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David Chambers

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

Trumpington Street

Cambridge, CB2 1AG

United Kingdom

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

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    • Tel: 44 (0)1223 339700
SCHOLARLY PAPERS

20

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Top 1,130

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19,463

CITATIONS
Rank 14,216

SSRN RANKINGS

Top 14,216

in Total Papers Citations

26

Scholarly Papers (20)

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1.

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
Downloads 7,054 (469)
Citation 2

Abstract:

Keynes, performance measurement, asset allocation, behavioral finance, value investing, endowment, innovation

2.

The Norway Model

Journal of Portfolio Management, Vol. 38, No. 2, 2012, pages 67–81,
Number of pages: 17 Posted: 04 Oct 2011 Last Revised: 20 Mar 2016
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
Downloads 5,897 (637)
Citation 1

Abstract:

Sovereign wealth funds, endowment, pensions, Norway, Government Pension Fund Global

3.

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 1,002 (12,932)
Citation 14

Abstract:

Initial public offering, underpricing, regulation, investor protection, financial history

4.

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 311 (78,689)
Citation 1

Abstract:

law and finance, initial public offering, regulation, investor protection, financial history

5.

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
University of Oxford - Department of Economics and University of Cambridge - Judge Business School, Department of Finance & Accounting
Downloads 272 (83,847)

Abstract:

portfolio choice, closed end funds, mutual funds, financial innovation, emerging markets, financial crisis, contagion, globalization

6.

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 259 (74,689)

Abstract:

Keynes, endowment, investment, history, risk premium, value investing

7.

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 256 (96,761)

Abstract:

financial market history, dimson, chambers, CFA, CFA Institute, CFA Institute Research Foundation

8.

Keynes, King’s and Endowment Asset Management

Downloads 182 (130,939)

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 182 (136,282)

Abstract:

King's College Cambridge, John Maynard Keynes, behavioral finance, endoment asset management, financial history

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:

King’s College Cambridge, John Maynard Keynes, behavioral finance, endowment asset management; financial history

9.

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 176 (61,543)

Abstract:

Initial public offerings; Germany; Financial History; Corporate Law; Stock Markets

10.

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

Downloads 163 (150,396)

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 162 (151,304)

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 (568,796)

Abstract:

carry trade, currency trading strategies, Keynes, momentum, value

11.

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 K. 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 159 (131,613)

Abstract:

law and finance, London Stock Exchange, initial public offerings, securities regulation

12.

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 143 (161,590)
Citation 3

Abstract:

IPO, auction, tender offer, underpricing, British capital market failure

13.

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

Darden Business School Working Paper No. 2179088
Number of pages: 59 Posted: 23 Nov 2012 Last Revised: 01 Dec 2016
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 131 (135,693)

Abstract:

: Economic geography; Global risk sharing; Market integration; Stock exchanges

14.

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 102 (169,162)

Abstract:

Long horizon investing, Yale, Keynes, Investment strategy, illiquid assets

15.

Art Portfolios

Number of pages: 33 Posted: 09 Sep 2015 Last Revised: 22 Mar 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 73 (94,410)

Abstract:

alternative investments; art; portfolios; price indexes; indivisible assets; concentration

16.

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 E Adler, Thomas Oberlechner, Richard Sandor, Elroy Dimson, Jeffery Vaughn Bailey, Bud Haslett and David Chambers
AQR Capital Management, University of Warwick - Finance Group, University College London (UCL), Boston University - Department of Finance & Economics, CFA Institute Research Foundation, CFA Institute, Fischer Francis Trees & Watts, Inc., New York University - Stern School of Business, 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 32 (283,701)

Abstract:

Expected Returns, emotional finance, currency investing, life-cycle investing, inflation, liquidity, financial frictions, ethics, derivatives, equity risk premium

17.

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 17 (441,451)

Abstract:

18.

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 (531,584)
Citation 2

Abstract:

19.

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 (531,584)
Citation 3

Abstract:

20.

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 0 (54,088)

Abstract:

carry, momentum, foreign exchange, currency markets, currency crises

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