Details about Elroy Dimson

Access statistics for papers by Elroy Dimson.

Last updated 2024-11-09. Update your information in the RePEc Author Service.

Short-id: pdi298

Working Papers

2020

1. Art as an Asset: Evidence from Keynes the Collector
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
   See also Journal Article Art as an Asset: Evidence from Keynes the Collector, The Review of Asset Pricing Studies, Society for Financial Studies View citations (1)

2014

2. Investing in Emotional Assets
   Post-Print, HAL View citations (13)
   See also Journal Article Investing in Emotional Assets, Financial Analysts Journal, Taylor & Francis Journals (2014) View citations (1) (2014)
3. Keynes, King's and Endowment Asset Management
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Chapter Keynes, King's, and Endowment Asset Management, NBER Chapters, National Bureau of Economic Research, Inc (2013) (2013)

2013

4. The Price of Wine
   Working Papers, American Association of Wine Economists
   Also in HEC Research Papers Series, HEC Paris (2013)
   See also Journal Article The price of wine, Journal of Financial Economics, Elsevier (2015) View citations (31) (2015)

2011

5. Ex post: The investment performance of collectible stamps
   Post-Print, HAL View citations (48)
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2009)
   Discussion Paper, Tilburg University, Center for Economic Research (2009)
   See also Journal Article Ex post: The investment performance of collectible stamps, Journal of Financial Economics, Elsevier (2011) View citations (50) (2011)

1996

6. Stress Tests of Capital Requirements
   Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania View citations (1)
   See also Journal Article Stress tests of capital requirements, Journal of Banking & Finance, Elsevier (1997) View citations (9) (1997)

1995

7. The Nuclear Review
   Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey

1981

8. The Stability of UK Risk Measures and the Problem of Thin Trading
   Research Program in Finance Working Papers, University of California at Berkeley View citations (3)
   See also Journal Article The Stability of UK Risk Measures and the Problem of Thin Trading, Journal of Finance, American Finance Association (1983) View citations (57) (1983)

Journal Articles

2020

1. Seventy-Five Years of Investing for Future Generations
   Financial Analysts Journal, 2020, 76, (4), 5-21 View citations (1)

2015

2. Editor's Choice Active Ownership
   The Review of Financial Studies, 2015, 28, (12), 3225-3268 View citations (13)
3. Keynes the Stock Market Investor: A Quantitative Analysis
   Journal of Financial and Quantitative Analysis, 2015, 50, (4), 843-868 View citations (14)
4. The British Origins of the US Endowment Model
   Financial Analysts Journal, 2015, 71, (2), 10-14
5. The price of wine
   Journal of Financial Economics, 2015, 118, (2), 431-449 View citations (31)
   See also Working Paper The Price of Wine, Working Papers (2013) (2013)

2014

6. Investing in Emotional Assets
   Financial Analysts Journal, 2014, 70, (2), 20-25 View citations (1)
   See also Working Paper Investing in Emotional Assets, Post-Print (2014) View citations (13) (2014)

2013

7. Retrospectives: John Maynard Keynes, Investment Innovator
   Journal of Economic Perspectives, 2013, 27, (3), 213-28 View citations (14)

2011

8. Ex post: The investment performance of collectible stamps
   Journal of Financial Economics, 2011, 100, (2), 443-458 View citations (50)
   See also Working Paper Ex post: The investment performance of collectible stamps, Post-Print (2011) View citations (48) (2011)

2009

9. IPO Underpricing over the Very Long Run
   Journal of Finance, 2009, 64, (3), 1407-1443 View citations (84)

2004

10. Irrational Optimism
    Financial Analysts Journal, 2004, 60, (1), 15-25 View citations (4)
11. The Controversy Over Executive Compensation
    Journal of Applied Corporate Finance, 2004, 16, (1), 108-111 View citations (1)
12. The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds
    Review of Finance, 2004, 8, (1), 19-47 View citations (3)
    Also in Review of Finance, 2004, 8, (1), 19-47 (2004) View citations (7)

2003

13. Capturing the Value Premium in the United Kingdom
    Financial Analysts Journal, 2003, 59, (6), 35-45 View citations (1)
14. GLOBAL EVIDENCE ON THE EQUITY RISK PREMIUM
    Journal of Applied Corporate Finance, 2003, 15, (4), 27-38 View citations (50)
15. Triumph of the Optimists: 101 Years of Global Investment Returns by Elroy Dimson, Paul March, and Michael Staunton, Princeton University Press, 2002
    Journal of Pension Economics and Finance, 2003, 2, (1), 91-95

2001

16. Index rebalancing and the technology bubble
    Journal of Asset Management, 2001, 1, (4), 311-320 View citations (1)
17. U.K. Financial Market Returns, 1955-2000
    The Journal of Business, 2001, 74, (1), 1-31 View citations (10)

1999

18. Closed‐End Funds: A Survey
    Financial Markets, Institutions & Instruments, 1999, 8, (2), 1-41 View citations (10)
19. Three centuries of asset pricing
    Journal of Banking & Finance, 1999, 23, (12), 1745-1769 View citations (16)

1997

20. Stress tests of capital requirements
    Journal of Banking & Finance, 1997, 21, (11-12), 1515-1546 View citations (9)
    See also Working Paper Stress Tests of Capital Requirements, Center for Financial Institutions Working Papers (1996) View citations (1) (1996)

1995

21. Capital Requirements for Securities Firms
    Journal of Finance, 1995, 50, (3), 821-51 View citations (26)

1990

22. Volatility forecasting without data-snooping
    Journal of Banking & Finance, 1990, 14, (2-3), 399-421 View citations (39)

1989

23. Stock Market Anomalies. Edited by Elroy Dimson · New York: Cambridge University Press, 1988. xiii + 295 pp. Charts, tables, notes, references, and index. $39.50
    Business History Review, 1989, 63, (1), 215-216
24. The discount rate for a power station
    Energy Economics, 1989, 11, (3), 175-180 View citations (1)

1986

25. Brokers' Recommendations: The Value of a Telephone Tip
    Economic Journal, 1986, 96, (381), 139-59 View citations (7)
26. Event study methodologies and the size effect: The case of UK press recommendations
    Journal of Financial Economics, 1986, 17, (1), 113-142 View citations (88)

1985

27. Friction in the trading process and risk measurement
    Economics Letters, 1985, 18, (2-3), 251-254 View citations (2)

1984

28. An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns
    Journal of Finance, 1984, 39, (5), 1257-92 View citations (33)

1983

29. The Stability of UK Risk Measures and the Problem of Thin Trading
    Journal of Finance, 1983, 38, (3), 753-83 View citations (57)
    See also Working Paper The Stability of UK Risk Measures and the Problem of Thin Trading, Research Program in Finance Working Papers (1981) View citations (3) (1981)

1979

30. Risk measurement when shares are subject to infrequent trading
    Journal of Financial Economics, 1979, 7, (2), 197-226 View citations (913)

Undated

31. Art as an Asset: Evidence from Keynes the Collector
    The Review of Asset Pricing Studies, 10, (3), 490-520 View citations (1)
    See also Working Paper Art as an Asset: Evidence from Keynes the Collector, CEPR Discussion Papers (2020) View citations (5) (2020)

Books

2007

1. Endowment Asset Management: Investment Strategies in Oxford and Cambridge
   OUP Catalogue, Oxford University Press View citations (3)

Chapters

2013

1. Keynes, King's, and Endowment Asset Management
   A chapter in How the Financial Crisis and Great Recession Affected Higher Education, 2013, pp 127-150
   See also Working Paper Keynes, King's and Endowment Asset Management, National Bureau of Economic Research, Inc (2014) (2014)