Elroy Dimson : Citation Profile

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

13

H index

17

i10 index

1571

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: 119.    Total self citations: 10 (0.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi298
   Updated: 2025-12-20    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)

Dobrynskaya, Victoria (7)

cotter, john (7)

Cites to:

Spaenjers, Christophe (15)

Goetzmann, William (12)

Renneboog, Luc (10)

Shiller, Robert (9)

merton, robert (5)

Ginsburgh, Victor (5)

Bollerslev, Tim (4)

Vissing-Jorgensen, Annette (4)

Hafner, Christian (4)

Mei, Jianping (4)

Roll, Richard (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). Zaki, Bushra Mohd ; Nik, Nik Rozila ; Ghul, Zahirah Hamid ; Aqilah, Siti Nur ; Ibrahim, Irwan ; Omar, Heizal Hezry. 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). Nik, Nik Rozila ; Hadi, Muhammad Abd ; Hussain, Nordianah Jusoh ; Talib, Adi Hakim ; Ahmad, Nurul Ainun ; Zaki, Bushra Mohd. 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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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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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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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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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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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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2024Social Integrity and Stock Price Crash Risk. (2024). Liu, Yurou. In: Journal of Business Ethics. RePEc:kap:jbuset:v:190:y:2024:i:3:d:10.1007_s10551-023-05384-2.

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2024Audit committee equity incentives and stock price crash risk. (2024). Shen, Zhe ; Liu, Xinming ; Instefjord, Norvald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:3:d:10.1007_s11156-023-01233-5.

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2024Trade secret laws and initial public offering underpricing. (2024). Wang, Yanzhi ; Liang, Woan-Lih ; Chang, Chu-Hsuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01259-3.

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2024Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models. (2024). Newton, David P ; Huang, Winifred ; Xiao, Chuxuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01279-z.

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2025Stock price crash and information environment: Do CEO gender and financial expertise matter?. (2025). Abid, Ammar ; Nguyen, Duc Khoung ; Mushtaq, Rizwan ; Usman, Muhammad ; Gull, Ammar Ali. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:1:d:10.1007_s11156-024-01244-w.

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2025Money talks? The impact of excess funding on post-IPO performance. (2025). Shu, Pei-Gi ; Chiang, Sue-Jane. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:2:d:10.1007_s11156-024-01356-3.

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2025Recognition versus disclosure and stock price crash risk: Evidence from IFRS 16 adoption. (2025). Liu, Sophia ; Hsu, Audrey. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:2:d:10.1007_s11156-024-01359-0.

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2024Endowment asset allocations: insights and strategies. (2024). Arnold, Tom ; Farizo, Joseph ; Earl, John H ; North, David. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:4:d:10.1057_s41260-023-00346-9.

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2024Globalization and stock price crash risk: evidence from the US granting permanent normal trade relations to China. (2024). Hong, Jieying. In: Journal of International Business Studies. RePEc:pal:jintbs:v:55:y:2024:i:8:d:10.1057_s41267-024-00697-4.

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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]		article55
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: 55		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]		article978
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]		article10

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