Author Page for David Chambers

Keynes the Stock Market Investor: A Quantitative Analysis

Journal of Financial and Quantitative Analysis (JFQA), Vol 50, No 4, 2015, pages 431–449

Number of pages: 54 Posted: 17 Mar 2012 Last Revised: 19 Mar 2016

David Chambers, Elroy Dimson and Justin Foo

University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and University of Cambridge - Judge Business School

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Citation 2

Abstract:

2.

IPO Underpricing Over the Very Long Run

Journal of Finance, Vol. 64, No. 3, June 2009, pages 1407–1443

Number of pages: 56 Posted: 20 Mar 2006 Last Revised: 20 Mar 2016

David Chambers and Elroy Dimson

University of Cambridge - Judge Business School, Department of Finance & Accounting and University of Cambridge - Judge Business School

Downloads 1,341 (13,463)

Citation 14

Abstract:

3.

Financial Market History: Reflections on the Past for Investors Today

CFA Institute Research Foundation 2016M-3

Number of pages: 306 Posted: 10 Mar 2017

David Chambers and Elroy Dimson

University of Cambridge - Judge Business School, Department of Finance & Accounting and University of Cambridge - Judge Business School

Downloads 580 (44,735)

Abstract:

4.

Art as an Asset: Evidence from Keynes the Collector

Number of pages: 32 Posted: 09 Sep 2015 Last Revised: 30 Aug 2017

David Chambers, Elroy Dimson and Christophe Spaenjers

University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and HEC Paris - Finance Department

Downloads 534 (49,701)

Abstract:

5.

Law, Politics and the Rise and Fall of German Stock Market Development, 1870-1938

European Corporate Governance Institute (ECGI) - Law Working Paper No. 283/2015, University of Cambridge Faculty of Law Research Paper No. 4/2015

Number of pages: 51 Posted: 13 Jan 2015 Last Revised: 12 Jun 2017

Carsten Burhop, David Chambers and Brian R. Cheffins

Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Research on Collective Goods, University of Cambridge - Judge Business School, Department of Finance & Accounting and University of Cambridge - Faculty of Law

Downloads 522 (51,189)

Abstract:

6.

If You're So Smart: John Maynard Keynes and Currency Speculation in the Interwar Years

Forthcoming, Journal of Economic History

Number of pages: 51 Posted: 03 Dec 2015

Olivier Accominotti and David Chambers

London School of Economics & Political Science (LSE) and University of Cambridge - Judge Business School, Department of Finance & Accounting

Downloads 471 (58,266)

Abstract:

7.

John Maynard Keynes, Investment Innovator

Journal of Economic Perspectives, 2013, Vol 27, No 3, pages 1–18

Number of pages: 24 Posted: 30 Jun 2013 Last Revised: 20 Mar 2016

David Chambers and Elroy Dimson

University of Cambridge - Judge Business School, Department of Finance & Accounting and University of Cambridge - Judge Business School

Downloads 423 (66,375)

Citation 1

Abstract:

8.

Regulating IPOs: Evidence from Going Public in London and Berlin, 1900-1913

ECGI - Law Working Paper No. 180/2011, University of Cambridge Faculty of Law Research Paper No. 2/2012

Number of pages: 49 Posted: 12 Jul 2011 Last Revised: 16 Mar 2012

Carsten Burhop, David Chambers and Brian R. Cheffins

Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Research on Collective Goods, University of Cambridge - Judge Business School, Department of Finance & Accounting and University of Cambridge - Faculty of Law

Downloads 330 (88,685)

Citation 1

Abstract:

9.

The First Global Emerging Markets Investor: Foreign & Colonial Investment Trust 1880-1913

Explorations in Economic History (Forthcoming)

Number of pages: 45 Posted: 18 Mar 2012 Last Revised: 02 Oct 2013

Rui Esteves and David Chambers

Graduate Institute of International and Development Studies (IHEID) and University of Cambridge - Judge Business School, Department of Finance & Accounting

Downloads 306 (96,356)

Abstract:

10.

Market and Regional Segmentation and Risk Premia in the First Era of Financial Globalization

Darden Business School Working Paper No. 2179088

Number of pages: 56 Posted: 23 Nov 2012 Last Revised: 21 Dec 2017

David Chambers, Sergei Sarkissian and Michael J. Schill

University of Cambridge - Judge Business School, Department of Finance & Accounting, McGill University and University of Virginia - Darden School of Business

Downloads 256 (116,472)

Abstract:

11.

Keynes, King’s and Endowment Asset Management

Downloads 246 (117,447)

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Keynes, King’s and Endowment Asset Management

Chapter 4 of J Brown and C Hoxby (Eds), How the Financial Crisis and Great Recession Affected Higher Education, University of Chicago Press, 2015, pages 127–150

Number of pages: 38 Posted: 23 Sep 2014 Last Revised: 20 Mar 2016

David Chambers, Elroy Dimson and Justin Foo

University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and University of Cambridge - Judge Business School

Downloads 246 (120,825)

Abstract:

Keynes, King’s and Endowment Asset Management

Chapter 4 of J Brown and C Hoxby (Eds), How the Financial Crisis and Great Recession Affected Higher Education, University of Chicago Press, 2015, pages 127–150

Posted: 20 Sep 2014 Last Revised: 20 Mar 2016

David Chambers, Elroy Dimson and Justin Foo

University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and University of Cambridge - Judge Business School

Abstract:

12.

Tail Risk Management for Multi-Asset Multi-Factor Strategies

Risk & Reward, 2018, 4th issue, pp. 14-20

Number of pages: 9 Posted: 20 Feb 2019

David Chambers, Harald Lohre and Carsten Rother

University of Cambridge - Judge Business School, Department of Finance & Accounting, Invesco and Invesco

Downloads 214 (139,168)

Abstract:

13.

Ownership Dispersion and the London Stock Exchange’s 'Two-Thirds Rule': An Empirical Test

University of Cambridge Faculty of Law Research Paper No. 17/2012

Number of pages: 47 Posted: 27 Jun 2012 Last Revised: 18 Jul 2012

Brian R. Cheffins, Dmitri Koustas and David Chambers

University of Cambridge - Faculty of Law, University of California, Berkeley - Department of Economics and University of Cambridge - Judge Business School, Department of Finance & Accounting

Downloads 205 (144,938)

Abstract:

14.

Out-of-Sample Evidence on the Returns to Currency Trading

Downloads 204 (145,632)

2

Out-of-Sample Evidence on the Returns to Currency Trading

Number of pages: 50 Posted: 15 Jul 2013 Last Revised: 02 Dec 2015

Olivier Accominotti and David Chambers

London School of Economics & Political Science (LSE) and University of Cambridge - Judge Business School, Department of Finance & Accounting

Downloads 203 (146,149)

Abstract:

Out-of-Sample Evidence on the Returns to Currency Trading

CEPR Discussion Paper No. DP9852

Number of pages: 53 Posted: 02 Jun 2014

Olivier Accominotti and David Chambers

London School of Economics & Political Science (LSE) and University of Cambridge - Judge Business School, Department of Finance & Accounting

Downloads 1 (664,576)

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Abstract:

15.

Currency Regimes and the Carry Trade

Downloads 195 (151,894)

2

Currency Regimes and the Carry Trade

Journal of Financial and Quantitative Analysis, Forthcoming

Number of pages: 72 Posted: 29 Nov 2017 Last Revised: 03 Mar 2019

Olivier Accominotti, Jason Cen, David Chambers and Ian W. Marsh

London School of Economics & Political Science (LSE), University of Essex - Essex Business School, University of Cambridge - Judge Business School, Department of Finance & Accounting and City University London - Sir John Cass Business School

Downloads 193 (153,295)

Abstract:

Currency Regimes and the Carry Trade

CEPR Discussion Paper No. DP13571

Number of pages: 75 Posted: 12 Mar 2019

Olivier Accominotti, Jason Cen, David Chambers and Ian W. Marsh

London School of Economics & Political Science (LSE), University of Essex - Essex Business School, University of Cambridge - Judge Business School, Department of Finance & Accounting and City University London - Sir John Cass Business School

Downloads 2 (650,813)

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Abstract:

16.

The British Origins of the U.S. Endowment Model

Financial Analysts Journal, Vol 71, No 2, pages 8–12, 2015

Number of pages: 13 Posted: 21 Dec 2014 Last Revised: 20 Mar 2016

David Chambers and Elroy Dimson

University of Cambridge - Judge Business School, Department of Finance & Accounting and University of Cambridge - Judge Business School

Downloads 176 (166,613)

Abstract:

17.

Gentlemanly Capitalism Revisited: A Case Study of the Underpricing of Initial Public Offerings on the London Stock Exchange 1946-86

Number of pages: 38 Posted: 07 Mar 2008

David Chambers

University of Cambridge - Judge Business School, Department of Finance & Accounting

Downloads 152 (189,019)

Citation 3

Abstract:

18.

Research Foundation Year in Review -- 2012

CFA Institute Research Foundation R2013

Number of pages: 76 Posted: 11 Jun 2015 Last Revised: 20 Mar 2016

Antti Ilmanen, Richard Taffler, David Tuckett, Zvi Bodie, Laurence B. Siegel, Lisa Stanton, Momtchil Pojarliev, Richard M. Levich, Stephen Wilcox, David Adler, Thomas Oberlechner, Richard Sandor, Elroy Dimson, Jeffery Bailey, Bud Haslett and David Chambers

AQR Capital Management, University of Warwick - Finance Group, University College London - Centre for the Study of Decision-Making Uncertainty, Boston University - Department of Finance & Economics, CFA Institute Research Foundation, CFA Institute, Fischer Francis Trees & Watts, Inc., New York University (NYU) - Department of Finance, Minnesota State University, Mankato, CFA Institute, Webster University, Environmental Financial Products, LLC, University of Cambridge - Judge Business School, Target Corporation, CFA Institute Research Foundation and University of Cambridge - Judge Business School, Department of Finance & Accounting

Downloads 86 (285,517)

Abstract:

19.

Keynes, King's and Endowment Asset Management

NBER Working Paper No. w20421

Number of pages: 39 Posted: 22 Sep 2014

David Chambers, Elroy Dimson and Justin Foo

University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and University of Cambridge - Judge Business School

Downloads 28 (466,202)

Abstract:

20.

How Good Was the Profitability of British Railways, 1870–1912?

The Economic History Review, Vol. 64, Issue 3, pp. 798-831, 2011

Number of pages: 34 Posted: 19 Jul 2011

Brian Mitchell, David Chambers and Nick Crafts

affiliation not provided to SSRN, University of Cambridge - Judge Business School, Department of Finance & Accounting and affiliation not provided to SSRN

Downloads 2 (620,969)

Citation 1

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Abstract:

21.

Gentlemanly Capitalism Revisited: A Case Study of the Underpricing of Initial Public Offerings on the London Stock Exchange, 1946–86

The Economic History Review, Vol. 62, No. S1, pp. 31-56, August 2009

Number of pages: 26 Posted: 09 Jul 2009

David Chambers

University of Cambridge - Judge Business School, Department of Finance & Accounting

Downloads 2 (620,969)

Citation 3

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Abstract:

22.

The Norway Model

Journal of Portfolio Management, Vol. 38, No. 2, 2012, pages 67–81, https://doi.org/10.3905/jpm.2012.38.2.067

Posted: 21 May 2019

David Chambers, Elroy Dimson and Antti Ilmanen

University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and AQR Capital Management

David Chambers

University of Cambridge - Judge Business School, Department of Finance & Accounting

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Scholarly Papers (22)

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Out-of-Sample Evidence on the Returns to Currency Trading

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Currency Regimes and the Carry Trade

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How Good Was the Profitability of British Railways, 1870–1912?

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Gentlemanly Capitalism Revisited: A Case Study of the Underpricing of Initial Public Offerings on the London Stock Exchange, 1946–86

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