Stephen G. Dimmock

Nanyang Technological University - Division of Finance

S3-B1B-76 Nanyang Avenue

Singapore, 639798

Singapore

SCHOLARLY PAPERS

18

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CITATIONS
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58

Scholarly Papers (18)

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
Nanyang Technological University - Division of Finance and University of Kentucky - Finance
Downloads 2,300 (5,169)
Citation 4

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

2.

Background Risk and University Endowment Funds

Number of pages: 36 Posted: 19 Feb 2007 Last Revised: 14 Feb 2010
Stephen G. Dimmock
Nanyang Technological University - Division of Finance
Downloads 970 (20,756)
Citation 6

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

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
Nanyang Technological University - Division of Finance and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 718 (31,362)
Citation 15

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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
Nanyang Technological University - Division of Finance 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

4.

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: 25 Jan 2018
Nanyang Technological University - Division of Finance, University of Kentucky - Finance and Texas A&M International
Downloads 539 (46,447)

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

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, Nanyang Technological University - Division of Finance and University of Illinois at Urbana-Champaign
Downloads 434 (60,326)
Citation 12

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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 2010
Louis K.C. Chan, Stephen G. Dimmock and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, Nanyang Technological University - Division of Finance and University of Illinois at Urbana-Champaign
Downloads 33 (434,328)
Citation 12

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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, Nanyang Technological University - Division of Finance and University of Illinois at Urbana-Champaign

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6.

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 Nanyang Technological University - Division of Finance
Downloads 436 (60,581)
Citation 2

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

7.

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
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 326 (85,563)
Citation 1

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

Capital Gains Lock-In and Governance Choices

Number of pages: 57 Posted: 10 Jul 2013 Last Revised: 17 Nov 2016
Nanyang Technological University - Division of Finance, University of Kentucky - Finance, Michigan State University, Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 250 (112,990)

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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
Nanyang Technological University - Division of Finance, University of Kentucky - Finance, Michigan State University, Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 12 (554,399)

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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
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 173 (161,186)
Citation 1

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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: 04 Jun 2015
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 65 (323,895)
Citation 1

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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
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 22 (492,869)
Citation 12

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10.

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
Nanyang Technological University - Division of Finance and University of Kentucky - Finance
Downloads 217 (130,704)

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

11.

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
Nanyang Technological University - Division of Finance, University of Kentucky - Finance and U.S. Securities and Exchange Commission
Downloads 214 (132,425)

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

12.

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

NBER Working Paper No. w15861
Number of pages: 44 Posted: 05 Apr 2010
University of Illinois at Urbana-Champaign - Department of Finance, Nanyang Technological University - Division of Finance, Nanyang Technological University (NTU) - Nanyang Business School and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 107 (236,140)
Citation 5

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13.

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
Nanyang Technological University - Division of Finance, University of Kentucky - Department of Finance & Quantitative Methods and University of Kentucky - Finance
Downloads 77 (291,302)

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

14.

Real Estate Shocks and Financial Advisor Misconduct

Number of pages: 41 Posted: 14 Jun 2018
Nanyang Technological University - Division of Finance, University of Kentucky - Finance and University of Kentucky, Gatton College of Business and Economics, Department of Finance & Quantitative Methods
Downloads 74 (298,030)

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Financial advisors, financial misconduct, fraud, real estate, bankruptcy

15.

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
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 72 (305,123)

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

Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

Number of pages: 52 Posted: 20 Aug 2018
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 34 (429,988)

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household finance, portfolio underdiversification, probability weighting, rank dependent utility, cumulative prospect theory, household portfolio puzzles, stock market participation

Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

NBER Working Paper No. w24928
Number of pages: 53 Posted: 22 Aug 2018
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 3 (610,001)
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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
Nanyang Technological University - Division of Finance, Mahidol University, University of Pennsylvania - The Wharton School and Netspar
Downloads 2 (619,670)
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cumulative prospect theory, household finance, household portfolio puzzles, portfolio underdiversification, probability weighting, rank dependent utility, Stock Market Participation

17.

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
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 31 (432,600)

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18.

The Supply of and Demand for Charitable Donations to Higher Education

NBER Working Paper No. w18389
Number of pages: 32 Posted: 15 Sep 2012
Jeffrey R. Brown, Stephen G. Dimmock and Scott J. Weisbenner
University of Illinois at Urbana-Champaign - Department of Finance, Nanyang Technological University - Division of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 25 (461,525)
Citation 1

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