multiperiod financial planning
DP Brown
Management Science 33 (7), 848-875, 1987
261987
The Implications of Nonmarketable Income for Consumption‐Based Models of Asset Pricing
DP Brown
The Journal of Finance 43 (4), 867-880, 1988
25*1988
GMM, maximum likelihood, and nonparametric efficiency
K Back, DP Brown
Economics Letters 39 (1), 23-28, 1992
171992
Adjustable limit orders
DP Brown, CW Holden
Unpublished working paper. University of Indiana, 2002
132002
Why do we need stock brokers?
DP Brown
Financial Analysts Journal 52 (2), 21-30, 1996
121996
Option pricing in a lognormal securities market with discrete trading: A comment
D Brown, C Huang
Journal of Financial Economics 12 (2), 285-286, 1983
81983
The design of limit orders
DP Brown
Indiana Univ., School of Business, 1994
61994
New characterizations of increasing risk
DP Brown
Journal of Mathematical Economics 69, 7-11, 2017
52017
Investor horizon and noise in asset prices
R Bhushan, DP Brown, AS Mello
Cambridge, Mass.: Sloan School of Management, Massachusetts Institute of …, 1991
51991
Pegged Limit Orders
DP Brown, CW Holden
Available at SSRN 744667, 2005
42005
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