Mike Staunton

London Business School - Institute of Finance and Accounting

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

  • London Business School - Institute of Finance and Accounting

SCHOLARLY PAPERS

7

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Top 1,026

in Total Papers Downloads

49,085

TOTAL CITATIONS
Rank 9,688

SSRN RANKINGS

Top 9,688

in Total Papers Citations

115

Scholarly Papers (7)

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1.

The Worldwide Equity Premium: A Smaller Puzzle

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: 41 Posted: 17 Mar 2006 Last Revised: 20 Mar 2016
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 20,366 (332)
Citation 17

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Equity risk premium, long run returns, survivor bias, financial history, stocks bonds bills inflation

2.

Equity Premia Around the World

Number of pages: 19 Posted: 08 Oct 2011 Last Revised: 19 Mar 2016
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 8,390 (1,602)
Citation 23

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equity risk premium, long run returns, international evidence, stocks bonds bills inflation

3.

Irrational Optimism

Downloads 6,396 ( 2,530)
Citation 9

Irrational Optimism

Financial Analysts Journal, Vol. 60, No. 1, 2004, pages 16–25, LBS Accounting Subject Area Working Paper No. IFA397
Number of pages: 18 Posted: 21 Dec 2003 Last Revised: 20 Mar 2016
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 6,396 (2,503)
Citation 9

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Portfolio management, asset allocation, long-run returns, shortfall analysis

Irrational Optimism

Posted: 15 Feb 2004
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting

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Portfolio management: asset allocation; equity investments: fundamental analysis and valuation models

4.

Long-Run Global Capital Market Returns and Risk Premia

Number of pages: 19 Posted: 05 Feb 2002
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 5,466 (3,339)
Citation 4

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Long-term returns, equity risk premium, financial market history, survivor bias

5.

Global Evidence on the Equity Risk Premium

Downloads 4,883 ( 4,069)
Citation 50

Global Evidence on the Equity Risk Premium

Journal of Applied Corporate Finance, Vol 15, No 4, pages 27–34, LBS Accounting Subject Area Working Paper No. IFA 385
Number of pages: 15 Posted: 11 Aug 2003 Last Revised: 20 Mar 2016
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 4,883 (4,006)
Citation 50

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Equity risk premium, Long-term returns, Financial history, Survivorship, Required rate of return

Global Evidence on the Equity Risk Premium

Journal of Applied Corporate Finance, Vol. 15, No. 4, Summer 2003, pages 27–34
Posted: 22 Feb 2023
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting

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Equity risk premium, Long-term returns, Financial history, Survivorship, Required rate of return

6.

Rethinking the Equity Risk Premium

Brett Hammond, Martin Leibowitz, and Laurence Siegel (Eds), Rethinking the Equity Premium, Research Foundation of CFA Institute, 2011-1
Number of pages: 164 Posted: 12 Jun 2015 Last Revised: 19 Mar 2016
P. Brett Hammond, Martin L. Leibowitz, Laurence B. Siegel, Roger G. Ibbotson, Clifford S. Asness, Elroy Dimson, Paul Marsh, Mike Staunton, Richard C. Grinold, Kenneth F. Kroner, Robert D. Arnott, Antti Ilmanen, Peng Cheng, Andrew Ang, Zhang Xiaoyan, Jeremy J. Siegel and Rajnish Mehra
Pension Research Council, Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF), CFA Institute Research Foundation, Yale School of Management, AQR Capital Management, LLC, University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting, London Business School - Institute of Finance and Accounting, Barclays, BlackRock, Inc - San Francisco, Research Affiliates, LLC, AQR Capital Management, Xi'an Jiaotong - Liverpool University - International Business School Suzhou, BlackRock, Inc, Independent, University of Pennsylvania - Finance Department and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 3,584 (6,792)
Citation 12

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ERP, Equity risk premium, CFA, CFA Institute, research foundation, Arnott, Asness, Dimson

7.

Risk and Return in the 20th and 21st Centuries

Posted: 05 Mar 2001
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting

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