Elroy Dimson : Citation Profile


Are you Elroy Dimson?

University of Cambridge (50% share)
University of Cambridge (48% share)
London Business School (LBS) (1% share)
Government of Norway (1% share)

11

H index

12

i10 index

966

Citations

RESEARCH PRODUCTION:

23

Articles

10

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   36 years (1979 - 2015). See details.
   Cites by year: 26
   Journals where Elroy Dimson has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 9 (0.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi298
   Updated: 2020-08-09    RAS profile: 2020-06-22    
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Relations with other researchers


Works with:

Spaenjers, Christophe (3)

Rousseau, Peter (3)

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 (42)

faff, robert (16)

Goergen, Marc (12)

Spaenjers, Christophe (8)

Kräussl, Roman (8)

Olbrys, Joanna (6)

Lo, Andrew (6)

Turner, John (6)

Chelley-Steeley, Patricia (6)

Panopoulou, Ekaterini (6)

Rubio Fernandez, Fernando (5)

Cites to:

Spaenjers, Christophe (10)

Shiller, Robert (8)

Renneboog, Luc (7)

Goetzmann, William (6)

Case, Karl (5)

merton, robert (5)

Jovanovic, Boyan (4)

Vissing-Jorgensen, Annette (4)

Schwert, G. (3)

Stambaugh, Robert (3)

Schoar, Antoinette (3)

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 (2020 and 2019)


YearTitle of citing document
2017Structural Changes in Corporate Bond Underpricing. (2017). Ottonello, Giorgio ; Nagler, Florian. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1748.

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2018IMPACT OF COMPETITION, INVESTMENT, AND REGULATION ON PRICES OF MOBILE SERVICES: EVIDENCE FROM FRANCE. (2018). Zulehner, Christine ; Grzybowski, Lukasz ; Nicolle, Ambre. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:1322-1345.

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2020Commodity option pricing efficiency before Black, Scholes, and Merton. (2020). Saleuddin, Rasheed ; Chambers, David. In: Economic History Review. RePEc:bla:ehsrev:v:73:y:2020:i:2:p:540-564.

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2019Individualistic cultures and crash risk. (2019). faff, robert ; Dang, Tung ; Nguyen, Lily ; Luong, Hoang . In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:3:p:622-654.

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2020Do bankers on the board reduce crash risk?. (2020). Liao, Qunfeng ; Kim, Hany ; Kang, Minjung. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:684-723.

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2018The dark side of institutional intermediaries: Junior stock exchanges and entrepreneurship. (2018). Eberhart, Robert N ; Eesley, Charles E. In: Strategic Management Journal. RePEc:bla:stratm:v:39:y:2018:i:10:p:2643-2665.

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2017How Income and Crowding Effects Influence the World Market for French Wines. (2017). Deisting, Florent ; Candau, Fabien ; Schlick, Julie. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:5:p:963-977.

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2020Cross-Country Co-Movement between Bitcoin Exchanges: A Cultural Analysis. (2020). Kang, Woo-Young ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8076.

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2020Jane Beats Them All: Price Formation and Financial Returns to Investing in Rare Books. (2020). Ursprung, Heinrich. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8302.

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2019Commodity Option Pricing Efficiency before Black Scholes Merton. (2019). Chambers, David. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13975.

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2019Behavioural Asset Pricing: A Review. (2019). Weerakoon, Y K ; Nimal, P D ; Nanayakkara, N S. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-04-12.

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2017Political money contributions of U.S. IPOs. (2017). Tzeremes, Panayiotis ; Kallias, Konstantinos ; Gounopoulos, Dimitrios. In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:19-38.

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2017Expropriation risk by block holders, institutional quality and expected stock returns. (2017). Hearn, Bruce ; Piesse, Jenifer ; Phylaktis, Kate. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:122-149.

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2019The impact of top executive gender on asset prices: Evidence from stock price crash risk. (2019). Zeng, Yeqin ; Li, Yiwei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:528-550.

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2020Bank deregulation and corporate risk. (2020). Lin, Chen ; Levine, Ross ; Wei, Lai ; Jiang, Tianjiao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918307715.

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2020Cross-country fiscal policy spillovers and capital-skill complementarity in integrated capital markets. (2020). Davoine, Thomas ; Molnar, Matthias . In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:132-150.

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2019Strategic fire-sales and price-mediated contagion in the banking system. (2019). Wagalath, Lakshithe ; Braouezec, Yann. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:3:p:1180-1197.

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2019How do disposition effect and anchoring bias interact to impact momentum in stock returns?. (2019). Singh, Vivek ; Hur, Jungshik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:238-256.

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2019Commodities risk premia and regional integration in gas-exporting countries. (2019). Guesmi, Khaled ; Goutte, Stéphane ; Chevallier, Julien ; Urom, Christian ; Abid, Ilyes. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:267-276.

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2020Energy commodity uncertainties and the systematic risk of US industries. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; de Bruin, Anne ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303846.

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2018Zero-revenue IPOs. (2018). Signori, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:106-121.

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2018Top-tier financial advisors, expropriation and Chinese mergers & acquisitions. (2018). Bi, Xiao Gang ; Wang, Danni. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:157-166.

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2019Retail investor attention and stock price crash risk: Evidence from China. (2019). Wen, Fenghua ; Kou, Gang ; Ouyang, Guangda ; Xu, Longhao. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521919301462.

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2019Advance notice labor conflicts and firm value—An event study analysis on Israeli companies. (2019). Lahav, Yaron ; Haim, Roi ; Afik, Zvika. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306457.

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2019Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section. (2019). Prokopczuk, Marcel ; Hollstein, Fabian ; Simen, Chardin Wese. In: Journal of Financial Markets. RePEc:eee:finmar:v:44:y:2019:i:c:p:91-118.

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2019The long-term impact of sovereign wealth fund investments. (2019). In, Francis ; Xu, Simon ; Park, Raphael Jonghyeon ; Ji, Philip Inyeob. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:115-138.

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2020Return and information transmission of public and private timberland markets in the United States. (2020). Clutter, Michael L ; Mei, Bin. In: Forest Policy and Economics. RePEc:eee:forpol:v:113:y:2020:i:c:s138993411930187x.

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2019Short-sale constraints and stock price informativeness. (2019). Hoseinzade, Saeid ; Ebrahimnejad, Ali. In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:28-34.

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2019The risk and return of private equity real estate funds. (2019). Farrelly, Kieran ; Stevenson, Simon. In: Global Finance Journal. RePEc:eee:glofin:v:42:y:2019:i:c:s1044028317304337.

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2019My kingdom for a horse (or a classic car). (2019). Renneboog, Luc ; Laurs, Dries. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:184-207.

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2019Does the volatility of volatility risk forecast future stock returns?. (2019). JAWADI, Fredj ; Fu, XI ; Bu, Ruijun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:16-36.

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2019CFO cultural background and stock price crash risk. (2019). Zhang, Zhifang ; Fu, XI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:74-93.

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2019The effect of economic policy uncertainty on investor information asymmetry and management disclosures. (2019). Wellman, Laura ; Schoenfeld, Jordan ; Nagar, Venky. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:67:y:2019:i:1:p:36-57.

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2019Political uncertainty exposure of individual companies: The case of the Brexit referendum. (2019). Korczak, Piotr ; Hill, Paula. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:58-76.

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2020Ultimate ownership, crash risk, and split share structure reform in China. (2020). Gao, Wenlian ; Li, Donghui ; Liang, Quanxi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300182.

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2019Signaling in science-based IPOs: The combined effect of affiliation with prestigious universities, underwriters, and venture capitalists. (2019). Colombo, Massimo G ; Vismara, Silvio ; Meoli, Michele. In: Journal of Business Venturing. RePEc:eee:jbvent:v:34:y:2019:i:1:p:141-177.

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2017Regionally integrated asset pricing on the African stock markets: Evidence from the Fama French and Carhart models. (2017). Boamah, Nicholas Addai ; Loudon, Geoffrey ; Watts, Edward . In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:29-44.

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2019Bear beta. (2019). Murray, Scott ; Lu, Zhongjin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:736-760.

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2019The present value relation over six centuries: The case of the Bazacle company. (2019). Pouget, Sebastien ; Goetzmann, William N ; le Bris, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:248-265.

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2019Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation. (2019). Roll, Richard ; Pukthuanthong, Kuntara ; Noh, Joonki ; Jegadeesh, Narasimhan ; Wang, Junbo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:273-298.

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2019A tug of war: Overnight versus intraday expected returns. (2019). Skouras, Spyros ; Polk, Christopher ; Lou, Dong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:192-213.

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2019Size and value in China. (2019). Stambaugh, Robert ; Liu, Jianan ; Yuan, YU. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:48-69.

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2019Changing corporate governance norms: Evidence from dual class shares in the UK. (2019). Giannetti, Mariassunta ; Braggion, Fabio. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:37:y:2019:i:c:p:15-27.

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2019Capital regulation and banking bubbles. (2019). El Joueidi, Sarah ; Chevallier, Claire. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:84:y:2019:i:c:p:117-129.

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2017IPO underpricing: What about the shipping sector?. (2017). Klova, Valeriia. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:95-115.

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2018How does national culture influence IPO underpricing?. (2018). Chourou, Lamia ; Zhu, Hui ; Saadi, Samir. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:318-341.

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2019The impact of Ball and Brown (1968) on generations of research. (2019). Wee, Marvin ; Fargher, Neil. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:55-72.

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2019Tournament incentives and stock price crash risk: Evidence from China. (2019). Huang, Hedy Jiaying ; Habib, Ahsan ; Li, Sophia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:93-117.

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2019Margin-trading volatility and stock price crash risk. (2019). Wu, Wenfeng ; Lv, Dayong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:179-196.

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2019Strengthened board monitoring from parent company and stock price crash risk of subsidiary firms. (2019). Yu, Degan ; Xu, Yue ; Cai, Guilong ; Zheng, Guojiang ; Zhang, Junsheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:352-368.

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2019Performance commitment in acquisitions, regulatory change and market crash risk–evidence from China. (2019). Shen, NA ; Yang, Chao ; Su, Jun ; Song, DI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18302324.

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2019Low-volume return premium in the Korean stock market. (2019). Kang, Mhin ; Chae, Joon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x1930160x.

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2020How the individual investors took on big data: The effect of panic from the internet stock message boards on stock price crash. (2020). Cheng, Teng Yuan ; Zhu, YU ; Yang, Xiaolan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19301349.

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2020Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

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2017Cross-country evidence on the relation between capital gains taxes, risk, and expected returns. (2017). Hail, Luzi ; Wang, Clare ; Sikes, Stephanie . In: Journal of Public Economics. RePEc:eee:pubeco:v:151:y:2017:i:c:p:56-73.

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2020Dynamic transmissions between main stock markets and SME stock markets: Evidence from tropical economies. (2020). Chaiechi, Taha ; Nguyen, Trang ; Low, David ; Eagle, Lynne. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:308-324.

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2019Local corruption and stock price crash risk: Evidence from China. (2019). Zhu, Hongquan ; Qin, LU ; Cao, Peng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:240-252.

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2017Green energy companies: Stock performance and IPO returns. (2017). Tanda, Alessandra ; Anderloni, Luisa . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:546-552.

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2019Estimating the conditional equity risk premium in African frontier markets. (2019). Othieno, Ferdinand ; Biekpe, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:538-551.

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2020Stock price crash risk and CEO power: Firm-level analysis. (2020). Harper, Joel ; Sun, LI ; Johnson, Grace. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301539.

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2018M&A synergies and trends in IPOs. (2018). Signori, Andrea ; Vismara, Silvio. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:127:y:2018:i:c:p:141-153.

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2019When the Poor Buy the Rich: New Evidence on Wealth Effects of Cross-Border Acquisitions. (2019). VUONG, Quan Hoang ; Dao, Ngoc-Tien. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:102-:d:241287.

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2019Do Diamond Stocks Shine Brighter than Diamonds?. (2019). Decclesia, Rita Laura ; Jotanovic, Vera. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:79-:d:227995.

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2019Stock Investment and Excess Returns: A Critical Review in the Light of the Efficient Market Hypothesis. (2019). Rasheed, Muhammad Shahid ; Akhtar, Yasmeen ; Ul, Qurat ; Yousaf, Tahir ; Ying, Qianwei. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:97-:d:238342.

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2019Does Fixed Asset Revaluation Build Trust between Management and Investors?. (2019). Kim, Eunsoo ; Lee, Jaehong ; Bae, Jincheol. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:13:p:3700-:d:246049.

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2019Testing the Predictive Ability of Corridor Implied Volatility Under GARCH Models. (2019). Lu, Shan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:2:d:10.1007_s10690-018-9262-5.

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2019The Economic Consequences of Labor Unionization: Evidence from Stock Price Crash Risk. (2019). Zhang, Feida ; Wang, Wenming ; Tong, Jamie Y ; Chen, Jun. In: Journal of Business Ethics. RePEc:kap:jbuset:v:157:y:2019:i:3:d:10.1007_s10551-017-3686-0.

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2020Return on violin and macroeconomic fluctuation. (2020). Yip, Terry ; Gong, Dan Sabrina ; Luke, M W. In: Journal of Cultural Economics. RePEc:kap:jculte:v:44:y:2020:i:2:d:10.1007_s10824-019-09356-1.

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2018Analyst recommendations and the implied cost of equity. (2018). Aggarwal, Raj ; Wilson, Craig ; Mishra, Dev . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0644-y.

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2019On the investment value of sell-side analyst recommendation revisions in the UK. (2019). Joseph, Nathan Lael ; Bangassa, Kenbata ; Zhang, Hanxiong ; Su, Chen. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0749-y.

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2017Stock-financed M&As of newly listed firms. (2017). Signori, Andrea ; Vismara, Silvio. In: Small Business Economics. RePEc:kap:sbusec:v:48:y:2017:i:1:d:10.1007_s11187-016-9767-0.

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2019Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets. (2019). Townsend, Richard R ; Shue, Kelly. In: NBER Working Papers. RePEc:nbr:nberwo:25751.

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2020The Effect of Managers on Systematic Risk. (2020). Schoar, Antoinette ; Zuo, Luo ; Yeung, Kelvin. In: NBER Working Papers. RePEc:nbr:nberwo:27487.

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2017Characterizing the Asymmetric Dependence Premium. (2017). Alcock, Jamie ; Hatherley, Anthony. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:4:p:1701-1737..

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2019Foreign ownership, bank information environments, and the international mobility of corporate governance. (2019). Wang, Qingwei ; Leung, Woon Sau ; Hasan, Iftekhar ; Fang, Yiwei. In: Journal of International Business Studies. RePEc:pal:jintbs:v:50:y:2019:i:9:d:10.1057_s41267-019-00240-w.

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2020Initial Coin Offerings. (2020). Momtaz, Paul P. In: PLOS ONE. RePEc:plo:pone00:0233018.

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2020Long memory and fractality among global equity markets: A multivariate wavelet approach. (2020). Bhandari, Avishek. In: MPRA Paper. RePEc:pra:mprapa:99653.

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2019Do Multiple Credit Ratings Reduce Money Left on the Table? Evidence from US. IPOs. (2019). Goergen, Marc ; Koutroumpis, Panagiotis ; Gounopoulos, Dimitrios. In: Working Papers. RePEc:qmw:qmwecw:884.

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2019FLIGHTS TO SAFETY. (2019). Wei, Min ; Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/968.

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2019Stock market situation and relations between beta coefficients and returns determined by the CAPM on the example of companies from the ICT sector. (2019). Markowski, Lesaw. In: Collegium of Economic Analysis Annals. RePEc:sgh:annals:i:54:y:2019:p:393-408.

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2018Taming the great depression: Keynes’s personal investments in the US stock market, 1931–1939. (2018). Marcuzzo, Maria Cristina ; Sanfilippo, Eleonora ; Cristiano, Carlo. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:35:y:2018:i:1:d:10.1007_s40888-017-0081-3.

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2019People have the power: post IPO effects of intellectual capital disclosure. (2019). Cardi, Cristiana ; Severini, Sabrina ; Mazzoli, Camilla. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9439-9.

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2017Contingent effects of firm and employee reputations on professional advice adoption. (2017). Lee, Eugene Soon ; Lam, Shun Yin. In: Service Business. RePEc:spr:svcbiz:v:11:y:2017:i:2:d:10.1007_s11628-016-0312-7.

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2019Behavioural heterogeneity in wine investments. (2019). Weisskopf, Jean-Philippe ; Tourani-Rad, Alireza ; Frijns, Bart ; Fernandez-Perez, Adrian. In: Applied Economics. RePEc:taf:applec:v:51:y:2019:i:30:p:3236-3255.

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2018My Kingdom for a Horse (or a Classic Car). (2018). Renneboog, Luc ; Laurs, DK. In: Discussion Paper. RePEc:tiu:tiucen:8f244bbd-b78b-491b-9021-df093fb5a7e2.

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2019Co-skewness across Return Horizons. (2019). cotter, john ; Jin, Chenglu ; Conlon, Thomas. In: Working Papers. RePEc:ucd:wpaper:201910.

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2019Keynes und die Finanzmärkte. Auf halbem Weg vom homo oeconomicus zum homo humanus. (2019). Schulmeister, Stephan. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2019:i:588.

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2020Illiquidity and the Measurement of Stock Price Synchronicity. (2020). Gassen, Joachim ; Veenman, David ; Skaife, Hollis A. In: Contemporary Accounting Research. RePEc:wly:coacre:v:37:y:2020:i:1:p:419-456.

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2019Jump variance risk: Evidence from option valuation and stock returns. (2019). Chang, Yencheng ; Tseng, Kevin ; Peng, Pohsiang ; Cheng, HungWen . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:890-915.

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2020Open source cross-sectional asset pricing. (2020). Zimmermann, Tom ; Chen, Andrew Y. In: CFR Working Papers. RePEc:zbw:cfrwps:2004.

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2019Machine learning, human experts, and the valuation of real assets. (2019). Spaenjers, Christophe ; Kräussl, Roman ; Manso, Gustavo ; Kraussl, Roman ; Aubry, Mathieu. In: CFS Working Paper Series. RePEc:zbw:cfswop:635.

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2018The persistence of ownership inequality: Investors on the German stock exchanges, 1869-1945. (2018). Neumayer, Andreas ; Lehmann-Hasemeyer, Sibylle H. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:202018.

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2017On the applicability of maximum likelihood methods: From experimental to financial data. (2016). Jakusch, Sven Thorsten . In: SAFE Working Paper Series. RePEc:zbw:safewp:148.

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Works by Elroy Dimson:


YearTitleTypeCited
2013Retrospectives: John Maynard Keynes, Investment Innovator In: Journal of Economic Perspectives.
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article6
2013The Price of Wine In: Working Papers.
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paper6
2013The Price of Wine.(2013) In: HEC Research Papers Series.
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This paper has another version. Agregated cites: 6
paper
2015The price of wine.(2015) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 6
article
2003GLOBAL EVIDENCE ON THE EQUITY RISK PREMIUM In: Journal of Applied Corporate Finance.
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article42
2004The Controversy Over Executive Compensation In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article0
1983 The Stability of UK Risk Measures and the Problem of Thin Trading. In: Journal of Finance.
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article41
1981The Stability of UK Risk Measures and the Problem of Thin Trading..(1981) In: Research Program in Finance Working Papers.
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This paper has another version. Agregated cites: 41
paper
1984 An Analysis of Brokers and Analysts Unpublished Forecasts of UK Stock Returns. In: Journal of Finance.
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article21
1995 Capital Requirements for Securities Firms. In: Journal of Finance.
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article23
2009IPO Underpricing over the Very Long Run In: Journal of Finance.
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article57
2020Art as an Asset: Evidence from Keynes the Collector In: CEPR Discussion Papers.
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paper0
2015Keynes the Stock Market Investor: A Quantitative Analysis In: Journal of Financial and Quantitative Analysis.
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article5
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.
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article3
1985Friction in the trading process and risk measurement In: Economics Letters.
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article1
1989The discount rate for a power station In: Energy Economics.
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article1
1990Volatility forecasting without data-snooping In: Journal of Banking & Finance.
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article30
1997Stress tests of capital requirements In: Journal of Banking & Finance.
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article10
1996Stress Tests of Capital Requirements.(1996) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
1999Three centuries of asset pricing In: Journal of Banking & Finance.
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article12
2011Ex post: The investment performance of collectible stamps In: Journal of Financial Economics.
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article24
2011Ex post: The investment performance of collectible stamps.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 24
paper
2009Ex-Post : The Investment Performance of Collectible Stamps.(2009) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
1986Event study methodologies and the size effect : The case of UK press recommendations In: Journal of Financial Economics.
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article65
1979Risk measurement when shares are subject to infrequent trading In: Journal of Financial Economics.
[Full Text][Citation analysis]
article587
2014Investing in Emotional Assets In: Post-Print.
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paper3
2004The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds In: Review of Finance.
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article7
2004The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds.(2004) In: Review of Finance.
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This paper has another version. Agregated cites: 7
article
2013Keynes, Kings, and Endowment Asset Management In: NBER Chapters.
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chapter0
2014Keynes, Kings and Endowment Asset Management.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 0
paper
2015Editors Choice Active Ownership In: Review of Financial Studies.
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article12
2007Endowment Asset Management: Investment Strategies in Oxford and Cambridge In: OUP Catalogue.
[Citation analysis]
book1
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]
article9

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