Elroy Dimson : Citation Profile


Are you Elroy Dimson?

London Business School (LBS) (45% share)
University of Cambridge (45% share)
Government of Norway (10% share)

11

H index

12

i10 index

940

Citations

RESEARCH PRODUCTION:

22

Articles

9

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: 148.    Total self citations: 8 (0.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi298
   Updated: 2020-03-21    RAS profile: 2016-03-08    
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Relations with other researchers


Works with:

Spaenjers, Christophe (4)

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 (43)

faff, robert (15)

Goergen, Marc (14)

Spaenjers, Christophe (10)

Kräussl, Roman (9)

Turner, John (7)

Lo, Andrew (6)

Panopoulou, Ekaterini (6)

Chelley-Steeley, Patricia (6)

Olbrys, Joanna (6)

Balachandran, Balasingham (5)

Cites to:

Spaenjers, Christophe (6)

Goetzmann, William (6)

Renneboog, Luc (5)

merton, robert (5)

Shiller, Robert (5)

Jovanovic, Boyan (4)

Berger, Allen (3)

Schwert, G. (3)

Shanken, Jay (3)

Fama, Eugene (3)

Roll, Richard (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 (2018 and 2017)


YearTitle of citing document
2017Working Paper 273 - Stock (Mis)pricing and investment dynamics in Africa. (2017). Saidi, Atanda Mustapha . In: Working Paper Series. RePEc:adb:adbwps:2390.

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

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2018Stock price crash risk: review of the empirical literature. (2018). Habib, Ahsan ; Jiang, Haiyan ; Hasan, Mostafa Monzur. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:211-251.

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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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2018Corporate debt maturity and stock price crash risk. (2018). Dang, Viet ; Zeng, Cheng ; Liu, Yangke ; Lee, Edward. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:451-484.

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2018Mandatory Worker Representation on the Board and Its Effect on Shareholder Wealth. (2018). Petry, Stefan. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:25-54.

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2017Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors. (2017). Frömmel, Michael ; Mende, Alexander ; Frommel, Michael ; Elaut, Gert. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:427-450.

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2017MARKETING STRATEGY AFTER MEETING WALL STREET: THE ROLE OF INFORMATION ASYMMETRY. (2017). Ma, Minghui ; Huang, Jian ; Dewally, Michael. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:369-400.

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2017Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support. (2017). Christophersen, Casper ; Akram, Qaisar. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:2:p:165-204.

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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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2018The real value of China’s stock market. (2018). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: BOFIT Discussion Papers. RePEc:bof:bofitp:002.

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2018The real value of China’s stock market. (2018). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_002.

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

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2020Art as an Asset: Evidence from Keynes the Collector. (2020). Dimson, Elroy ; Chambers, David. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14357.

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2017MARKET EFFICIENCY, SOVEREIGN DEBT RESTRUCTURING AND CREDIT RATINGS IN DEVELOPING COUNTRIES. (2017). Bangwayo-Skeete, Prosper ; Robinson, Justin C. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:17:y:2017:i:1_1.

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2018THE INFORMATION CONTENT OF DIVIDEND ANNOUNCEMENTS: EVIDENCE FROM FRONTIER MARKETS WITH VARYING TAX REGIMES IN JAMAICA AND TRINIDAD AND TOBAGO, 2001-2017. (2018). Robinson, Justin C ; Bangwayo-Skeete, Prosper. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:18:y:2018:i:2_5.

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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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2017Economic consequences of SEC regulation pertaining to financial expert definition. (2017). Garner, Steve A ; Conover, Teresa L ; Hutchison, Paul D. In: Advances in accounting. RePEc:eee:advacc:v:36:y:2017:i:c:p:75-86.

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2018In search of beta. (2018). Tharyan, Rajesh ; Hua, Shan ; Gregory, Alan. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:425-441.

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2017Earnings smoothing: Does it exacerbate or constrain stock price crash risk?. (2017). Chen, Changling ; Yao, LI ; Kim, Jeong-Bon. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:36-54.

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2017The value of government ownership during the global financial crisis. (2017). Beuselinck, Christof ; Xia, Xinping ; Deloof, Marc ; Cao, Lihong . In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:481-493.

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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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2018Does crackdown on corruption reduce stock price crash risk? Evidence from China. (2018). Chen, Yunsen ; Zhang, Yanan ; You, Hong ; Xie, Yuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:125-141.

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2018Corporate innovation strategy and stock price crash risk. (2018). Jia, Ning. In: Journal of Corporate Finance. RePEc:eee:corfin:v:53:y:2018:i:c:p:155-173.

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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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2018Equity home bias—A global perspective from the shrunk frontier. (2018). Paul, Satya ; Shankar, Sriram ; Mukherjee, Raja. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:57:y:2018:i:c:p:9-21.

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2018Wine indices in practice: Nicely labeled but slightly corked. (2018). Masset, Philippe ; Weisskopf, Jean-Philippe . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:555-569.

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2018Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns?. (2018). Fletcher, Jonathan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:114-129.

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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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2017Profitability of insider trading in Europe: A performance evaluation approach. (2017). Korczak, Adriana ; Gebka, Bartosz ; Traczykowski, Jdrzej ; Gbka, Bartosz . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:66-90.

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2018The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”. (2018). Egginton, Jared ; Hur, Jungshik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:229-245.

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2018CAPM, components of beta and the cross section of expected returns. (2018). Cenesizoglu, Tolga ; Reeves, Jonathan J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:223-246.

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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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2018An empirical examination of the diversification benefits of U.K. international equity closed-end funds. (2018). Fletcher, Jonathan. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:23-34.

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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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2018Does derivatives use reduce the cost of equity?. (2018). Ahmed, Shamim ; Mahmud, Syed Ehsan ; Judge, Amrit. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:1-16.

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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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2018Journalist disagreement. (2018). Hillert, Alexander ; Muller, Sebastian ; Jacobs, Heiko. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:57-76.

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2018When are extreme daily returns not lottery? At earnings announcements!. (2018). Nguyen, Harvey ; Truong, Cameron. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:92-116.

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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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2017Determinants of risk in the banking sector during the European Financial Crisis. (2017). Kousenidis, Dimitrios ; Negkakis, Christos ; Ladas, Anestis ; Kosmidou, Kyriaki. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:285-296.

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2017Time-varying conditional discrete jumps in emerging African equity markets. (2017). Kuttu, Saint. In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:35-54.

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2018Waiting for guidance: Disclosure noise, verification delay, and the value-relevance of good-news versus bad-news management earnings forecasts. (2018). Cohen, Lee Jeremy ; Tehranian, Hassan ; Rezaee, Zabihollah ; Marcus, Alan J. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:79-99.

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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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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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2017Beta forecasting at long horizons. (2017). Cenesizoglu, Tolga ; Reeves, Jonathan J ; de Oliveira, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:936-957.

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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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2017Trust and stock price crash risk: Evidence from China. (2017). Li, Xiaorong ; Wang, Xue. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:74-91.

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2018National elections and tail risk: International evidence. (2018). Li, Qingyuan ; Xu, LI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:113-128.

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2018Institutional trading and asset pricing. (2018). Frijns, Bart ; Westerholm, Joakim P ; Tourani-Rad, Alireza ; Huynh, Thanh D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:59-77.

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2017Takeover protection and stock price crash risk: Evidence from state antitakeover laws. (2017). Bhargava, Rahul ; Zeng, Hongchao ; Faircloth, Sheri . In: Journal of Business Research. RePEc:eee:jbrese:v:70:y:2017:i:c:p:177-184.

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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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2017Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns. (2017). Bhamra, Harjoat ; Shim, Kyung Hwan . In: Journal of Economic Theory. RePEc:eee:jetheo:v:168:y:2017:i:c:p:400-431.

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2018Leverage constraints and asset prices: Insights from mutual fund risk taking. (2018). Boguth, Oliver ; Simutin, Mikhail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:325-341.

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2018Absolving beta of volatility’s effects. (2018). Yuan, Yu ; Stambaugh, Robert F ; Liu, Jianan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:1-15.

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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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2017Do political factors affect stock returns during presidential elections?. (2017). Shen, Chung-Hua ; Lin, Chih-Yung ; Bui, Dien Giau. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:180-198.

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2018Fair value disclosures and crash risk. (2018). Hsu, Audrey Wen-Hsin ; Song, Yi-Ju ; Pourjalali, Hamid. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:14:y:2018:i:3:p:358-372.

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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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2017Research in finance: A review of influential publications and a research agenda. (2017). Linnenluecke, Martina K ; Zhu, Yushu ; Smith, Tom ; Ling, Xin ; Chen, Xiaoyan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:188-199.

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2017Investor protection and stock crash risk. (2017). Zhang, Hongliang ; Jiang, Jie ; Wang, Mengying . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:256-266.

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2018Do Chinese mutual funds time the market?. (2018). Yi, LI ; Gan, Shunli ; Qin, Zilong ; He, Lei ; Liu, Zilan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:1-19.

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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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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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2018Is the idiosyncratic volatility anomaly driven by the MAX or MIN effect? Evidence from the Chinese stock market. (2018). Wan, Xiaoyuan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:1-15.

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2018Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?. (2018). Strobel, Marcus ; Auer, Benjamin R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:168-184.

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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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2017Business strategy, overvalued equities, and stock price crash risk. (2017). Habib, Ahsan ; Hasan, Mostafa Monzur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:389-405.

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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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2017Assessing abnormal returns: the case of Chinese M&A acquiring firms. (2017). Vivian, Andrew ; Song, Xiaojing ; Tippett, Mark. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:191-207.

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2017Managerial ability, investment efficiency and stock price crash risk. (2017). Hasan, Mostafa Monzur ; Habib, Ahsan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:262-274.

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2018Do European bidders pay more in cross-border than in domestic acquisitions? New evidence from Continental Europe and the UK. (2018). Mateev, Miroslav ; Andonov, Kristiyan . In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:529-556.

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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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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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2017Are international accounting standards more credit relevant than domestic standards?. (2017). Pope, Peter F ; Kosi, Urska ; Florou, Annita. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68202.

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2018Alpha Momentum and Price Momentum. (2018). Huhn, Hannah Lea ; Scholz, Hendrik. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:49-:d:145216.

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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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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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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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article41
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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article40
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 another version. Agregated cites: 40
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.
[Full Text][Citation analysis]
article54
2015Keynes the Stock Market Investor: A Quantitative Analysis In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
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.
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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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article31
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 another version. Agregated cites: 10
paper
1999Three centuries of asset pricing In: Journal of Banking & Finance.
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article11
2011Ex post: The investment performance of collectible stamps In: Journal of Financial Economics.
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article22
2009Ex-Post : The Investment Performance of Collectible Stamps.(2009) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
1986Event study methodologies and the size effect : The case of UK press recommendations In: Journal of Financial Economics.
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article66
1979Risk measurement when shares are subject to infrequent trading In: Journal of Financial Economics.
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article567
2011Ex post: The investment performance of collectible stamps In: Post-Print.
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paper12
2014Investing in Emotional Assets In: Post-Print.
[Citation analysis]
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
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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