| On technical analysis DP Brown, RH Jennings The Review of Financial Studies 2 (4), 527-551, 1989 | 864 | 1989 |
| A simple econometric approach for utility‐based asset pricing models DP Brown, MR Gibbons The Journal of Finance 40 (2), 359-381, 1985 | 216 | 1985 |
| Implied probabilities in GMM estimators K Back, DP Brown Econometrica: Journal of the Econometric Society, 971-975, 1993 | 145 | 1993 |
| Mutual fund flows and cross‐fund learning within families DP Brown, Y Wu The Journal of Finance 71 (1), 383-424, 2016 | 135* | 2016 |
| The pricing kernel puzzle: reconciling index option data and economic theory DP Brown, JC Jackwerth Derivative securities pricing and modelling 94, 155-183, 2012 | 123* | 2012 |
| Market orders and market efficiency DP Brown, ZM Zhang The Journal of Finance 52 (1), 277-308, 1997 | 103 | 1997 |
| The productivity premium in equity returns DP Brown, B Rowe Available at SSRN 993467, 2007 | 93 | 2007 |
| Idiosyncratic volatility of small public firms and entrepreneurial risk DP Brown, MA Ferreira Quarterly Journal of Finance 6 (01), 1650002, 2016 | 87* | 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 | 56 | 1997 |
| Age clienteles induced by liquidity constraints DP Brown International Economic Review, 891-912, 1990 | 44 | 1990 |
| Multiperiod financial planning DP Brown Management Science 33 (7), 848-875, 1987 | 26 | 1987 |
| 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 | 17 | 1992 |
| Adjustable limit orders DP Brown, CW Holden Unpublished working paper. University of Indiana, 2002 | 13 | 2002 |
| Why do we need stock brokers? DP Brown Financial Analysts Journal 52 (2), 21-30, 1996 | 12 | 1996 |
| 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 | 8 | 1983 |
| The design of limit orders DP Brown Indiana Univ., School of Business, 1994 | 6 | 1994 |
| New characterizations of increasing risk DP Brown Journal of Mathematical Economics 69, 7-11, 2017 | 5 | 2017 |
| Investor horizon and noise in asset prices R Bhushan, DP Brown, AS Mello Cambridge, Mass.: Sloan School of Management, Massachusetts Institute of …, 1991 | 5 | 1991 |
| The turn-of-the-quarter effect in momentum and reversal in US stocks: Price pressure as the result of tax-loss sales and window dressing DP Brown Available at SSRN 2481042, 2017 | 4 | 2017 |
Youchang Wu （吴有昌）Associate profesor of Finance, University of OregonVerified email at uoregon.edu
