David C. Brown

University of Arizona - Department of Finance

Assistant Professor of Finance

McClelland Hall

P.O. Box 210108

Tucson, AZ 85721-0108

United States

http://www.davidclaytonbrown.com

SCHOLARLY PAPERS

12

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Top 6,777

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8,464

SSRN CITATIONS
Rank 21,848

SSRN RANKINGS

Top 21,848

in Total Papers Citations

30

CROSSREF CITATIONS

16

Scholarly Papers (12)

1.

ETF Arbitrage, Non-Fundamental Demand, and Return Predictability

Number of pages: 56 Posted: 21 Nov 2016 Last Revised: 17 Apr 2020
David C. Brown, Shaun Davies and Matthew C. Ringgenberg
University of Arizona - Department of Finance, University of Colorado at Boulder - Leeds School of Business and University of Utah - Department of Finance
Downloads 2,329 (7,843)
Citation 14

Abstract:

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Exchange Traded Funds (ETFs), ETF Flows, Non-Fundamental Demand, Return Predictability

2.

Tax Uncertainty and Retirement Savings Diversification

Number of pages: 51 Posted: 23 Jun 2016 Last Revised: 19 Nov 2016
University of Arizona - Department of Finance, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 1,976 (10,238)
Citation 4

Abstract:

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Tax Uncertainty, Asset Location, Retirement Savings, IRA, Roth

3.

Dark Pool Exclusivity Matters

Number of pages: 48 Posted: 11 May 2012 Last Revised: 19 Dec 2013
Leslie Boni, David C. Brown and J. Chris Leach
California State University, Monterey Bay, University of Arizona - Department of Finance and University of Colorado at Boulder - Department of Finance
Downloads 972 (30,138)
Citation 1

Abstract:

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Dark pools, exclusivity, market microstructure, institutional trading, block trades

4.

Off Target: On the Underperformance of Target-Date Funds

Number of pages: 69 Posted: 23 Nov 2020 Last Revised: 15 Nov 2021
David C. Brown and Shaun Davies
University of Arizona - Department of Finance and University of Colorado at Boulder - Leeds School of Business
Downloads 907 (33,251)

Abstract:

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Target-Date Fund, Exchange-Traded Fund, Financial Planning

5.

Financing Efficiency of Securities-Based Crowdfunding

Number of pages: 106 Posted: 20 Nov 2015 Last Revised: 20 Aug 2019
David C. Brown and Shaun Davies
University of Arizona - Department of Finance and University of Colorado at Boulder - Leeds School of Business
Downloads 846 (36,551)
Citation 11

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Crowdfunding, Loser's Blessing, Venture Finance, FinTech

6.

Moral Hazard in Active Asset Management

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39 Posted: 30 Aug 2014 Last Revised: 19 Nov 2016
David C. Brown and Shaun Davies
University of Arizona - Department of Finance and University of Colorado at Boulder - Leeds School of Business
Downloads 427 (87,730)
Citation 10

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Active Management, Closet Indexing, Mutual Funds, Performance Fees, Index Funds, ETFs, Moral Hazard

7.

Investing in Security Price Informativeness: The Role of IPO Underpricing

Number of pages: 60 Posted: 02 Nov 2013 Last Revised: 04 Feb 2016
David C. Brown
University of Arizona - Department of Finance
Downloads 346 (111,453)
Citation 3

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IPO Underpricing, Information Production, Growth Options, Price Feedback, Institutional Investors, Underwriters

8.

Key Investors in IPOs

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 46 Posted: 09 Sep 2015 Last Revised: 04 Feb 2016
David C. Brown and Sergey Kovbasyuk
University of Arizona - Department of Finance and New Economic School, Moscow
Downloads 325 (119,486)
Citation 5

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IPO Underpricing, Institutional Investors, Underwriters

9.

Dominated ETFs

Number of pages: 53 Posted: 06 Nov 2020 Last Revised: 26 Jul 2021
David C. Brown, Scott Cederburg and Mitch Towner
University of Arizona - Department of Finance, University of Arizona - Department of Finance and University of Arizona - Department of Finance
Downloads 206 (190,248)
Citation 1

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Exchange Traded Funds (ETFs), Dominated Products

10.

An Overview of Technologically Enabled Finance

Forthcoming in The Palgrave Handbook of Technological Finance, Edited by Raghavendra Rau, Robert Wardrop & Luigi Zingales
Number of pages: 40 Posted: 05 Mar 2021
David C. Brown and Mingfeng Lin
University of Arizona - Department of Finance and Scheller College of Business, Georgia Institute of Technology
Downloads 56 (461,978)

Abstract:

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FinTech, Peer-to-Peer Lending, Crowdfunding, Cryptocurrency, Robo-Advising

11.

Simple Intuition Gone Awry: Combining Real and Financial Options in Tax Elections

Number of pages: 47 Posted: 20 Mar 2012 Last Revised: 19 Dec 2013
David C. Brown and J. Chris Leach
University of Arizona - Department of Finance and University of Colorado at Boulder - Department of Finance
Downloads 47 (498,512)
Citation 1

Abstract:

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Options, Real Options, Tax, Stochastic Control, Roth IRA

12.

On the Origin of IPO Profits

Number of pages: 61 Posted: 26 Oct 2021 Last Revised: 01 Nov 2021
David C. Brown, Sergey Kovbasyuk and Tamara Nefedova
University of Arizona - Department of Finance, New Economic School, Moscow and Université Paris Dauphine - PSL
Downloads 27 (602,074)

Abstract:

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IPOs, Allocations, Institutional Investors, Underwriters, Money Left on the Table