.
Dimson, Elroy's
Scholarly Papers
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Aggregate Statistics
Total 54,772
Total Citations 256
1.
Dimson, Elroy London Business School
Marsh, Paul London Business School - Institute of Finance and Accounting
Staunton, Mike London Business School - Institute of Finance and Accounting
15,466(67)
50
Equity risk premium, long run returns, survivor bias, financial history, stocks bonds bills inflation
2.
Chambers, David University of Cambridge - Judge Business School, Department of Finance & Accounting
Dimson, Elroy London Business School
Posted:
17 Mar 12
Last Revised:
17 Sep 12
5,085(529)
1
John Maynard Keynes, behavioral finance, endowment asset management, financial history
3.
Irrational Optimism
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Dimson, Elroy London Business School
Marsh, Paul London Business School - Institute of Finance and Accounting
Staunton, Mike London Business School - Institute of Finance and Accounting
Posted:
21 Dec 03
Last Revised:
02 Jun 04
5,025(542)
13
Dimson, Elroy London Business School
Marsh, Paul London Business School - Institute of Finance and Accounting
Staunton, Mike London Business School - Institute of Finance and Accounting
0
Portfolio management: asset allocation; equity investments: fundamental analysis and valuation models
Dimson, Elroy London Business School
Marsh, Paul London Business School - Institute of Finance and Accounting
Staunton, Mike London Business School - Institute of Finance and Accounting
5,025
13
Portfolio management, asset allocation, long-run returns, shortfall analysis
4.
Three Centuries Of Asset Pricing
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Dimson, Elroy London Business School
Mussavian, Massoud Cantab Capital Partners
Posted:
11 Jan 00
Last Revised:
26 Nov 03
4,854(577)
6
Dimson, Elroy London Business School
Mussavian, Massoud Cantab Capital Partners
0
Dimson, Elroy London Business School
Mussavian, Massoud Cantab Capital Partners
4,854
6
5.
Chambers, David University of Cambridge - Judge Business School, Department of Finance & Accounting
Dimson, Elroy London Business School
Ilmanen, Antti S. AQR Capital Management (Europe) LLP
Posted:
04 Oct 11
Last Revised:
11 Sep 12
4,383(690)
2
Sovereign wealth funds, endowment, pensions, Norway, Government Pension Fund Global
6.
Murphy's Law and Market Anomalies
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Dimson, Elroy London Business School
Marsh, Paul London Business School - Institute of Finance and Accounting
Posted:
24 Oct 98
Last Revised:
24 Nov 01
3,340(1,131)
48
Dimson, Elroy London Business School
Marsh, Paul London Business School - Institute of Finance and Accounting
0
Dimson, Elroy London Business School
Marsh, Paul London Business School - Institute of Finance and Accounting
3,340
48
7.
Global Evidence on the Equity Risk Premium
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Dimson, Elroy London Business School
Marsh, Paul London Business School - Institute of Finance and Accounting
Staunton, Mike London Business School - Institute of Finance and Accounting
Posted:
11 Aug 03
Last Revised:
16 Jan 06
2,904(1,440)
42
Dimson, Elroy London Business School
Marsh, Paul London Business School - Institute of Finance and Accounting
Staunton, Mike London Business School - Institute of Finance and Accounting
0
Equity risk premium, Long-term returns, Financial history, Survivorship, Required rate of return
Dimson, Elroy London Business School
Marsh, Paul London Business School - Institute of Finance and Accounting
Staunton, Mike London Business School - Institute of Finance and Accounting
2,904
42
Equity risk premium, Long-term returns, Financial history, Survivorship, Required rate of return
8.
Dimson, Elroy London Business School
Marsh, Paul London Business School - Institute of Finance and Accounting
Staunton, Mike London Business School - Institute of Finance and Accounting
2,808(1,528)
2
Long-term returns, equity risk premium, financial market history, survivor bias
9.
Dimson, Elroy London Business School
Minio-Kozerski, Carolina J.P. Morgan Chase & Co.
2,490(1,919)
37
10.
Dimson, Elroy London Business School
Marsh, Paul London Business School - Institute of Finance and Accounting
Staunton, Mike London Business School - Institute of Finance and Accounting
Posted:
08 Oct 11
Last Revised:
10 Sep 12
2,209(2,382)
2
equity risk premium, long run returns, international evidence, stocks bonds bills inflation
11.
The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds
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Dimson, Elroy London Business School
Hanke, Bernd London Business School - Institute of Finance and Accounting
Posted:
31 Dec 00
Last Revised:
29 Sep 12
1,668(3,854)
12
Dimson, Elroy London Business School
Hanke, Bernd London Business School - Institute of Finance and Accounting
Posted:
18 Apr 06
Last Revised:
29 Sep 12
163
12
Liquidity, Asset Pricing
Dimson, Elroy London Business School
Hanke, Bernd London Business School - Institute of Finance and Accounting
1,505
12
Illiquidity, equity returns
12.
Dimson, Elroy London Business School
Marsh, Paul London Business School - Institute of Finance and Accounting
1,055(8,489)
3
13.
Dimson, Elroy London Business School
Karakas, Oguzhan Boston College - Department of Finance
Li, Xi Temple University - Fox School of Business and Management
Posted:
01 Oct 12
Last Revised:
06 Feb 13
895(10,994)
1
Engagement, corporate social responsibility (CSR), environmental, social, and governance (ESG), socially responsible investing (SRI), universal ownership, shareholder activism
14.
Chambers, David University of Cambridge - Judge Business School, Department of Finance & Accounting
Dimson, Elroy London Business School
Posted:
20 Mar 06
Last Revised:
29 Sep 12
779(13,654)
14
Initial public offering, underpricing, regulation, investor protection, financial history
15.
Dimson, Elroy London Business School
Nagel, Stefan Stanford Graduate School of Business
Quigley, Garrett Dimensional Fund Advisors Ltd
738(14,764)
20
Value Premium, Book-to-Market, Trading Cost
16.
High Frequency Performance Monitoring
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Dimson, Elroy London Business School
Jackson, Andrew London Business School
Posted:
11 Aug 01
Last Revised:
09 May 02
591(20,324)
1
Dimson, Elroy London Business School
Jackson, Andrew London Business School
0
Performance measurement, Investment management, High frequency monitoring
Dimson, Elroy London Business School
Jackson, Andrew London Business School
591
1
Performance measurement; Investment management; High frequency monitoring
17.
Dimson, Elroy London Business School
Spaenjers, Christophe HEC Paris (Groupe HEC) - Finance Department
Posted:
06 Aug 09
Last Revised:
13 Mar 13
482(26,706)
2
Alternative investments, Indexes, Long-term returns, Philately, Stamps
18.
Dimson, Elroy London Business School
Nagel, Stefan Stanford Graduate School of Business
Quigley, Garrett Dimensional Fund Advisors Ltd
Posted:
25 Jan 04
Last Revised:
07 Oct 11
Portfolio Management, equity strategies
19.
Dimson, Elroy London Business School
Marsh, Paul London Business School - Institute of Finance and Accounting
Staunton, Mike London Business School - Institute of Finance and Accounting
20.
Dimson, Elroy London Business School
Marsh, Paul London Business School - Institute of Finance and Accounting
21.
Dimson, Elroy London Business School
Mussavian, Massoud Cantab Capital Partners
