Details about Stephen G. Dimmock

Access statistics for papers by Stephen G. Dimmock.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pdi378

Working Papers

2024

1. Extrapolators and Contrarians: Forecast Bias and Household Stock Trading
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2019

2. Give Me Your Tired, Your Poor, Your High-Skilled Labor: H-1B Lottery Outcomes and Entrepreneurial Success
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
   See also Journal Article Give Me Your Tired, Your Poor, Your High-Skilled Labor: H-1B Lottery Outcomes and Entrepreneurial Success, Management Science, INFORMS (2022) (2022)
3. The Endowment Model and Modern Portfolio Theory
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2018

4. Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (7)
   See also Journal Article Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field, The Review of Financial Studies, Society for Financial Studies (2021) View citations (10) (2021)

2014

5. Capital Gains Lock-In and Governance Choices
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
   See also Journal Article Capital gains lock-in and governance choices, Journal of Financial Economics, Elsevier (2018) View citations (19) (2018)

2013

6. Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)

2012

7. The Supply of and Demand for Charitable Donations to Higher Education
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
   See also Chapter The Supply of and Demand for Charitable Donations to Higher Education, NBER Chapters, National Bureau of Economic Research, Inc (2012) View citations (4) (2012)

2011

8. Predicting Fraud by Investment Managers
   NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute View citations (8)
   See also Journal Article Predicting fraud by investment managers, Journal of Financial Economics, Elsevier (2012) View citations (41) (2012)

2010

9. How University Endowments Respond to Financial Market Shocks: Evidence and Implications
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
   See also Journal Article How University Endowments Respond to Financial Market Shocks: Evidence and Implications, American Economic Review, American Economic Association (2014) View citations (41) (2014)

2006

10. Benchmarking Money Manager Performance: Issues and Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    See also Journal Article Benchmarking Money Manager Performance: Issues and Evidence, The Review of Financial Studies, Society for Financial Studies (2009) View citations (41) (2009)

Journal Articles

2023

1. Mutual funds' capital gains lock-in and earnings management
   Journal of Corporate Finance, 2023, 80, (C)

2022

2. Give Me Your Tired, Your Poor, Your High-Skilled Labor: H-1B Lottery Outcomes and Entrepreneurial Success
   Management Science, 2022, 68, (9), 6950-6970
   See also Working Paper Give Me Your Tired, Your Poor, Your High-Skilled Labor: H-1B Lottery Outcomes and Entrepreneurial Success, NBER Working Papers (2019) View citations (7) (2019)

2021

3. Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field
   The Review of Financial Studies, 2021, 34, (9), 4524-4563 View citations (10)
   See also Working Paper Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field, NBER Working Papers (2018) View citations (7) (2018)
4. Real Estate Shocks and Financial Advisor Misconduct
   Journal of Finance, 2021, 76, (6), 3309-3346 View citations (7)

2018

5. Capital gains lock-in and governance choices
   Journal of Financial Economics, 2018, 127, (1), 113-135 View citations (19)
   See also Working Paper Capital Gains Lock-In and Governance Choices, NBER Working Papers (2014) View citations (7) (2014)
6. Is Fraud Contagious? Coworker Influence on Misconduct by Financial Advisors
   Journal of Finance, 2018, 73, (3), 1417-1450 View citations (47)

2016

7. Ambiguity Attitudes in a Large Representative Sample
   Management Science, 2016, 62, (5), 1363-1380 View citations (111)
8. Ambiguity aversion and household portfolio choice puzzles: Empirical evidence
   Journal of Financial Economics, 2016, 119, (3), 559-577 View citations (159)
9. Regulatory Oversight and Return Misreporting by Hedge Funds
   Review of Finance, 2016, 20, (2), 795-821 View citations (4)

2015

10. Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field
    Journal of Risk and Uncertainty, 2015, 51, (3), 219-244 View citations (45)
11. What determines the allocation of managerial ownership within firms? Evidence from investment management firms
    Journal of Corporate Finance, 2015, 30, (C), 44-64 View citations (3)

2014

12. How University Endowments Respond to Financial Market Shocks: Evidence and Implications
    American Economic Review, 2014, 104, (3), 931-62 View citations (41)
    See also Working Paper How University Endowments Respond to Financial Market Shocks: Evidence and Implications, NBER Working Papers (2010) View citations (11) (2010)

2012

13. Background Risk and University Endowment Funds
    The Review of Economics and Statistics, 2012, 94, (3), 789-799 View citations (31)
14. Predicting fraud by investment managers
    Journal of Financial Economics, 2012, 105, (1), 153-173 View citations (41)
    See also Working Paper Predicting Fraud by Investment Managers, NFI Working Papers (2011) View citations (8) (2011)

2010

15. Loss-aversion and household portfolio choice
    Journal of Empirical Finance, 2010, 17, (3), 441-459 View citations (59)

2009

16. Benchmarking Money Manager Performance: Issues and Evidence
    The Review of Financial Studies, 2009, 22, (11), 4553-4599 View citations (41)
    See also Working Paper Benchmarking Money Manager Performance: Issues and Evidence, NBER Working Papers (2006) View citations (5) (2006)

Chapters

2012

1. The Supply of and Demand for Charitable Donations to Higher Education
   A chapter in How the Financial Crisis and Great Recession Affected Higher Education, 2012, pp 151-174 View citations (4)
   See also Working Paper The Supply of and Demand for Charitable Donations to Higher Education, National Bureau of Economic Research, Inc (2012) View citations (5) (2012)