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Details about Elroy Dimson

E-mail:
Homepage:https://www.jbs.cam.ac.uk/faculty-research/faculty-a-z/elroy-dimson/
Phone:+44 1223339700
Workplace:Centre for Endowment Asset Management, Judge Business School, University of Cambridge, (more information at EDIRC)
London Business School (LBS), (more information at EDIRC)

Access statistics for papers by Elroy Dimson.

Last updated 2021-03-28. Update your information in the RePEc Author Service.

Short-id: pdi298


Jump to Journal Articles Books Chapters

Working Papers

2020

  1. Art as an Asset: Evidence from Keynes the Collector
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in Review of Asset Pricing Studies

2014

  1. Investing in Emotional Assets
    Post-Print, HAL View citations (6)
  2. Keynes, King's and Endowment Asset Management
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Chapter (2013)

2013

  1. The Price of Wine
    Working Papers, American Association of Wine Economists Downloads
    Also in HEC Research Papers Series, HEC Paris (2013) Downloads

    See also Journal Article in Journal of Financial Economics (2015)

2011

  1. Ex post: The investment performance of collectible stamps
    Post-Print, HAL View citations (25)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2009) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (2009) Downloads

    See also Journal Article in Journal of Financial Economics (2011)

1996

  1. Stress Tests of Capital Requirements
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania Downloads View citations (1)
    See also Journal Article in Journal of Banking & Finance (1997)

1995

  1. The Nuclear Review
    Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey Downloads

1981

  1. The Stability of UK Risk Measures and the Problem of Thin Trading
    Research Program in Finance Working Papers, University of California at Berkeley View citations (3)
    See also Journal Article in Journal of Finance (1983)

Journal Articles

2015

  1. Editor's Choice Active Ownership
    Review of Financial Studies, 2015, 28, (12), 3225-3268 Downloads View citations (12)
  2. Keynes the Stock Market Investor: A Quantitative Analysis
    Journal of Financial and Quantitative Analysis, 2015, 50, (4), 843-868 Downloads View citations (9)
  3. The price of wine
    Journal of Financial Economics, 2015, 118, (2), 431-449 Downloads View citations (7)
    See also Working Paper (2013)

2013

  1. Retrospectives: John Maynard Keynes, Investment Innovator
    Journal of Economic Perspectives, 2013, 27, (3), 213-28 Downloads View citations (11)

2011

  1. Ex post: The investment performance of collectible stamps
    Journal of Financial Economics, 2011, 100, (2), 443-458 Downloads View citations (35)
    See also Working Paper (2011)

2009

  1. IPO Underpricing over the Very Long Run
    Journal of Finance, 2009, 64, (3), 1407-1443 Downloads View citations (65)

2004

  1. The Controversy Over Executive Compensation
    Journal of Applied Corporate Finance, 2004, 16, (1), 108-111 Downloads
  2. The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds
    Review of Finance, 2004, 8, (1), 19-47 Downloads View citations (3)
    Also in Review of Finance, 2004, 8, (1), 19-47 (2004) Downloads View citations (7)

2003

  1. GLOBAL EVIDENCE ON THE EQUITY RISK PREMIUM
    Journal of Applied Corporate Finance, 2003, 15, (4), 27-38 Downloads View citations (45)
  2. Triumph of the Optimists: 101 Years of Global Investment Returns by Elroy Dimson, Paul March, and Michael Staunton, Princeton University Press, 2002
    Journal of Pension Economics and Finance, 2003, 2, (1), 91-95 Downloads

2001

  1. Index rebalancing and the technology bubble
    Journal of Asset Management, 2001, 1, (4), 311-320 Downloads
  2. U.K. Financial Market Returns, 1955-2000
    The Journal of Business, 2001, 74, (1), 1-31 Downloads View citations (10)

1999

  1. Three centuries of asset pricing
    Journal of Banking & Finance, 1999, 23, (12), 1745-1769 Downloads View citations (13)

1997

  1. Stress tests of capital requirements
    Journal of Banking & Finance, 1997, 21, (11-12), 1515-1546 Downloads View citations (9)
    See also Working Paper (1996)

1995

  1. Capital Requirements for Securities Firms
    Journal of Finance, 1995, 50, (3), 821-51 Downloads View citations (24)

1990

  1. Volatility forecasting without data-snooping
    Journal of Banking & Finance, 1990, 14, (2-3), 399-421 Downloads View citations (34)

1989

  1. Stock Market Anomalies. Edited by Elroy Dimson · New York: Cambridge University Press, 1988. xiii + 295 pp. Charts, tables, notes, references, and index. $39.50
    Business History Review, 1989, 63, (1), 215-216 Downloads
  2. The discount rate for a power station
    Energy Economics, 1989, 11, (3), 175-180 Downloads View citations (1)

1986

  1. Brokers' Recommendations: The Value of a Telephone Tip
    Economic Journal, 1986, 96, (381), 139-59 Downloads View citations (5)
  2. Event study methodologies and the size effect: The case of UK press recommendations
    Journal of Financial Economics, 1986, 17, (1), 113-142 Downloads View citations (77)

1985

  1. Friction in the trading process and risk measurement
    Economics Letters, 1985, 18, (2-3), 251-254 Downloads View citations (1)

1984

  1. An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns
    Journal of Finance, 1984, 39, (5), 1257-92 Downloads View citations (26)

1983

  1. The Stability of UK Risk Measures and the Problem of Thin Trading
    Journal of Finance, 1983, 38, (3), 753-83 Downloads View citations (49)
    See also Working Paper (1981)

1979

  1. Risk measurement when shares are subject to infrequent trading
    Journal of Financial Economics, 1979, 7, (2), 197-226 Downloads View citations (720)

Undated

  1. Art as an Asset: Evidence from Keynes the Collector
    Review of Asset Pricing Studies, 10, (3), 490-520 Downloads
    See also Working Paper (2020)

Books

2007

  1. Endowment Asset Management: Investment Strategies in Oxford and Cambridge
    OUP Catalogue, Oxford University Press View citations (3)

Chapters

2013

  1. Keynes, King's, and Endowment Asset Management
    A chapter in How the Financial Crisis and Great Recession Affected Higher Education, 2013, pp 127-150 Downloads
    See also Working Paper (2014)
 
Page updated 2022-01-25