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Dimson, Elroy


 SSRN Author Rank: 84 by Downloads
 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)
 HOME PAGE: http://www.london.edu/faculty/edimson
 email address
 Visiting Professor
 

University of Cambridge - Judge Business School


 Trumpington Street
 Cambridge, CB2 1AG
 United Kingdom

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. Dimson, Elroy's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
62,407
Total
Citations
275
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 |
EFA 2006 Zurich Meetings Paper, AFA 2008 New Orleans Meetings Paper
Working Paper Series
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
16,165
(80)
48

2.  
Keynes the Stock Market Investor: A Quantitative Analysis | Show Abstract | Download |
Forthcoming, Journal of Financial and Quantitative Analysis (JFQA)
Accepted Paper Series
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:
02 Oct 13
6,402
(455)
3

3.  
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
5,262
(645)
2

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:
02 Jun 04
5,238
(649)
13

5.   Incl. Electronic Paper
Dimson, Elroy
London Business School
Mussavian, Massoud
Cantab Capital Partners
Posted:
11 Jan 00
Last Revised:
26 Nov 03
4,954
(714)
8

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:
24 Nov 01
3,533
(1,272)
53

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:
10 Sep 12
3,081
(1,624)
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:
16 Jan 06
3,030
(1,674)
43

9.  
Long-Run Global Capital Market Returns and Risk Premia | Show Abstract | Download |
London Business School Accounting Subject Area No. 035
Working Paper Series
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
2,902
(1,806)
2

10.  
Dimson, Elroy
London Business School
Minio-Kozerski, Carolina
J.P. Morgan Chase & Co.
Posted:
26 Oct 98
2,552
(2,298)
39

11.  
Dimson, Elroy
London Business School
Karakaş, Oğuzhan
Boston College - Department of Finance
Li, Xi
The Wharton School - Department of Accounting
Posted:
01 Oct 12
Last Revised:
14 Aug 14
1,876
(3,902)
8

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:
30 Jun 13
1,708
(4,608)
12

13.  
Dimson, Elroy
London Business School
Marsh, Paul
London Business School - Institute of Finance and Accounting
Posted:
28 Jan 97
1,063
(10,276)
4

14.  
IPO Underpricing Over the Very Long Run | Show Abstract | Download |
Journal of Finance, Vol. 64, No. 3, June 2009
Accepted Paper Series
Chambers, David
University of Cambridge - Judge Business School, Department of Finance & Accounting
Dimson, Elroy
London Business School
Posted:
20 Mar 06
Last Revised:
30 Jun 13
892
(13,461)
13

15.  
The Price of Wine | Show Abstract | Download |
HEC Paris Research Paper No. FIN-2013-1019
Working Paper Series
Dimson, Elroy
London Business School
Rousseau, Peter L.
Vanderbilt University - Department of Economics
Spaenjers, Christophe
HEC Paris (Groupe HEC) - Finance Department
Posted:
07 Sep 13
Last Revised:
22 Jan 14
813
(15,506)
 

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
765
(16,971)
20

17.  
Ex Post: The Investment Performance of Collectible Stamps | Show Abstract | Download |
Journal of Financial Economics (JFE), Vol. 100, No. 2, 2011
Accepted Paper Series
Dimson, Elroy
London Business School
Spaenjers, Christophe
HEC Paris (Groupe HEC) - Finance Department
Posted:
06 Aug 09
Last Revised:
13 Mar 13
672
(20,430)
3

18.   Incl. Electronic Paper
Dimson, Elroy
London Business School
Jackson, Andrew
London Business School
Posted:
11 Aug 01
Last Revised:
09 May 02
596
(24,115)
1

19.  
The Investment Performance of Art and Other Collectibles | Show Abstract | Download |
Risk and Uncertainty in the Art World, Forthcoming
Working Paper Series
Dimson, Elroy
London Business School
Spaenjers, Christophe
HEC Paris (Groupe HEC) - Finance Department
Posted:
02 Sep 13
Last Revised:
29 Oct 13
510
(29,862)
 

20.  
John Maynard Keynes, Investment Innovator | Show Abstract | Download |
Forthcoming in Journal of Economic Perspectives
Working Paper Series
Chambers, David
University of Cambridge - Judge Business School, Department of Finance & Accounting
Dimson, Elroy
London Business School
Posted:
30 Jun 13
Last Revised:
08 Sep 13
207
(85,590)
 

21.  
Investing in Emotional Assets | Show Abstract | Download |
Financial Analysts Journal, Forthcoming
Accepted Paper Series
Dimson, Elroy
London Business School
Spaenjers, Christophe
HEC Paris (Groupe HEC) - Finance Department
Posted:
31 Jan 14
165
(106,072)
 

22.   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:
24 Sep 14
12
(321,155)
 

23.  
Keynes, King's and Endowment Asset Management | Show Abstract | Download |
NBER Working Paper No. w20421
Working Paper Series
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
9
(367,648)
 

24.  
Capturing the Value Premium in the United Kingdom | Show Abstract |
Financial Analysts Journal, Vol. 59, No. 6, pp. 35-45, November/December 2003
Accepted Paper Series
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
 

25.  
Risk and Return in the 20th and 21st Centuries | Show Abstract |
Business Strategy Review, Vol. 11, No. 2, Summer 2000
Accepted Paper Series
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
 

26.  
U.K. Financial Market Returns 1955-2000 | Show Abstract |
Journal of Business, Vol. 74, No. 1, January 2001
Accepted Paper Series
Dimson, Elroy
London Business School
Marsh, Paul
London Business School - Institute of Finance and Accounting
Posted:
13 Feb 01
 

27.  
A Brief History of Market Efficiency and Stock Market Anomalies | Show Abstract |
European Financial Management, Vol 4, No 1, March 1998
Accepted Paper Series
Dimson, Elroy
London Business School
Mussavian, Massoud
Cantab Capital Partners
Posted:
25 Jun 98
 


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