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Elroy Dimson

SSRN Author Rank: 88 by Downloads and 2,032 by Citations

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 Chairman, Newton Centre for Endowment Asset Management
 

University of Cambridge - Judge Business School


 Trumpington Street
 Cambridge, CB2 1AG
 United Kingdom
 +44 20 7000 8212 (Phone)
 +44 700 607 7390 (Fax)
 email address
 Professor Emeritus
 

London Business School


 Sussex Place
 Regent's Park
 London, NW1 4SA
 United Kingdom
 44 20 7000 7000 (Phone)
 44 700 607 7390 (Fax)
 email address

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. Elroy Dimson's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
74,034
Total
Citations
273
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The Worldwide Equity Premium: A Smaller Puzzle | Show Abstract | Download This Paper | Open PDF in Browser |
Chapter 11 of R Mehra (Ed), Handbook of the Equity Risk Premium. Elsevier, 2008, pages 467–514, AFA 2008 New Orleans Meetings Paper; EFA 2006 Zurich Meetings Paper,
Number of Pages in PDF File: 41
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:
17 Mar 06
Last Revised:
20 Mar 16
16,664
(95)
51

2.  
Keynes the Stock Market Investor: A Quantitative Analysis | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial and Quantitative Analysis (JFQA), Vol 50, No 4, 2015, pages 431–449,
Number of Pages in PDF File: 54
Chambers, David
University of Cambridge - Judge Business School, Department of Finance & Accounting
Dimson, Elroy
London Business School
Foo, Justin
University of Cambridge - Judge Business School
Posted:
17 Mar 12
Last Revised:
19 Mar 16
7,054
(459)
2

3.  
The Norway Model | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Portfolio Management, Vol. 38, No. 2, 2012, pages 67–81,
Number of Pages in PDF File: 17
Chambers, David
University of Cambridge - Judge Business School, Department of Finance & Accounting
Dimson, Elroy
London Business School
Ilmanen, Antti
AQR Capital Management
Posted:
04 Oct 11
Last Revised:
20 Mar 16
5,897
(633)
1

4.   Incl. Electronic Paper
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:
20 Mar 16
5,550
(821)
12

5.   Incl. Electronic Paper
Dimson, Elroy
London Business School
Mussavian, Massoud
Cantab Capital Partners
Posted:
11 Jan 00
Last Revised:
20 Mar 16
5,113
(938)
9

6.   Incl. Electronic Paper
Dimson, Elroy
London Business School
Marsh, Paul
London Business School - Institute of Finance and Accounting
Posted:
24 Oct 98
Last Revised:
20 Mar 16
4,000
(1,444)
48

7.  
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:
19 Mar 16
3,764
(1,126)
3

8.   Incl. Electronic Paper
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:
20 Mar 16
3,279
(2,041)
42

9.  
Long-Run Global Capital Market Returns and Risk Premia | Show Abstract | Download This Paper | Open PDF in Browser |
London Business School Accounting Subject Area No. 035
Number of Pages in PDF File: 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
Posted:
05 Feb 02
2,945
(2,418)
1

10.  
Active Ownership | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Financial Studies (RFS), Volume 28, Issue 12, pp. 3225-3268, 2015., Fox School of Business Research Paper No. 16-009
Number of Pages in PDF File: 55
Dimson, Elroy
London Business School
Karakaş, Oğuzhan
Boston College - Department of Finance
Li, Xi
Temple University - Department of Accounting
Posted:
01 Oct 12
Last Revised:
19 Mar 16
2,691
(1,805)
9

11.  
Dimson, Elroy
London Business School
Minio-Kozerski, Carolina
J.P. Morgan Chase & Co.
Posted:
26 Oct 98
2,580
(3,062)
40

12.   Incl. Electronic Paper
Dimson, Elroy
London Business School
Hanke, Bernd
London Business School - Institute of Finance and Accounting
Posted:
31 Dec 00
Last Revised:
20 Mar 16
1,755
(6,140)
12

13.  
The Price of Wine | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics (JFE), Vol. 118, No. 2, 2015, pages 431–449,
Number of Pages in PDF File: 50
Dimson, Elroy
London Business School
Rousseau, Peter L.
Vanderbilt University - Department of Economics
Spaenjers, Christophe
HEC Paris - Finance Department
Posted:
07 Sep 13
Last Revised:
19 Mar 16
1,204
(6,458)
 

14.  
Dimson, Elroy
London Business School
Marsh, Paul
London Business School - Institute of Finance and Accounting
Posted:
28 Jan 97
1,065
(13,837)
4

15.  
IPO Underpricing Over the Very Long Run | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Finance, Vol. 64, No. 3, June 2009, pages 1407–1443 ,
Number of Pages in PDF File: 56
Chambers, David
University of Cambridge - Judge Business School, Department of Finance & Accounting
Dimson, Elroy
London Business School
Posted:
20 Mar 06
Last Revised:
20 Mar 16
1,002
(12,839)
13

16.  
Dimson, Elroy
London Business School
Nagel, Stefan
University of Michigan, Stephen M. Ross School of Business
Quigley, Garrett
Dimensional Fund Advisors Ltd
Posted:
12 Mar 03
793
(20,046)
19

17.  
Ex Post: The Investment Performance of Collectible Stamps | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics (JFE), Vol. 100, No. 2, 2011, pages 443–458,
Number of Pages in PDF File: 40
Dimson, Elroy
London Business School
Spaenjers, Christophe
HEC Paris - Finance Department
Posted:
06 Aug 09
Last Revised:
20 Mar 16
746
(22,189)
4

18.  
The Investment Performance of Art and Other Collectibles | Show Abstract | Download This Paper | Open PDF in Browser |
Chapter 10 of Anna Dempster (Ed), Risk and Uncertainty in the Art World, Bloomsbury Publishing, 2014, pages 219–238,
Number of Pages in PDF File: 19
Dimson, Elroy
London Business School
Spaenjers, Christophe
HEC Paris - Finance Department
Posted:
02 Sep 13
Last Revised:
19 Mar 16
713
(19,344)
 

19.   Incl. Electronic Paper
Dimson, Elroy
London Business School
Jackson, Andrew
London Business School
Posted:
11 Aug 01
Last Revised:
09 May 02
610
(31,324)
1

20.  
Investing in Emotional Assets | Show Abstract | Download This Paper | Open PDF in Browser |
Financial Analysts Journal, Vol. 70, No. 2, 2014, pages 18–22,
Number of Pages in PDF File: 10
Dimson, Elroy
London Business School
Spaenjers, Christophe
HEC Paris - Finance Department
Posted:
31 Jan 14
Last Revised:
19 Mar 16
302
(48,710)
 

21.  
Rethinking the Equity Risk Premium | Show Abstract | Download This Paper | Open PDF in Browser |
Brett Hammond, Martin Leibowitz, and Laurence Siegel (Eds), Rethinking the Equity Premium, Research Foundation of CFA Institute, 2011-1
Number of Pages in PDF File: 164
Hammond, Paul Brett
Capital Group
Leibowitz, Martin L.
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)
Siegel, Laurence B.
CFA Institute Research Foundation
Ibbotson, Roger G.
Yale School of Management
Asness, Clifford S.
AQR Capital Management, LLC
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
Grinold, Richard C.
Barclays
Kroner, Kenneth F.
Blackrock
Arnott, Robert D.
Research Affiliates, LLC
Ilmanen, Antti
AQR Capital Management
Cheng, Peng
Xi'an Jiaotong - Liverpool University - International Business School Suzhou
Ang, Andrew
Columbia Business School - Finance and Economics
Xiaoyan, Zhang
Independent
Siegel, Jeremy J.
University of Pennsylvania - Finance Department
Mehra, Rajnish
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Posted:
12 Jun 15
Last Revised:
19 Mar 16
274
(12,839)
2

22.  
John Maynard Keynes, Investment Innovator | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Perspectives, 2013, Vol 27, No 3, pages 1–18,
Number of Pages in PDF File: 24
Chambers, David
University of Cambridge - Judge Business School, Department of Finance & Accounting
Dimson, Elroy
London Business School
Posted:
30 Jun 13
Last Revised:
20 Mar 16
259
(75,963)
 

23.   Incl. Electronic Paper
Chambers, David
University of Cambridge - Judge Business School, Department of Finance & Accounting
Dimson, Elroy
London Business School
Foo, Justin
University of Cambridge - Judge Business School
Posted:
20 Sep 14
Last Revised:
20 Mar 16
164
(131,194)
 

24.  
The British Origins of the U.S. Endowment Model | Show Abstract | Download This Paper | Open PDF in Browser |
Financial Analysts Journal, Vol 71, No 2, pages 8–12, 2015,
Number of Pages in PDF File: 13
Chambers, David
University of Cambridge - Judge Business School, Department of Finance & Accounting
Dimson, Elroy
London Business School
Posted:
21 Dec 14
Last Revised:
20 Mar 16
102
(172,018)
 

25.  
Art as an Asset and Keynes the Collector | Show Abstract | Download This Paper | Open PDF in Browser |
HEC Paris and Newton Centre for Endowment Asset Management (Cambridge University) working paper
Number of Pages in PDF File: 34
Chambers, David
University of Cambridge - Judge Business School, Department of Finance & Accounting
Dimson, Elroy
London Business School
Spaenjers, Christophe
HEC Paris - Finance Department
Posted:
09 Sep 15
Last Revised:
20 Mar 16
73
(129,754)
 

26.  
Research Foundation Year in Review -- 2012 | Show Abstract | Download This Paper | Open PDF in Browser |
CFA Institute Research Foundation R2013
Number of Pages in PDF File: 76
Ilmanen, Antti
AQR Capital Management
Taffler, Richard
University of Warwick - Finance Group
Tuckett, David
University College London (UCL)
Bodie, Zvi
Boston University - Department of Finance & Economics
Siegel, Laurence B.
CFA Institute Research Foundation
Stanton, Lisa
CFA Institute
Pojarliev, Momtchil
Fischer Francis Trees & Watts, Inc.
Levich, Richard M.
New York University - Stern School of Business
Wilcox, Stephen
Minnesota State University, Mankato
Adler, David E
CFA Institute
Oberlechner, Thomas
Webster University
Sandor, Richard
Environmental Financial Products, LLC
Dimson, Elroy
London Business School
Bailey, Jeffery Vaughn
Target Corporation
Haslett, Bud
CFA Institute Research Foundation
Chambers, David
University of Cambridge - Judge Business School, Department of Finance & Accounting
Posted:
11 Jun 15
Last Revised:
20 Mar 16
32
(295,708)
 

27.  
Keynes, King's and Endowment Asset Management | Show Abstract | Add to Cart |
NBER Working Paper No. w20421
Number of Pages in PDF File: 39
Chambers, David
University of Cambridge - Judge Business School, Department of Finance & Accounting
Dimson, Elroy
London Business School
Foo, Justin
University of Cambridge - Judge Business School
Posted:
22 Sep 14
17
(412,113)
 

28.  
Capturing the Value Premium in the United Kingdom | Show Abstract |
Financial Analysts Journal, Vol. 59, No. 6, pp. 35-45, November/December 2003
Dimson, Elroy
London Business School
Nagel, Stefan
University of Michigan, Stephen M. Ross School of Business
Quigley, Garrett
Dimensional Fund Advisors Ltd
Posted:
25 Jan 04
Last Revised:
07 Oct 11
 

29.  
Risk and Return in the 20th and 21st Centuries | Show Abstract |
Business Strategy Review, Vol. 11, No. 2, Summer 2000
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:
05 Mar 01
 

30.  
U.K. Financial Market Returns 1955-2000 | Show Abstract |
Journal of Business, Vol. 74, No. 1, January 2001
Dimson, Elroy
London Business School
Marsh, Paul
London Business School - Institute of Finance and Accounting
Posted:
13 Feb 01
 

31.  
A Brief History of Market Efficiency and Stock Market Anomalies | Show Abstract |
European Financial Management, Vol 4, No 1, March 1998
Dimson, Elroy
London Business School
Mussavian, Massoud
Cantab Capital Partners
Posted:
25 Jun 98
 


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