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

SCHOLARLY PAPERS

21

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Top 5,248

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8,646

SSRN CITATIONS
Rank 4,332

SSRN RANKINGS

Top 4,332

in Total Papers Citations

177

CROSSREF CITATIONS

104

Scholarly Papers (21)

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 2,491 (5,625)
Citation 1

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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
National University of Singapore
Downloads 1,009 (23,733)
Citation 11

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

3.
Downloads 744 ( 36,435)
Citation 13

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 744 (35,883)
Citation 13

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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

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
National University of Singapore, University of Kentucky - Finance and Texas A&M International University
Downloads 730 (37,394)
Citation 12

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

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 503 (60,719)
Citation 10

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

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 441 (70,719)
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 2010
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 41 (466,878)
Citation 3

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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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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
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 358 (91,115)
Citation 15

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

8.
Downloads 302 (110,064)
Citation 8

Capital Gains Lock-In and Governance Choices

Number of pages: 57 Posted: 10 Jul 2013 Last Revised: 17 Nov 2016
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 288 (115,170)

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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
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 14 (630,179)
Citation 5

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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
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 183 (180,069)
Citation 20

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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
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 80 (335,616)
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: Empirical Evidence

NBER Working Paper No. w18743
Number of pages: 59 Posted: 26 Jan 2013
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 33 (505,415)
Citation 1

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10.

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 279 (119,766)
Citation 1

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

11.

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 234 (143,270)
Citation 4

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

12.

Real Estate Shocks and Financial Advisor Misconduct

Number of pages: 58 Posted: 14 Jun 2018 Last Revised: 23 May 2019
National University of Singapore, University of Kentucky - Finance and Southern Illinois University
Downloads 233 (143,872)
Citation 4

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

13.

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
National University of Singapore, University of Kentucky - Finance and U.S. Securities and Exchange Commission
Downloads 230 (145,676)
Citation 2

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

14.
Downloads 175 (187,412)
Citation 1

The Endowment Model and Modern Portfolio Theory

Number of pages: 49 Posted: 24 Feb 2019
Stephen G. Dimmock, Neng Wang and Jinqiang Yang
National University of Singapore, Columbia Business School - Finance and Economics and Columbia University
Downloads 168 (194,244)
Citation 1

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endowment model, portfolio choice, illiquid assets, illiquidity, modern portfolio theory, asset allocation, alternative assets, alternative investments

The Endowment Model and Modern Portfolio Theory

NBER Working Paper No. w25559
Number of pages: 50 Posted: 19 Feb 2019
Stephen G. Dimmock, Neng Wang and Jinqiang Yang
National University of Singapore, Columbia Business School - Finance and Economics and Columbia University
Downloads 7 (683,916)
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Give Me Your Tired, Your Poor, Your High-Skilled Labor: H-1B Lottery Outcomes and Entrepreneurial Success

Number of pages: 58 Posted: 22 Oct 2019 Last Revised: 17 Apr 2020
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 114 (265,147)

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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
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 9 (668,307)
Citation 3
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16.

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, National University of Singapore, Nanyang Technological University (NTU) - Nanyang Business School and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 120 (254,400)
Citation 2

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Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

Wharton Pension Research Council Working Paper No. 2018-09
Number of pages: 41 Posted: 20 Aug 2018 Last Revised: 27 Jul 2020
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 96 (298,924)

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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
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 4 (708,086)
Citation 1

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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
National University of Singapore, Mahidol University, University of Pennsylvania - The Wharton School and Netspar
Downloads 2 (728,739)
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cumulative prospect theory, household finance, household portfolio puzzles, portfolio underdiversification, probability weighting, rank dependent utility, Stock Market Participation

18.

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
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 83 (325,127)
Citation 5

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

19.

The Capital Gains Lock-In Effect and Earnings Quality

Number of pages: 46 Posted: 30 Dec 2019
Stephen G. Dimmock, Fan Feng and Huai Zhang
National University of Singapore, Shanghai Lixin University of Accounting and Finance and Nanyang Technological University (NTU)
Downloads 63 (378,884)

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

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
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 59 (391,340)
Citation 1

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21.

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, National University of Singapore and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 30 (508,364)

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