Elroy Dimson : Citation Profile

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

13

H index

17

i10 index

1581

Citations

RESEARCH PRODUCTION:

32

Articles

11

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   41 years (1979 - 2020). See details.
   Cites by year: 38
   Journals where Elroy Dimson has often published
   Relations with other researchers
   Recent citing documents: 128.    Total self citations: 10 (0.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi298
   Updated: 2026-02-07    RAS profile: 2024-11-09    
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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 (80)

Goergen, Marc (21)

faff, robert (17)

Kräussl, Roman (14)

Spaenjers, Christophe (14)

Turner, John (13)

Chelley-Steeley, Patricia (10)

Olbrys, Joanna (8)

Braggion, Fabio (8)

cotter, john (7)

Panopoulou, Ekaterini (7)

Cites to:

Spaenjers, Christophe (15)

Goetzmann, William (12)

Renneboog, Luc (10)

Shiller, Robert (9)

merton, robert (5)

Ginsburgh, Victor (5)

Hafner, Christian (4)

Jovanovic, Boyan (4)

Moses, Michael (4)

Roll, Richard (4)

Bollerslev, Tim (4)

Main data

Where Elroy Dimson has published?

Journals with more than one article published# docs
Financial Analysts Journal5
Journal of Financial Economics4
Journal of Finance4
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 (2025 and 2024)

YearTitle of citing document
2024Betting Against (Bad) Beta. (2024). Herculano, Miguel C. In: Papers. RePEc:arx:papers:2409.00416.

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2025Where To Use the Fund? Analysing Preference of Waqf Fund Usage for Uitm Terengganu, Malaysia. (2025). Mohd, Mohd Ariff ; Shahriman, Wan Helmy ; Hazlina, Wan Noor. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:10:p:5811-5816.

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2025Portfolio Optimization and Performance Evaluation in Malaysia: A Comparative Analysis of Markowitz Mean€“Variance and Sharpe Single Index Models. (2025). Nik, Nik Rozila ; Ghul, Zahirah Hamid ; Aqilah, Siti Nur ; Ibrahim, Irwan ; Omar, Heizal Hezry ; Zaki, Bushra Mohd. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-9:p:1652-1683.

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2025Risk€“Return Efficiency in Emerging Dual Financial Markets: A Comparative Study of Markowitz Mean€“Variance and Sharpe Single-Index Portfolio Models in Malaysia. (2025). Hadi, Muhammad Abd ; Hussain, Nordianah Jusoh ; Talib, Adi Hakim ; Ahmad, Nurul Ainun ; Zaki, Bushra Mohd ; Nik, Nik Rozila. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-9:p:2934-2948.

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2024The effect of auditor experience on stock price crash risk. (2024). Zhang, Yifan ; Peng, Tao ; Li, Siying ; Wang, Liangcheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:411-444.

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2024Do dividends mitigate bad news hoarding, overinvestments, and stock price crash risk?. (2024). Xie, Hong ; Luo, LE ; Kim, Jeongbon. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3999-4038.

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2024Federal judge ideology, securities class action litigation, and stock price crash risk. (2024). Cui, Xiaoyu ; Qi, Baolei ; Kim, Jeongbon ; Han, Jianlei. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4131-4155.

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2024Biodiversity management and stock price crash risk. (2024). Lopatta, Kerstin ; Buchholz, Daniel ; Rudolf, Anna R ; Bassen, Alexander. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4788-4805.

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2024International entrepreneurship without investor protection: Evidence from initial public offerings in Belgium before the First World War. (2024). Deloof, Marc ; Paeleman, Ine. In: Economic History Review. RePEc:bla:ehsrev:v:77:y:2024:i:2:p:523-553.

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2024Migration Fear and Stock Price Crash Risk. (2024). Das, Kuntal ; Yaghoubi, Mona. In: Working Papers in Economics. RePEc:cbt:econwp:24/01.

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2024Cross-Sectionnal Patterns in Moroccan Sock Returns: A Fama-French Perspective. (2024). Benfeddoul, Safae ; Taib, Asmaaa Alaoui. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-20.

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2024An extended event study methodology and its application in the HNA groups overseas market contraction. (2024). Wei, Yunjie ; Wang, Xiuzhenzi. In: Journal of Asian Economics. RePEc:eee:asieco:v:94:y:2024:i:c:s1049007824000782.

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2024Sensitivity of Chinese stock markets to individual investor sentiment: An analysis of Sina Weibo mood related to COVID-19. (2024). Li, Jiaqi ; Ahn, Hee-Joon. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000746.

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2024Lottery demand, weather and the cross-section of stock returns. (2024). Gao, YA ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s221463502400025x.

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2025Does corporate environmental responsibility create value?: Evidence from supreme Court rulings. (2025). Kim, Tae Hyun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635024001217.

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2025Why does good news increase stock price crash risk: An explanation based on the gambling channel. (2025). Yang, Liu ; Lee, Eunmi Tatum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s221463502500070x.

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2024When a gift resembles a trojan horse: CEO stock gift and stock price crash risk. (2024). Ha, Thu ; Pham, Man Duy. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:4:s0890838923000823.

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2024Information leakage prior to market switches and the importance of Nominated Advisers. (2024). Tsalavoutas, Ioannis ; Synapis, Angelos ; Siganos, Antonios. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924002257.

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2025Labor protection and stock price crash risk: Evidence from international equity markets. (2025). Dai, Lili ; Chen, Wei ; Zhang, Wenjun ; Fang, Xiaohua. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838923001312.

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2025Disclosure of investor relationship activities and stock crash risk: Evidence from private in-house meetings. (2025). Zhou, Hang ; Ding, Rong ; Li, Yifan ; Sun, Yuxin. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:4:s0890838924000258.

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2025Does commercial reform embracing digital technologies mitigate stock price crash risk?. (2025). He, Guanming ; Li, Zhichao ; Yu, Ling ; Zhou, Zhanqiang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000094.

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2025Risk, return, and environmental and social ratings. (2025). Chava, Sudheer ; Ho, Jeong ; Lee, Jae Min. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000124.

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2024Green credit regulation and market efficiency: A perspective of irrational trading. (2024). Gao, Yihong ; Li, Haili. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:199-219.

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2024Economic policy uncertainty, risk perception and stock price crash risk: Evidence from China. (2024). Xu, Zhongyue ; Ma, Yong ; Liu, Xiaojun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:865-876.

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2024Market segments and pricing of fine wines over their lifecycle. (2024). Masset, Philippe. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002724.

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2024Did the Indian stock market overreact to Covid-19?. (2024). Mishra, Supriti ; Mohanty, Pitabas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300195x.

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2025Hedge funds network and stock price crash risk. (2025). Borjigin, Sumuya ; Xiang, Youtao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002134.

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2024A comparison of factor models in China. (2024). Wang, Jinzhe ; Zhu, Yifeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000823.

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2024Jump tail risk exposure and the cross-section of stock returns. (2024). Alexiou, Lykourgos ; Rompolis, Leonidas S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000999.

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2025Market neutrality and beta crashes. (2025). Xu, Xia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001117.

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2025Maxing out short-term reversals in weekly stock returns. (2025). Chen, Chen ; Cohen, Andrew ; Liang, Qiqi ; Sun, Licheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000301.

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2024Crude oil futures and the short-term price predictability of petroleum products. (2024). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246.

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2024Informed investors, screening, and sorting on the London capital market, 1891-1913. (2024). Fjesme, Sturla ; Moore, Lyndon ; Hannah, Leslie. In: Explorations in Economic History. RePEc:eee:exehis:v:91:y:2024:i:c:s0014498323000098.

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2024Banking on innovation: Listed and non-listed equity investing, evidence from société générale de Belgique, 1850–1934. (2024). Deloof, Marc ; Verdickt, Gertjan. In: Explorations in Economic History. RePEc:eee:exehis:v:93:y:2024:i:c:s0014498324000299.

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2024Risk culture in corporate innovation. (2024). Lin, Chih-Yung ; Ho, Po-Hsin ; Yen, Ju-Fang ; Huang, Chia-Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300515x.

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2024Media coverage and corporate ESG performance: Evidence from China. (2024). Guo, Xinyao ; Yue, Pengpeng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005197.

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2024Data breach disclosures and stock price crash risk: Evidence from data breach notification laws. (2024). Silveri, Sabatino ; Cao, Hung ; Phan, Hieu V. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000966.

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2024What accounts for the effect of sustainability engagement on stock price crash risk during the COVID-19 pandemic—Agency theory or legitimacy theory?. (2024). Shan, Yuan George ; Zhang, Junru ; Zheng, Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000991.

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2024Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655.

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2024Political uncertainty and stock price crash risk: Insights from state-elections in an emerging market. (2024). Wadhwa, Kavita ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400351x.

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2024Environment-specific political risk discourse and expected crash risk: The role of political activism. (2024). Rahman, Sohanur ; Chapple, Larelle ; Sinnewe, Elisabeth. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004265.

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2024Do managers have more incentives to hoard bad news during panic? A study of terrorist attacks and stock price crash risk. (2024). Zhao, Sheng ; Wei, ZI ; Liu, Xianda. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004861.

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2024Information centralization and stock price crash risk: Cross-country evidence. (2024). Yang, Shijie ; Li, Donghui ; Gao, Xin ; Dong, Wenyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005179.

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2024Leveraging corporate governance characteristics for stock crash risk assessment. (2024). Liu, Chuanren ; Guo, Yanhong ; Zhao, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005374.

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2024Underwriting syndicate structure and foreign IPO underpricing: A team production perspective. (2024). Huang, Wenhui ; Zhao, Ruocheng ; Lin, YU ; Shen, Zhihan. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005726.

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2024How does finance and accounting supervision affect stock price crash risk?. (2024). Liu, Guangqiang ; Xie, Ziqin ; Zhang, Siyuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006045.

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2024Fund tournaments and style drift. (2024). Yan, Yuelin ; Yi, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006628.

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2024Investor attention and anomalies: Evidence from the Chinese stock market. (2024). Wen, Danyan ; Zhang, Zihao ; Nie, Jing ; Cao, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007075.

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2025International evidence on the relationship between fraud tolerance and stock price crash risk. (2025). Askarzadeh, Alireza ; Yung, Kenneth. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007853.

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2024More than meets the eye: On the relationship between skewness and expected returns. (2024). Stein, Roberto. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012485.

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2024Time-varying causality among whisky, wine, and equity markets. (2024). Fromentin, Vincent ; Moroz, David ; Pecchioli, Bruno. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003751.

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2024From governance to stability: How party organizations in private enterprises influence stock price crash risk. (2024). Li, Shui ; Wang, Huan ; Liu, Hengtao. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004471.

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2024Audit committee personnel training and stock price crash risk. (2024). Lee, Jung Wha ; Jo, Eun Hye. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008286.

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2024The role of biodiversity risk in stock price crashes. (2024). Shen, Lihua ; Yang, Jinyu ; Dong, Dayong ; Liang, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008869.

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2024Opacity and frequency dependence of beta. (2024). Volkov, Vladimir ; Ejaz, Sana. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008870.

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2024Living through an influential socio-political event: Early-life experiences and stock price crash risk. (2024). Young, Martin ; Liao, Jing ; Liu, Xutang. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010456.

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2024Bankruptcy spillovers and stock price crash risk of non-bankrupt firms. (2024). Ladkani, Radha Mukesh ; Mvk, Jagannath. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011565.

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2025From alignment to crash: How CFO co-option affects stock prices. (2025). Yeh, Chih-Chuan ; Liu, Wenqiong ; Zhang, Lingyu ; Huang, Ho-Chuan. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008451.

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2024Government debt and stock price crash risk: International Evidence. (2024). Boubaker, Sabri ; Ben-Nasr, Hamdi. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000305.

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2024Firm-level political risk and stock price crashes. (2024). Pyrgiotakis, Emmanouil G ; Makrychoriti, Panagiota. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000883.

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2024Green-adjusted share prices: A comparison between standard investors and investors with green preferences. (2024). Tunaru, Radu ; Quaye, Enoch. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000998.

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2024The discount rate differential required for harvesting-by-dice-rolling to outperform optimal rotation planning. (2024). Foppert, John D. In: Forest Policy and Economics. RePEc:eee:forpol:v:160:y:2024:i:c:s1389934124000078.

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2024Property crime and lottery-related anomalies. (2024). Gao, YA ; Bradrania, Reza. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001229.

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2025Comovement and S&P 500 membership. (2025). Decoste, Joseph. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000377.

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2025CFO overseas experience and stock price crash risk. (2025). Cheng, Yuxiang ; Tang, Kai. In: Global Finance Journal. RePEc:eee:glofin:v:66:y:2025:i:c:s1044028325000559.

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2024Migration fear and stock price crash risk. (2024). Das, Kuntal ; Yaghoubi, Mona. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000118.

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2024CSR contracting and stock price crash risk: International evidence. (2024). Walpola, Sonali ; Liu, Simeng ; Zhu, Nathan Zhenghang ; Wang, Kun Tracy. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000659.

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2024Do natural disasters affect stock price crash risk? Evidence from emerging markets. (2024). Zhang, Dayong ; Zhao, Rui ; Guo, Mengmeng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000672.

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2025Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data. (2025). Leong, Minhao ; Kwok, Simon ; Alexeev, Vitali. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000137.

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2024A False Discovery Rate approach to optimal volatility forecasting model selection. (2024). Baker, Paul L ; Platanakis, Emmanouil ; Hassanniakalager, Arman. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:881-902.

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2025Have ratings become more accurate?. (2025). Afik, Zvika ; Galil, Koresh. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002516.

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2025National culture of secrecy and stock price synchronicity: Cross-country evidence. (2025). Leledakis, George ; Pasiouras, Fotios ; Pyrgiotakis, Emmanouil G ; Gaganis, Chrysovalantis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002553.

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2025The market for corporate control and firm information environment: Evidence from five decades of data. (2025). Wang, YE ; Ni, Xiaoran ; Yin, David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002644.

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2025Does FinTech coverage improve the pricing efficiency of capital market? Evidence from China. (2025). Li, YA ; Huang, Jun ; Chen, Liangyin ; Chan, Kam C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426625000172.

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2025Private Equity Fund Performance: A Time-Series Approach. (2025). Wermers, Russ ; Spilker, Harold D ; Krasotkina, Olga ; Fragkiskos, Apollon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:177:y:2025:i:c:s0378426625000901.

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2024Do residential property assessed clean energy (PACE) financing programs affect local house price growth?. (2024). White, Roger ; Millar, Melanie I. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:124:y:2024:i:c:s009506962400010x.

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2024Do personal taxes affect investment decisions and stock returns?. (2024). Kontoghiorghes, Alexander P. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001508.

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2025The volatility puzzle of the beta anomaly. (2025). Barroso, Pedro ; Detzel, Andrew ; Maio, Paulo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000029.

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2024Labor leverage and firm risk: Evidence from Korea. (2024). Kim, Yongjun ; Cho, Wonho. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x23002895.

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2024ESG report textual similarity and stock price synchronicity: Evidence from China. (2024). Ren, Xingzi ; Ye, Mingyu ; Huang, Junkai ; Xu, Duo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000945.

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2024Noisy market, machine learning and fundamental momentum. (2024). Wang, Yuejie ; Ma, Tian ; Sheng, Haoyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002257.

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2024Official visits and stock price crash risk. (2024). Bai, Yunxia ; Xing, Qiuhang ; Qiao, KE ; Wang, Yanping. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002270.

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2024Salience, psychological anchors, and stock return predictability. (2024). Lin, Mei-Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002956.

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2025Which investor corrects mispricing around earnings announcements?. (2025). Goh, Jihoon ; Jeon, Byounghyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000824.

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2024Beyond financial wealth: The experienced utility of collectibles. (2024). Peschke, Thomas ; Wagner, Niklas ; Kleine, Jens. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000711.

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2024Institutional blockholder monitoring and stock price crash risk. (2024). Chung, Chune Young ; Liu, Chang ; Ngoc, Pham Thi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s106297692400139x.

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2025Unveiling investor sentiment, attention, and speed of price adjustment in Indian market. (2025). Bashir, Hajam Abid ; Kumar, Dilip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003521.

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2025Strategic adoption of ISO14001 certification and stock price crash risk. (2025). Alsadan, Abdullah. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004137.

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2025Cryptocurrency ETFs vs. nonredeemable investment trusts: An in-depth analysis. (2025). Xie, Kangzhen ; Xu, Xiaoqing Eleanor ; Tang, Hongfei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004277.

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2025Why do investors trade more following high returns?. (2025). Susmel, Rauli ; Lee, Hsiu-Chuan ; Chuang, Wen-I, . In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005866.

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2025Corporate social responsibility, market business environment and stock price crash Risk: An analysis from the perspective of stakeholders. (2025). Wu, Cuidan ; Li, Zhengyi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006021.

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2025A qualitative parameter for beta changes. (2025). Zapranis, Achilleas ; Alexandridis, Antonios K ; Messis, Petros. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006306.

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2024Trading carbon credit tokens on the blockchain. (2024). Swinkels, Laurens. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:720-733.

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2024Walk well and talk well: Impact of the consistency of ESG performance and disclosure on firms’ stock price crash risk. (2024). Li, Yun ; Huang, Jun ; Han, Feifei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1154-1174.

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2024The geographic distance of independent directors and stock price crash risk: Evidence from China. (2024). Wang, Tianfu ; Yang, Ruohan ; Cui, Qian ; Su, Kun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000631.

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2024Unleashing stock volatility and its implications for stock crash risk: Evidence from China’s price limit policies. (2024). Sun, Yanqi ; Cai, Wei ; Xiong, Wanfang ; Liang, Haoye ; Xu, Cheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002484.

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2024Narrative innovation disclosure and stock price crash risk: Evidence from Chinese listed firms. (2024). Dai, Pengyi ; Yuan, LI ; Tao, Jing ; Li, Haitong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002721.

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2024The Impact of Stock Price Crash Risk on Bank Dividend Payouts. (2024). Liu, YI ; Jin, Justin Yiqiang. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:209-:d:1395013.

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2024Diversity of Institutional Investors’ Bidding Opinions in Shaping the Sustainability of IPO Performance. (2024). Li, Xue ; Liu, Jiayan ; Cao, Aochen. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:11:p:4418-:d:1400300.

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2024Government debt and stock price crash risk: International Evidence. (2024). Boubaker, Sabri ; Ben-Nasr, Hamdi. In: Post-Print. RePEc:hal:journl:hal-04648524.

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2025Unveiling the Pricing Anomaly: A Detailed Examination of Initial Public Offerings in Borsa Istanbul in 2023. (2025). Tembelo, Havane ; Zyeil, Mustafa. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:75:y:2025:i:1:p:97-116.

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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.
[Full Text][Citation analysis]		article12
2013The Price of Wine In: Working Papers.
[Full Text][Citation analysis]		paper30
2013The Price of Wine.(2013) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2015The price of wine.(2015) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		article
2003GLOBAL EVIDENCE ON THE EQUITY RISK PREMIUM In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article53
2004The Controversy Over Executive Compensation In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article1
1983 The Stability of UK Risk Measures and the Problem of Thin Trading. In: Journal of Finance.
[Full Text][Citation analysis]		article56
1981The Stability of UK Risk Measures and the Problem of Thin Trading..(1981) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 56		paper
1984 An Analysis of Brokers and Analysts Unpublished Forecasts of UK Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article33
1995 Capital Requirements for Securities Firms. In: Journal of Finance.
[Full Text][Citation analysis]		article25
2009IPO Underpricing over the Very Long Run In: Journal of Finance.
[Full Text][Citation analysis]		article88
2020Art as an Asset: Evidence from Keynes the Collector In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
Art as an Asset: Evidence from Keynes the Collector.() In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
1989Stock Market Anomalies. Edited by Elroy Dimson · New York: Cambridge University Press, 1988. xiii + 295 pp. Charts, tables, notes, references, and index. $39.50. In: Business History Review.
[Full Text][Citation analysis]		article0
2015Keynes the Stock Market Investor: A Quantitative Analysis In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article13
2003Triumph of the Optimists: 101 Years of Global Investment Returns by Elroy Dimson, Paul March, and Michael Staunton, Princeton University Press, 2002. In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]		article0
1986Brokers Recommendations: The Value of a Telephone Tip. In: Economic Journal.
[Full Text][Citation analysis]		article7
1985Friction in the trading process and risk measurement In: Economics Letters.
[Full Text][Citation analysis]		article2
1989The discount rate for a power station In: Energy Economics.
[Full Text][Citation analysis]		article1
1990Volatility forecasting without data-snooping In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article38
1997Stress tests of capital requirements In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
1996Stress Tests of Capital Requirements.(1996) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
1999Three centuries of asset pricing In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
2011Ex post: The investment performance of collectible stamps In: Journal of Financial Economics.
[Full Text][Citation analysis]		article52
2011Ex post: The investment performance of collectible stamps.(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2009Ex-Post : The Investment Performance of Collectible Stamps.(2009) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2009Ex-Post : The Investment Performance of Collectible Stamps.(2009) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
1986Event study methodologies and the size effect : The case of UK press recommendations In: Journal of Financial Economics.
[Full Text][Citation analysis]		article87
1979Risk measurement when shares are subject to infrequent trading In: Journal of Financial Economics.
[Full Text][Citation analysis]		article986
2014Investing in Emotional Assets In: Post-Print.
[Citation analysis]		paper15
2014Investing in Emotional Assets.(2014) In: Financial Analysts Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2004The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds In: Review of Finance.
[Full Text][Citation analysis]		article8
2004The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds.(2004) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2013Keynes, Kings, and Endowment Asset Management In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2014Keynes, Kings and Endowment Asset Management.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015Editors Choice Active Ownership In: The Review of Financial Studies.
[Full Text][Citation analysis]		article12
2007Endowment Asset Management: Investment Strategies in Oxford and Cambridge In: OUP Catalogue.
[Citation analysis]		book3
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
2003Capturing the Value Premium in the United Kingdom In: Financial Analysts Journal.
[Full Text][Citation analysis]		article1
2004Irrational Optimism In: Financial Analysts Journal.
[Full Text][Citation analysis]		article4
2015The British Origins of the US Endowment Model In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2020Seventy-Five Years of Investing for Future Generations In: Financial Analysts Journal.
[Full Text][Citation analysis]		article2
2001U.K. Financial Market Returns, 1955-2000. In: The Journal of Business.
[Full Text][Citation analysis]		article10
1999Closed‐End Funds: A Survey In: Financial Markets, Institutions & Instruments.
[Full Text][Citation analysis]		article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team