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

1291

Citations

RESEARCH PRODUCTION:

26

Articles

11

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   41 years (1979 - 2020). See details.
   Cites by year: 31
   Journals where Elroy Dimson has often published
   Relations with other researchers
   Recent citing documents: 128.    Total self citations: 10 (0.77 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdi298
   Updated: 2022-11-19    RAS profile: 2021-03-28    
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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 (10)

Kräussl, Roman (9)

Olbrys, Joanna (8)

Braggion, Fabio (8)

Panopoulou, Ekaterini (7)

Cardebat, Jean-Marie (7)

Goetzmann, William (6)

Chelley-Steeley, Patricia (6)

Cites to:

Spaenjers, Christophe (15)

Goetzmann, William (12)

Renneboog, Luc (10)

Shiller, Robert (9)

Case, Karl (6)

merton, robert (5)

Ginsburgh, Victor (5)

Roll, Richard (4)

Moses, Michael (4)

Vissing-Jorgensen, Annette (4)

Mei, Jianping (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 (2022 and 2021)


YearTitle of citing document
2021.

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2021Self?interested board of director and stock price crash risk in loss?making firms. (2021). Huang, Shaioyan ; Chang, Shenho ; Lin, Fengyi ; Wang, Tengshih. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2853-2890.

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2022Institutional trading in stock market anomalies in Australia. (2022). Zhong, Angel. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:893-930.

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2021Underpricing in a developing capital market: Australian equity issuances, 1920–39†. (2021). Ville, Simon ; Liu, Zhangxin ; Fleming, Grant ; Merrett, David. In: Economic History Review. RePEc:bla:ehsrev:v:74:y:2021:i:3:p:831-855.

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2021Industry tournament incentives and stock price crash risk. (2021). Lockhart, Brandon G ; Kubick, Thomas R. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:345-369.

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2021Blockchain speculation or value creation? Evidence from corporate investments. (2021). Jiang, Danling ; Clarke, Nicholas ; Autore, Don M. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:3:p:727-746.

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2021Are CEOs incentivized to shelter good information?. (2021). Jia, Yuecheng ; Feng, Hongrui. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:1:p:109-132.

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2021Corporate irresponsibility and stock price crash risk. (2021). Mahmood, Haroon ; Bahadar, Stephen ; Zaman, Rashid. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:786-820.

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2021Governments as customers: Exploring the effects of government customers on supplier firms’ information quality. (2021). Garg, Mukesh ; Huang, Tingchiao ; Chen, Chen ; Khedmati, Mehdi. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:9-10:p:1630-1667.

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2022Does stock market liberalization improve stock price efficiency? Evidence from China. (2022). Li, Xiao ; Huang, Jianqiao ; Chen, Yunsen ; Yuan, Qingbo. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:7-8:p:1175-1210.

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2021Can the Market Multiply and Divide? Non?Proportional Thinking in Financial Markets. (2021). Townsend, Richard R ; Shue, Kelly. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2307-2357.

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2021Liquidity risk and the beta premium. (2021). Zhao, Huainan ; Luo, DI ; Gong, Cynthia M. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:789-814.

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2021Implied Equity Duration: A Measure of Pandemic Shutdown Risk. (2021). Sloan, Richard G ; Erhard, Ryan D ; Dechow, Patricia M ; Mark, And. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:1:p:243-281.

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2021Robust desmoothed real estate returns. (2021). Hoesli, Martin ; Delfim, Jeanchristophe. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:1:p:75-105.

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2022Persistence in the Passion Investment Market. (2022). Havrylina, Ahniia ; Plastun, Alex ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9586.

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2021The Rate of Return on Real Estate: Long-Run Micro-Level Evidence. (2021). Spaenjers, Christophe ; Steiner, Eva ; Chambers, David. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15657.

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2021National Tax Service Connection and Stock Price Crash Risk: Evidence from Korea. (2021). Jung, Hail ; Choi, Sanghak. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2021:v:22:i:1:choijung.

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2021Linking leadership and psychopathy: Looking for evidence in tertiary institutions. (2021). Adebayo, Ayotunde. In: Sociology and Social Work Review. RePEc:edr:sswrgl:v:5:y:2021:i:1:p:6-20.

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2021Heterogeneous political connections and stock price crash risk: Evidence from Malaysia. (2021). Majid, Abdul ; Lee, Mei Yee ; Tee, Chwee Ming. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000964.

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2021Collectors: Personality between consumption and investment. (2021). Wagner, Niklas ; Peschke, Thomas ; Kleine, Jens. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001106.

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2021Does corporate eco-innovation affect stock price crash risk?. (2021). Nadeem, Muhammad ; Haseeb, Muhammad ; Atawnah, Nader ; Zaman, Rashid ; Irfan, Saadia. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000573.

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2021Shareholder litigation rights and stock price crash risk. (2021). Zurbruegg, Ralf ; Obaydin, Ivan ; Elnahas, Ahmed ; Adhikari, Binay Kumar ; Hossain, Md Noman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302704.

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2021The consequences of political donations for IPO premium and performance. (2021). Wood, Geoffrey ; Mazouz, Khelifa ; Gounopoulos, Dimitrios. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000080.

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2021Do multiple credit ratings reduce money left on the table? Evidence from U.S. IPOs. (2021). Koutroumpis, Panagiotis ; Gounopoulos, Dimitrios ; Goergen, Marc. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000195.

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2021Does Modern Information Technology Attenuate Managerial Information Hoarding? Evidence from the EDGAR Implementation. (2021). Yin, David ; Wang, YE ; Ni, Xiaoran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002224.

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2022Bank deregulation and stock price crash risk. (2022). Zeng, Cheng ; Liu, Yangke ; Lee, Edward ; Dang, Viet Anh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002704.

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2022Market stabilization fund and stock price crash risk: Evidence from the post-crash period. (2022). Wu, Wenfeng ; Zhu, Minchen ; Lv, Dayong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001385.

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2021Mitigating downside risk of portfolio diversification: Wine versus other tangible assets. (2021). Maurer, Frantz ; Masset, Philippe. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001681.

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2022Price overreaction to up-limit events and revised momentum strategies in the Chinese stock market. (2022). Zhu, Dongming ; Wu, Ying ; Liu, Chenye. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001560.

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2021Do investor relations matter in the tourism industry? Evidence from public opinions in China. (2021). Huang, Zhixiong ; Yang, Wei ; Xu, Mingli. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:923-933.

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2022The causal effect of improved readability of financial reporting on stock price crash risk: Evidence from the Plain Writing Act of 2010. (2022). Yao, Kai ; Chevapatrakul, Thanaset ; Yin, Shiyan. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001872.

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2021Bank stocks, risk factors, and tail behavior. (2021). Huang, Lin ; Marcus, Alan J ; Cai, Jun ; Yang, Huan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:203-229.

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2021Terrorist attacks and energy firms crash risk in stock markets: Evidence from China. (2021). Xiang, Junyi ; Xiong, Mengxu ; Kong, Dongmin. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003601.

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2022Value creating mergers: British bank consolidation, 1885–1925. (2022). Moore, Lyndon ; Dwarkasing, Narly ; Braggion, Fabio. In: Explorations in Economic History. RePEc:eee:exehis:v:83:y:2022:i:c:s0014498321000449.

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2021Idiosyncratic skewness and cross-section of stock returns: Evidence from Taiwan. (2021). Lin, Yu-Ling. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001514.

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2021Controlling shareholder share pledging and stock price crash risk: Evidence from China. (2021). Lyu, Huaili ; Yan, Ziqiao ; Li, Wanli ; Zhou, Jingting. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001721.

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2021Multi-dimensional corporate social responsibilities and stock price crash risk: Evidence from China. (2021). An, Yunbi ; Bian, Yun ; Yang, Jun ; Qi, Yawei ; Zhu, Jichen ; Zhou, Fangzhao. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002520.

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2022Audit firms Confucianism and stock price crash risk: Evidence from China. (2022). Xu, Zijing ; Fan, Yunqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003112.

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2022Zero-leverage policy and stock price crash risk: Evidence from Korea. (2022). Park, Kunsu ; Choi, Young Mok. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000722.

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2022Employee relations and stock price crash risk: Evidence from employee lawsuits. (2022). Zuo, Junqing ; Zou, Gaofeng ; Feng, XU ; Hu, Mingya ; Zhang, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001491.

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2022Firms digitalization and stock price crash risk. (2022). Jiang, Kangqi ; Du, Xinyi ; Chen, Zhongfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001570.

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2022Earnings management and stock price crashes post U.S. cross-delistings. (2022). Silva, Sonia ; Loureiro, Gilberto. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001764.

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2022Diamond investments – Is the market free from multiple price bubbles?. (2022). Potrykus, Marcin. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002800.

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2021Firm-specific investor sentiment and stock price crash risk. (2021). Wu, Xiang ; Fu, Junhui ; Chen, Rongda ; Liu, Yufang. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319308013.

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2021The COVID-19 outbreak and stock market reactions: Evidence from Australia. (2021). Amin, Abu ; Rahman, Md Lutfur ; al Mamun, Mohammed Abdullah. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316469.

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2022Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak. (2022). Fu, Xiaoqing ; Wang, Yizhi ; Lin, Yongjia. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003561.

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2022Are lottery-like stocks overvalued in markets that have no lotteries?–Evidence from Saudi Arabia. (2022). Goto, Shingo ; Alshammari, Saad. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004426.

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2022IPO over-financing and stock price crash risk: Evidence from China. (2022). Liu, Yufang ; Fu, Junhui ; Zhang, Bing ; Wu, Xiang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005171.

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2022Beta measurement with high frequency returns. (2022). Reeves, Jonathan J ; Liu, Qianqiu ; Lee, John B ; Doan, Bao. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005687.

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2022Shifts in beta and the TARP announcement. (2022). Saxena, Konark ; Reeves, Jonathan J ; Prono, Todd ; Phin, Andrew. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000320.

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2022A perfect storm in the financial market. (2022). Wang, Kainan ; Hur, Seok-Kyun ; Chung, Chuneyoung. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000572.

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2021Asset pricing in the Middle East’s equity markets. (2021). Waqas, Muhammad ; Li, Jing ; Hearn, Bruce ; Mykhayliv, Dariya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000561.

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2021Outward FDI and stock price crash risk---Evidence from China. (2021). Zhang, Xueyong ; Huang, Ling ; Wang, Yile ; Liu, Haiyue. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000858.

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2021Corporate social activities and stock price crash risk in the banking industry: International evidence. (2021). Wu, Yue ; Liu, Simeng ; Wang, Kun Tracy. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001311.

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2021Analysts’ estimates of the cost of equity capital. (2021). Taori, Peeyush ; Shivakumar, Lakshmanan ; Balakrishnan, Karthik. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:71:y:2021:i:2:s0165410120300690.

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2021Competition and countervailing power: Evidence from the China Eastern and Shanghai Airlines merger. (2021). Ho, Chun-Yu ; Wang, Yanhao ; McCarthy, Patrick. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:91:y:2021:i:c:s096969972030572x.

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2021Stock-selection timing. (2021). Zhang, Huacheng ; Zaynutdinova, Gulnara R ; Jiang, George J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000479.

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2021Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program. (2021). Wang, Shujing ; Liu, Clark ; John, K C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000601.

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2021Gambling preferences and stock price crash risk: Evidence from China. (2021). Yuan, Qingbo ; Yin, Hongying ; Quan, Xiaofeng ; Ji, Qiong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621001175.

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2021Downside risk and the performance of volatility-managed portfolios. (2021). Yan, Xuemin Sterling ; Wang, Feifei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:131:y:2021:i:c:s0378426621001576.

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2022Information networks in the financial sector and systemic risk. (2022). Rush, Stephen ; Borochin, Paul. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002788.

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2022Trusting the stock market: Further evidence from IPOs around the world. (2022). Lobo, Gerald J ; Lim, Chee Yeow ; Lee, Jimmy ; Kanagaretnam, Kiridaran. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001534.

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2021Uncertainty of M&As under asymmetric estimation. (2021). Kanungo, Rama Prasad. In: Journal of Business Research. RePEc:eee:jbrese:v:122:y:2021:i:c:p:774-793.

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2021Grouped data, investment committees & multicriteria portfolio selection. (2021). Hassapis, Christis ; Doukas, Haris ; Xidonas, Panos. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:205-222.

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2021Influencing subjective well-being for business and sustainable development using big data and predictive regression analysis. (2021). Sivarajah, Uthayasankar ; Weerakkody, Vishanth ; Lu, Shan ; Maruyama, Takao ; Mahroof, Kamran. In: Journal of Business Research. RePEc:eee:jbrese:v:131:y:2021:i:c:p:520-538.

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2022Do academic independent directors matter? Evidence from stock price crash risk. (2022). Xiao, Zuoping ; Wang, LU ; Su, Zhong-Qin ; Jin, Hong-Min. In: Journal of Business Research. RePEc:eee:jbrese:v:144:y:2022:i:c:p:1129-1148.

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2021Unbridled spirit: Illicit markets for bourbon whiskey. (2021). Shohfi, Tom ; Lennon, Conor. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:1025-1045.

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2021Rejected stock exchange applicants. (2021). Moore, Lyndon ; Galpin, Neal E ; Fjesme, Sturla L. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:502-521.

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2021Can unpredictable risk exposure be priced?. (2021). Frehen, Rik ; Driessen, Joost ; Barahona, Ricardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:522-544.

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2021Internet searching and stock price crash risk: Evidence from a quasi-natural experiment. (2021). Xuan, Yuhao ; Zheng, Gaoping. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:255-275.

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2022Betting against betting against beta. (2022). Velikov, Mihail ; Novy-Marx, Robert. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:80-106.

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2022The big bang: Stock market capitalization in the long run. (2022). Zimmermann, Kaspar ; Kuvshinov, Dmitry. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:527-552.

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2022Endogenous inattention and risk-specific price underreaction in corporate bonds. (2022). Li, Jiacui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:595-615.

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2022The impact of IFRS adoption on IPOs management earnings forecasts in Australia. (2022). Patsika, Victoria ; Huang, Chen ; Gounopoulos, Dimitrios ; Georgakopoulos, Georgios. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:48:y:2022:i:c:s1061951822000453.

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2021Does a reduction of state control affect IPO underpricing? Evidence from the Chinese A-share market. (2021). Mu, Shaolong ; Hoque, Hafiz. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000334.

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2021The rise and breakup of the commodity exchange membership: An analysis of CBOT seat prices. (2021). Ren, Honglin ; Ma, Han ; Gay, Gerald D ; Emm, Ekaterina E. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:24:y:2021:i:c:s2405851321000076.

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2022Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter?. (2022). Ren, Xiaohang ; Dong, Kangyin ; Li, Yiying ; Dou, Yue. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004633.

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2021State ownership, implicit government guarantees, and crash risk: Evidence from China. (2021). Shen, MI ; Jia, Yuecheng ; Ding, Mingfa. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x2030682x.

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2021Economic policy uncertainty, COVID-19 lockdown, and firm-level volatility: Evidence from China. (2021). Yang, Chunpeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001049.

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2021How resilient are the Asia Pacific financial markets against a global pandemic?. (2021). al Mamun, Mohammed Abdullah ; Rahman, Md Lutfur. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001633.

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2021Beta estimation in New Zealand. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001785.

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2022The effectiveness of government stock purchase during market crash: Evidence from China. (2022). Lin, Bingxuan ; Jin, Ling ; Cheng, Minying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x22000014.

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2022Insider ownership and stock price crash risk around the globe. (2022). Zhu, Xindong ; Zhou, Gaoguang ; Wang, Jacqueline Wenjie ; Liu, Yiye. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000099.

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2021Measuring the stocks factor beta and identifying risk factors under market inefficiency. (2021). Semenov, Andrei . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:635-649.

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2021Analyzing the risks of an illiquid and global asset: The case of fine wine. (2021). Faye, Benoit ; Cardebat, Jean-Marie ; Weisskopf, Jean-Philippe ; Masset, Philippe ; le Fur, Eric ; Lefur, Eric . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:1-25.

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2021Event study on the reaction of the developed and emerging stock markets to the 2019-nCoV outbreak. (2021). Kumari, Vineeta ; Pandey, Dharen Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:467-483.

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2021Equity ownership and corporate transparency: International evidence. (2021). Wang, Jacqueline Wenjie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:143-165.

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2022Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors. (2022). Papathanasiou, Spyros ; Kampouris, Elias ; Koutsokostas, Drosos ; Samitas, Aristeidis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:629-642.

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2022What factors drive Saudi stock markets? – Firm characteristics that attract retail trades. (2022). Goto, Shingo ; Alshammari, Saad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:994-1011.

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2021Product line transformation, foreign sales, and firm value: Evidence from COVID-19 pandemic governance in urban China. (2021). Chan, Kam C ; Yu, Junli ; Wang, Liangliang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001082.

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2022LEGO: THE TOY OF SMART INVESTORS. (2022). Dobrynskaya, Victoria ; Kishilova, Julia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001604.

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2022Calendar anomalies in passion investments: Price patterns and profit opportunities. (2022). Ji, Qiang ; Havrylina, Ahniia ; Bouri, Elie ; Plastun, Alex. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000666.

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2022Keyness personal investments in the London Stock Exchange and his views on the transformation of the British economy. (2022). Marcuzzo, Maria Cristina ; Sanfilippo, Eleonora. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:61:y:2022:i:c:p:512-526.

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2021.

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2021Estimation, Instability, and Non-Stationarity of Beta Coefficients for Twenty-four Emerging Markets in 2005-2021. (2021). Mikolajek-Gocejna, Magdalena. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:4:p:370-395.

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2022Systematic Risk of ESG Companies Listed on the Polish Capital Market in 2019-2022. (2022). Mikolajek-Gocejna, Magdalena. In: European Research Studies Journal. RePEc:ers:journl:v:xxv:y:2022:i:2:p:597-615.

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2021Open Source Cross-Sectional Asset Pricing. (2021). Zimmermann, Tom ; Chen, Andrew. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-37.

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2021Sticky Stock Market Analysts. (2021). Lorenz, Marco ; Judek, Jan Rene ; Filiz, Ibrahim ; Spiwoks, Markus. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:593-:d:698283.

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2021ESG Disclosures and Stock Price Crash Risk. (2021). Hamori, Shigeyuki ; Murata, Rio. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:70-:d:495342.

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2021Role of International Trade Competitive Advantage and Corporate Governance Quality in Predicting Equity Returns: Static and Conditional Model Proposals for an Emerging Market. (2021). Ceylan, Burak ; Kizil, Cevdet ; Muzir, Erol . In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:125-:d:517617.

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2022The MAX Effect in an Oil Exporting Country: The Case of Norway. (2022). Leirvik, Thomas ; Kashif, Muhammad. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:154-:d:781878.

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More than 100 citations found, this list is not complete...

Works by Elroy Dimson:


YearTitleTypeCited
2013Retrospectives: John Maynard Keynes, Investment Innovator In: Journal of Economic Perspectives.
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article10
2013The Price of Wine In: Working Papers.
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paper30
2013The Price of Wine.(2013) In: HEC Research Papers Series.
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This paper has another version. Agregated cites: 30
paper
2015The price of wine.(2015) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 30
article
2003GLOBAL EVIDENCE ON THE EQUITY RISK PREMIUM In: Journal of Applied Corporate Finance.
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article46
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.
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article52
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: 52
paper
1984 An Analysis of Brokers and Analysts Unpublished Forecasts of UK Stock Returns. In: Journal of Finance.
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article31
1995 Capital Requirements for Securities Firms. In: Journal of Finance.
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article24
2009IPO Underpricing over the Very Long Run In: Journal of Finance.
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article70
2020Art as an Asset: Evidence from Keynes the Collector In: CEPR Discussion Papers.
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paper1
Art as an Asset: Evidence from Keynes the Collector.() In: The Review of Asset Pricing Studies.
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This paper has another version. Agregated cites: 1
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.
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article0
2015Keynes the Stock Market Investor: A Quantitative Analysis In: Journal of Financial and Quantitative Analysis.
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article11
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.
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article0
1986Brokers Recommendations: The Value of a Telephone Tip. In: Economic Journal.
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article6
1985Friction in the trading process and risk measurement In: Economics Letters.
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article2
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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article36
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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article15
2011Ex post: The investment performance of collectible stamps In: Journal of Financial Economics.
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article39
2011Ex post: The investment performance of collectible stamps.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 39
paper
2009Ex-Post : The Investment Performance of Collectible Stamps.(2009) In: Discussion Paper.
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This paper has another version. Agregated cites: 39
paper
2009Ex-Post : The Investment Performance of Collectible Stamps.(2009) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 39
paper
1986Event study methodologies and the size effect : The case of UK press recommendations In: Journal of Financial Economics.
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article81
1979Risk measurement when shares are subject to infrequent trading In: Journal of Financial Economics.
[Full Text][Citation analysis]
article782
2014Investing in Emotional Assets In: Post-Print.
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paper11
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]
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team