Elroy Dimson : Citation Profile

Are you Elroy Dimson?

University of Cambridge (99% share)
London Business School (LBS) (1% share)

12

H index

17

i10 index

1399

Citations

RESEARCH PRODUCTION:

27

Articles

11

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   41 years (1979 - 2020). See details.
   Cites by year: 34
   Journals where Elroy Dimson has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 10 (0.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi298
   Updated: 2024-01-16    RAS profile: 2023-01-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Elroy Dimson.

Is cited by:

Renneboog, Luc (76)

Goergen, Marc (21)

faff, robert (17)

Spaenjers, Christophe (14)

Kräussl, Roman (14)

Chelley-Steeley, Patricia (10)

Olbrys, Joanna (8)

Braggion, Fabio (8)

Panopoulou, Ekaterini (7)

Cardebat, Jean-Marie (7)

Dobrynskaya, Victoria (6)

Cites to:

Spaenjers, Christophe (15)

Goetzmann, William (12)

Renneboog, Luc (10)

Shiller, Robert (9)

merton, robert (5)

Ginsburgh, Victor (5)

Mei, Jianping (4)

Bollerslev, Tim (4)

Vissing-Jorgensen, Annette (4)

Roll, Richard (4)

Jovanovic, Boyan (4)

Main data

Where Elroy Dimson has published?

Journals with more than one article published# docs
Journal of Finance4
Journal of Financial Economics4
Journal of Banking & Finance3
Journal of Applied Corporate Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL2

Recent works citing Elroy Dimson (2024 and 2023)

YearTitle of citing document
2023.

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2023What firm risk factors drive bank loan pricing and other terms? Evidence from China. (2023). Fung, Hunggay ; Xiao, Zuoping ; Wang, LU ; Jin, Hongmin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2985-3010.

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2023Trade secrets protection and stock price crash risk. (2023). Li, Bingxin ; Lee, Eunju ; Hu, Dan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:395-421.

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2023Biased Auctioneers. (2023). Spaenjers, Christophe ; Kräussl, Roman ; Manso, Gustavo ; Kraussl, Roman ; Aubry, Mathieu. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:795-833.

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2023.

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2023.

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2023Making honest men of them: Institutional investors, financial reporting, and the appointment of female directors to all-male boards. (2023). Mount, Matthew P ; Gul, Ferdinand A ; Khedmati, Mehdi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001778.

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2023The gatekeeping role of regulators and intermediaries: Evidence from regulatory reforms in Chinas IPO market. (2023). Liu, Jianhua ; Lin, Wenlian ; Cao, Xiaping ; Yang, Zhenyi. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200414x.

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2023The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets. (2023). Yang, Feng ; Liao, Stephen Shaoyi ; Cheng, Xian ; Liu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002108.

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2023Limited attention, salient anchor, and the modified MAX effect: Evidence from Taiwan’s stock market. (2023). Lien, Donald ; Wang, Zi-Mei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300027x.

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2023News-implied linkages and local dependency in the equity market. (2023). Linton, Oliver ; Ge, Shuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:779-815.

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2023Ultimate government control and stock price crash risk: Evidence from China. (2023). Sun, Lingxia. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000875.

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2023Disagreement, speculation, and the idiosyncratic volatility. (2023). Jiang, Ying ; Pan, Jiening ; Wu, KE ; Wang, Jianqiu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:232-250.

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2023The role of bad-news coverage and media environments in crash risk around the world. (2023). Xing, LU ; Li, Donghui ; Tang, Jinghua ; Liu, Qigui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:488-509.

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2023Minority shareholders activism and stock price crash risk: Evidence from China. (2023). Qiu, Muqing ; Wang, Qiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001102.

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2023News-based ESG sentiment and stock price crash risk. (2023). Wang, HE ; Liu, Zhaohua ; Liang, Chuanyu ; Yu, Haixu. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s105752192300162x.

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2023Does alternative data reduce stock price crash risk? Evidence from third-party online sales disclosure in China. (2023). Liu, Shangqun. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002119.

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2023Adoption and content of key audit matters and stock price crash risk. (2023). Zhao, Rui ; Yang, Yitang ; Sharma, Divesh ; Liao, Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002223.

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2023Compensation peer crash risks and corporate own investments: New evidences from U.S. stock markets. (2023). , Keith ; Yu, BO ; Jiang, Xiao-Tong ; Lin, Yu-En. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002909.

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2023Managerial perspectives on climate change and stock price crash risk. (2023). Song, Chang-Keun ; Jung, Hail. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005876.

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2023How do stock prices respond to the leading economic indicators? Analysis of large and small shocks. (2023). Chen, Zhonglu ; Liu, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006079.

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2023CEO overconfidence, lottery preference and the cross-section of stock returns. (2023). Ko, Kuan-Cheng ; Ho, Po-Hsin ; Lu, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001228.

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2023Differences in returns to cross-border and domestic mergers and acquisitions: Empirical evidence from China using PSM-DID. (2023). Chen, Chen ; Jiang, Hanming ; Yuan, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003331.

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2023Are mutual fund managers good gamblers?. (2023). Stein, Roberto. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000763.

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2023Large blockholders and stock price crash risk: An international study. (2023). Wang, Qingxia ; Eugster, Nicolas. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322001016.

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2023Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?. (2023). Anastasiou, Dimitris ; Krokida, Styliani Iris ; Katsafados, Apostolos ; Tzomakas, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000744.

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2023Common institutional blockholders and tail risk. (2023). Zhong, Yuxiang ; Xie, Jing ; Agnes, C S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s037842662200303x.

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2023Hot potatoes: Underpricing of stocks following extreme negative returns. (2023). Reyes-Pea, Robinson ; Lawrence, Edward ; Caglayan, Mustafa O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000018.

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2023How informative are insider trades and analyst recommendations?. (2023). Wang, Qinghai ; Hsieh, Jim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000237.

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2023Presidential economic approval rating and the cross-section of stock returns. (2023). Wang, Liyao ; Huang, Dashan ; Da, Zhi ; Chen, Zilin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:106-131.

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2023Green lending and stock price crash risk: Evidence from the green credit reform in China. (2023). Wang, Peipei ; Lu, Meiting ; Ou, Fenghao ; Liu, Xinghe ; Chen, Jing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001735.

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2023The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies. (2023). Mentel, Urszula ; Sharma, Gagan Deep ; Doan, Buhari ; Khalfaoui, Rabeh ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003653.

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2023Does foreign institutional ownership matter for stock price synchronicity? International evidence. (2023). My, Linh Thi ; Vo, Xuan Vinh ; Anh, Thi Thuy ; Dang, Tung Lam. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:67:y:2023:i:c:s1042444x23000026.

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2023The relationship between cash flow uncertainty and extreme risk: International evidence. (2023). Wu, Lin-Tan ; Lee, Chien-Chiang ; Wang, Chih-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002220.

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2023The impact of the Russia-Ukraine crisis on the stock market: Evidence from Australia. (2023). Hasan, Mostafa Monzur ; Ahmed, Shaker ; Kamal, Md Rajib. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001026.

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2023Trading strategies and the frequency of time-series. (2023). Isaenko, Sergey. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:267-283.

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2023Investor sentiment and stock market anomalies in Australia. (2023). Bissoondoyal-Bheenick, Emawtee ; Zhang, Xinyue ; Zhong, Angel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:284-303.

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2023COVID-19, a blessing in disguise for the Tech sector: Evidence from stock price crash risk. (2023). Xu, Jian ; Masum, Abdullah-Al ; Hossain, Ashrafee T. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000648.

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2023On the short-term persistence of mutual fund performance in Europe. (2023). Vidal-Garcia, Javier ; Saeed, Asif ; Hammouda, Amira. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000892.

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2023Patent pledge policy and stock price crash risk: Evidence from China. (2023). Liu, Boyang ; Xie, Linlin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000934.

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2023Female Board Representation and Corporate Performance: A Review and New Estimates for Australia. (2023). Wokker, Chris ; Breunig, Robert ; Bayly, Nicholas. In: IZA Discussion Papers. RePEc:iza:izadps:dp16617.

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2023Offering Method and Pricing of IPOs: An Analysis of Stock IPOs in the Netherlands, 1918–1939. (2023). Legierse, Wilco. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:3:d:10.1007_s10645-023-09422-2.

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2023Beta estimation in the European network regulation context: what matters, what doesn’t, and what is indispensable. (2023). Stehle, Richard ; Betzer, Andre ; Bazhutov, Dmitry. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00428-z.

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2023Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium. (2023). Wang, Tong. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:325-367..

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2023The Term Structure of Equity Risk Premia: Levered Noise and New Estimates*. (2023). Simutin, Mikhail ; Fisher, Adlai ; Carlson, Murray ; Boguth, Oliver. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1155-1182..

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2023Risk and return of classic car market prices: passion or financial investment?. (2023). Fur, Eric. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00288-8.

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2023Event studies in international finance research. (2023). Sy, Oumar ; Mansi, Sattar A ; Guedhami, Omrane ; el Ghoul, Sadok. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:2:d:10.1057_s41267-022-00534-6.

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2023Going public: evidence from stock and bond IPOs in Belgium, 1839–1935. (2023). Legierse, Wilco ; Jong, Abe ; Deloof, Marc. In: Cliometrica. RePEc:spr:cliomt:v:17:y:2023:i:3:d:10.1007_s11698-022-00258-5.

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2023How do investors price accrual risk during crises?. (2023). Hassan, Kabir M ; Alhenawi, Yasser. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4684-4706.

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2023The predictability of iron ore futures prices: A product?material lead–lag effect. (2023). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1289-1304.

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2023Does Competition Affect Bank Risk?. (2023). Lin, Chen ; Levine, Ross ; Jiang, Liangliang. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:5:p:1043-1076.

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2023Do investors overvalue startups? Evidence from the junior stakes of mutual funds. (2023). Yasuda, Ayako ; Shanker, Harshini ; Hameed, Allaudeen ; Cheng, SI ; Barber, Brad M ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2304.

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2023Biased auctioneers. (2023). Kräussl, Roman ; Spaenjers, Christophe ; Manso, Gustavo ; Kraussl, Roman ; Aubry, Mathieu. In: CFS Working Paper Series. RePEc:zbw:cfswop:692.

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2023Art collectors as venture capitalists. (2023). Kräussl, Roman ; Kraussl, Roman ; Whitaker, Amy. In: CFS Working Paper Series. RePEc:zbw:cfswop:696.

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Works by Elroy Dimson:

YearTitleTypeCited
2013Retrospectives: John Maynard Keynes, Investment Innovator In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article12
2013The Price of Wine In: Working Papers.
[Full Text][Citation analysis]		paper30
2013The Price of Wine.(2013) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2015The price of wine.(2015) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		article
2003GLOBAL EVIDENCE ON THE EQUITY RISK PREMIUM In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article49
2004The Controversy Over Executive Compensation In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article1
1983 The Stability of UK Risk Measures and the Problem of Thin Trading. In: Journal of Finance.
[Full Text][Citation analysis]		article54
1981The Stability of UK Risk Measures and the Problem of Thin Trading..(1981) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 54		paper
1984 An Analysis of Brokers and Analysts Unpublished Forecasts of UK Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article32
1995 Capital Requirements for Securities Firms. In: Journal of Finance.
[Full Text][Citation analysis]		article25
2009IPO Underpricing over the Very Long Run In: Journal of Finance.
[Full Text][Citation analysis]		article77
2020Art as an Asset: Evidence from Keynes the Collector In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
Art as an Asset: Evidence from Keynes the Collector.() In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
1989Stock Market Anomalies. Edited by Elroy Dimson · New York: Cambridge University Press, 1988. xiii + 295 pp. Charts, tables, notes, references, and index. $39.50. In: Business History Review.
[Full Text][Citation analysis]		article0
2015Keynes the Stock Market Investor: A Quantitative Analysis In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article13
2003Triumph of the Optimists: 101 Years of Global Investment Returns by Elroy Dimson, Paul March, and Michael Staunton, Princeton University Press, 2002. In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]		article0
1986Brokers Recommendations: The Value of a Telephone Tip. In: Economic Journal.
[Full Text][Citation analysis]		article6
1985Friction in the trading process and risk measurement In: Economics Letters.
[Full Text][Citation analysis]		article2
1989The discount rate for a power station In: Energy Economics.
[Full Text][Citation analysis]		article1
1990Volatility forecasting without data-snooping In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article37
1997Stress tests of capital requirements In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
1996Stress Tests of Capital Requirements.(1996) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1999Three centuries of asset pricing In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2011Ex post: The investment performance of collectible stamps In: Journal of Financial Economics.
[Full Text][Citation analysis]		article45
2011Ex post: The investment performance of collectible stamps.(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2009Ex-Post : The Investment Performance of Collectible Stamps.(2009) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2009Ex-Post : The Investment Performance of Collectible Stamps.(2009) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
1986Event study methodologies and the size effect : The case of UK press recommendations In: Journal of Financial Economics.
[Full Text][Citation analysis]		article88
1979Risk measurement when shares are subject to infrequent trading In: Journal of Financial Economics.
[Full Text][Citation analysis]		article852
In: .
[Full Text][Citation analysis]		article0
2014Investing in Emotional Assets In: Post-Print.
[Citation analysis]		paper12
2004The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds In: Review of Finance.
[Full Text][Citation analysis]		article7
2004The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds.(2004) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2013Keynes, Kings, and Endowment Asset Management In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2014Keynes, Kings and Endowment Asset Management.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015Editors Choice Active Ownership In: Review of Financial Studies.
[Full Text][Citation analysis]		article12
2007Endowment Asset Management: Investment Strategies in Oxford and Cambridge In: OUP Catalogue.
[Citation analysis]		book2
2001Index rebalancing and the technology bubble In: Journal of Asset Management.
[Full Text][Citation analysis]		article1
1995The Nuclear Review In: Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS).
[Full Text][Citation analysis]		paper0
2001U.K. Financial Market Returns, 1955-2000. In: The Journal of Business.
[Full Text][Citation analysis]		article10

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