Stephen G. Dimmock

National University of Singapore

15 Kent Ridge Drive

BIZ 1 #7-63

Singapore, 119245

Singapore

Asian Bureau of Finance and Economic Research (ABFER)

BIZ 2 Storey 4, 04-05

1 Business Link

Singapore, 117592

Singapore

  • National University of Singapore

  • Asian Bureau of Finance and Economic Research (ABFER)

SCHOLARLY PAPERS

23

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13,934

TOTAL CITATIONS
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Top 1,747

in Total Papers Citations

511

Scholarly Papers (23)

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1.

Finding Bernie Madoff: Detecting Fraud by Investment Managers

Number of pages: 62 Posted: 11 Sep 2009 Last Revised: 18 Jan 2011
Stephen G. Dimmock and William Christopher Gerken
National University of Singapore and University of Kentucky - Finance
Downloads 3,171 (8,266)
Citation 1

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Fraud, Investment Fraud, Operational Risk, Ponzi Scheme, SEC, Disclosure, Form ADV, Hedge Funds, Hedge Fund Fraud

2.

Is Fraud Contagious? Co-Worker Influence on Misconduct by Financial Advisors

Journal of Finance, Forthcoming
Number of pages: 66 Posted: 13 Mar 2015 Last Revised: 29 May 2024
Stephen G. Dimmock, William Christopher Gerken and Nathaniel Graham
National University of Singapore, University of Kentucky - Finance and Texas A&M International University
Downloads 1,108 (41,935)
Citation 97

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Financial advisors, Financial misconduct, Fraud, Social networks, Peer effects, Career networks

3.

Background Risk and University Endowment Funds

Number of pages: 36 Posted: 19 Feb 2007 Last Revised: 14 Feb 2010
Stephen G. Dimmock
National University of Singapore
Downloads 1,100 (42,359)
Citation 20

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Endowment Funds, Background Risk, Asset Allocation, Portfolio Choice, Incomplete Markets

4.

Loss-Aversion and Household Portfolio Choice

Downloads 976 (50,107)
Citation 16

Loss-Aversion and Household Portfolio Choice

Number of pages: 53 Posted: 19 Mar 2008 Last Revised: 25 Nov 2009
Stephen G. Dimmock and Roy Kouwenberg
National University of Singapore and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 976 (49,306)
Citation 16

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portfolio choice, loss-aversion, reference points, stock market participation, limited participation, prospect theory

Loss-Aversion and Household Portfolio Choice

Journal of Empirical Finance, Vol. 17, No. 3, pp. 441-459, 2010
Posted: 15 Apr 2011
Stephen G. Dimmock and Roy Kouwenberg
National University of Singapore and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

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Portfolio choice, Loss-aversion, Stock market participation, Limited participation, Prospect theory

5.

Predicting Fraud by Investment Managers

Networks Financial Institute Working Paper No. 2011-WP-09
Number of pages: 47 Posted: 09 May 2011 Last Revised: 08 Aug 2011
William Christopher Gerken and Stephen G. Dimmock
University of Kentucky - Finance and National University of Singapore
Downloads 904 (55,661)
Citation 52

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Fraud, Investment Fraud, Operational Risk, SEC, Disclosure, Form ADV

6.

Real Estate Shocks and Financial Advisor Misconduct

Journal of Finance, Forthcoming
Number of pages: 75 Posted: 14 Jun 2018 Last Revised: 08 Feb 2021
Stephen G. Dimmock, William Christopher Gerken and Tyson D. Van Alfen
National University of Singapore, University of Kentucky - Finance and Southern Illinois University
Downloads 832 (62,371)
Citation 5

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Financial Advisors, Brokers, Financial Misconduct, Fraud, Household Finance, Real Estate

7.

Misconduct and Fraud by Investment Managers

Finance & Quantitative Methods Research Data, 2018, DOI/10.13023/nsjd-rk62.
Number of pages: 52 Posted: 21 Aug 2018
Stephen G. Dimmock, Joseph Farizo and William Christopher Gerken
National University of Singapore, University of Richmond - E. Claiborne Robins School of Business and University of Kentucky - Finance
Downloads 733 (73,778)
Citation 4

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Fraud, Investment Fraud, Investment Advisors, Investment Advisers, Operational Risk, Regulation, Disclosure, Form ADV

8.

Benchmarking Money Manager Performance: Issues and Evidence

Downloads 670 (82,697)
Citation 13

Benchmarking Money Manager Performance: Issues and Evidence

Number of pages: 61 Posted: 08 Aug 2006 Last Revised: 23 Mar 2009
Louis K.C. Chan, Stephen G. Dimmock and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, National University of Singapore and University of Illinois at Urbana-Champaign
Downloads 531 (109,610)
Citation 5

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Benchmarking, Portfolio Manager, Institutional Investors, Performance Evaluation

Benchmarking Money Manager Performance: Issues and Evidence

NBER Working Paper No. w12461
Number of pages: 63 Posted: 21 Aug 2006 Last Revised: 21 Jul 2022
Louis K.C. Chan, Stephen G. Dimmock and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, National University of Singapore and University of Illinois at Urbana-Champaign
Downloads 139 (435,465)
Citation 8

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Benchmarking Money Manager Performance: Issues and Evidence

The Review of Financial Studies, Vol. 22, Issue 11, pp. 4553-4599, 2009
Posted: 08 Dec 2009
Louis K.C. Chan, Stephen G. Dimmock and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, National University of Singapore and University of Illinois at Urbana-Champaign

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9.

Give Me Your Tired, Your Poor, Your High-Skilled Labor: H-1B Lottery Outcomes and Entrepreneurial Success

Downloads 508 (117,182)
Citation 22

Give Me Your Tired, Your Poor, Your High-Skilled Labor: H-1B Lottery Outcomes and Entrepreneurial Success

Number of pages: 64 Posted: 22 Oct 2019 Last Revised: 17 Dec 2021
Stephen G. Dimmock, Jiekun Huang and Scott J. Weisbenner
National University of Singapore, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 459 (130,814)

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Immigration, H-1B Visa, IPO, Venture Capital, Patent, Innovation, Skilled Labor, High-Skill Immigration, Hiring Constraints

Give Me Your Tired, Your Poor, Your High-Skilled Labor: H-1b Lottery Outcomes and Entrepreneurial Success

NBER Working Paper No. w26392
Number of pages: 48 Posted: 21 Oct 2019 Last Revised: 11 Feb 2023
Stephen G. Dimmock, Jiekun Huang and Scott J. Weisbenner
National University of Singapore, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 49 (836,850)
Citation 22

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10.

The Endowment Model and Modern Portfolio Theory

Downloads 503 (118,581)
Citation 1

The Endowment Model and Modern Portfolio Theory

Columbia Business School Research Paper Forthcoming
Number of pages: 51 Posted: 24 Feb 2019 Last Revised: 14 Dec 2021
Stephen G. Dimmock, Neng Wang and Jinqiang Yang
National University of Singapore, Columbia University - Columbia Business School, Finance and Columbia University
Downloads 446 (135,516)
Citation 1

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endowment model, portfolio choice, liquidity, modern portfolio theory, asset allocation, alternative assets

The Endowment Model and Modern Portfolio Theory

NBER Working Paper No. w25559
Number of pages: 59 Posted: 19 Feb 2019 Last Revised: 04 May 2023
Stephen G. Dimmock, Neng Wang and Jinqiang Yang
National University of Singapore, Columbia University - Columbia Business School, Finance and Columbia University
Downloads 57 (778,669)

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11.

Ambiguity Attitudes in a Large Representative Sample

Netspar Discussion Paper No. 06/2011-054
Number of pages: 67 Posted: 01 Jul 2011 Last Revised: 04 Feb 2015
Stephen G. Dimmock, Roy Kouwenberg and Peter P. Wakker
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 492 (121,721)
Citation 47

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Ambiguity aversion, Uncertainty, Portfolio choice, Knightian uncertainty, Non-Expected utility, Reference dependence, Stock market participation, Limited participation

12.

Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence

Downloads 462 (131,363)
Citation 123

Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence

Netspar Discussion Paper No. 09/2012-035 - revised version May 2015
Number of pages: 66 Posted: 16 Oct 2012 Last Revised: 05 Jan 2016
Stephen G. Dimmock, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), and Tilburg University
Downloads 236 (269,672)
Citation 17

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ambiguity aversion, stock market participation, household portfolio puzzles, homebias, own-company stock puzzle, portfolio under-diversification, household finance

Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence

Pension Research Council WP 2012-20
Number of pages: 65 Posted: 11 Oct 2012 Last Revised: 18 Feb 2020
Stephen G. Dimmock, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), and Tilburg University
Downloads 129 (462,766)
Citation 104

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ambiguity aversion, stock market participation, household portfolio puzzles, homebias, own-company stock puzzle, portfolio under-diversification, household finance

Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence

NBER Working Paper No. w18743
Number of pages: 59 Posted: 26 Jan 2013 Last Revised: 20 Mar 2022
Stephen G. Dimmock, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), and Tilburg University
Downloads 97 (574,740)
Citation 2

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13.

Capital Gains Lock-In and Governance Choices

Downloads 408 (152,003)
Citation 32

Capital Gains Lock-In and Governance Choices

Number of pages: 57 Posted: 10 Jul 2013 Last Revised: 17 Nov 2016
Stephen G. Dimmock, William Christopher Gerken, Zoran Ivkovich and Scott J. Weisbenner
National University of Singapore, University of Kentucky - Finance, Michigan State University, Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 373 (166,505)
Citation 22

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Mutual fund, Proxy voting, Corporate governance, Capital-gains tax, Lock-in effect

Capital Gains Lock-In and Governance Choices

NBER Working Paper No. w20176
Number of pages: 51 Posted: 02 Jun 2014 Last Revised: 17 Feb 2023
Stephen G. Dimmock, William Christopher Gerken, Zoran Ivkovich and Scott J. Weisbenner
National University of Singapore, University of Kentucky - Finance, Michigan State University, Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 35 (962,544)
Citation 10

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14.

Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

Downloads 360 (174,704)
Citation 12

Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

Wharton Pension Research Council Working Paper No. 2018-09
Number of pages: 60 Posted: 20 Aug 2018 Last Revised: 02 Sep 2020
Stephen G. Dimmock, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), and Tilburg University
Downloads 299 (211,800)
Citation 1

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household finance, behavioral economics, probability weighting, rank dependent utility, cumulative prospect theory, salience theory, portfolio underdiversification, household portfolio puzzles

Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

NBER Working Paper No. w24928
Number of pages: 53 Posted: 22 Aug 2018 Last Revised: 11 Feb 2023
Stephen G. Dimmock, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), and Tilburg University
Downloads 58 (771,911)
Citation 10

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Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

CEPR Discussion Paper No. DP13109
Number of pages: 55 Posted: 21 Aug 2018
Stephen G. Dimmock, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), and Tilburg University
Downloads 3 (1,343,100)
Citation 1
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cumulative prospect theory, household finance, household portfolio puzzles, portfolio underdiversification, probability weighting, rank dependent utility, Stock Market Participation

15.

Regulatory Oversight and Return Misreporting by Hedge Funds

Number of pages: 34 Posted: 04 May 2013 Last Revised: 08 Apr 2016
Stephen G. Dimmock and William Christopher Gerken
National University of Singapore and University of Kentucky - Finance
Downloads 305 (209,012)
Citation 14

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Return misreporting, Hedge funds, Hedge fund regulation, Hedge fund registration

16.

What Determines the Allocation of Managerial Ownership within Firms? Evidence from Investment Management Firms

Number of pages: 62 Posted: 03 Sep 2010 Last Revised: 08 Nov 2017
Stephen G. Dimmock, William Christopher Gerken and Jennifer Marietta-Westberg
National University of Singapore, University of Kentucky - Finance and U.S. Securities and Exchange Commission
Downloads 276 (231,896)
Citation 4

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Manager Ownership, Managerial Ownership, Employee Ownership, Agency, Incentives, Institutional Investment Managers

17.

Mutual Funds’ Capital Gains Lock-in and Earnings Management

Number of pages: 61 Posted: 30 Dec 2019 Last Revised: 03 May 2023
Stephen G. Dimmock, Fan Feng and Huai Zhang
National University of Singapore, Beihang University and Nanyang Business School, Nanyang Technological University
Downloads 274 (235,373)

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Earnings Quality, Earnings Management, Capital Gains Tax, Capital Gains Lock-in, Mutual Funds

18.

Extrapolators and Contrarians: Forecast Bias and Individual Investor Stock Trading

Number of pages: 67 Posted: 18 Feb 2024 Last Revised: 11 Dec 2024
Steffen Andersen, Stephen G. Dimmock, Kasper Meisner Nielsen and Kim Peijnenburg
Copenhagen Business School - Department of Finance, National University of Singapore, Copenhagen Business School - Department of Finance and Tilburg University
Downloads 206 (308,846)

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G5, G11, G41, D84, D81 Extrapolation, Contrarian bias, Forecast bias, Expectations, Household finance, Experimental finance, Individual investors, Individual investor trading

19.

How University Endowments Respond to Financial Market Shocks: Evidence and Implications

NBER Working Paper No. w15861
Number of pages: 44 Posted: 05 Apr 2010
Jeffrey R. Brown, Stephen G. Dimmock, Jun-Koo Kang and Scott J. Weisbenner
University of Illinois at Urbana-Champaign - Department of Finance, National University of Singapore, Nanyang Business School, Nanyang Technological University and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 176 (356,643)
Citation 19

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20.

Online Appendix for 'Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence'

Journal of Financial Economics, 2016, 119(3), 559-577
Number of pages: 13 Posted: 25 May 2017 Last Revised: 12 Oct 2017
Stephen G. Dimmock, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), and Tilburg University
Downloads 174 (360,207)
Citation 1

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21.

Estimating Ambiguity Preferences and Perceptions in Multiple Prior Models: Evidence from the Field

Journal of Risk and Uncertainty, vol. 51(3), December 2015
Number of pages: 43 Posted: 05 Jun 2015 Last Revised: 04 Jan 2016
Stephen G. Dimmock, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), and Tilburg University
Downloads 137 (439,572)
Citation 28

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ambiguity, decision-making under uncertainty, multiple prior models, alpha-maxmin model

22.

Death of a Salesman's Manager: Conflicted Supervision and the Dark Side of Soft Information

Number of pages: 70 Posted: 06 Dec 2024 Last Revised: 13 Mar 2025
Stephen G. Dimmock, Jesse A. Ellis and William Christopher Gerken
National University of Singapore, North Carolina State University and University of Kentucky - Finance
Downloads 87 (609,001)

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Financial Advisors, Financial Misconduct, Household Finance, Collusion, Supervision, Information asymmetry, Ethics,

23.

The Supply of and Demand for Charitable Donations to Higher Education

NBER Working Paper No. w18389
Number of pages: 32 Posted: 15 Sep 2012 Last Revised: 01 Apr 2023
Jeffrey R. Brown, Stephen G. Dimmock and Scott J. Weisbenner
University of Illinois at Urbana-Champaign - Department of Finance, National University of Singapore and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 72 (677,852)

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