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Publications

by alumni of

University of Illinois at Urbana-Champaign → College of Business → Department of Finance

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2024

  1. Andersen, Steffen & Dimmock, Stephen & Meisner Nielsen, Kasper & Peijnenburg, Kim, 2024, "Extrapolators and Contrarians: Forecast Bias and Household Stock Trading," CEPR Discussion Papers, Centre for Economic Policy Research, number 18810, Feb.

2019

  1. Stephen G. Dimmock & Neng Wang & Jinqiang Yang, 2019, "The Endowment Model and Modern Portfolio Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 25559, Feb.
  2. Stephen G. Dimmock & Jiekun Huang & Scott J. Weisbenner, 2019, "Give Me Your Tired, Your Poor, Your High-Skilled Labor: H-1B Lottery Outcomes and Entrepreneurial Success," NBER Working Papers, National Bureau of Economic Research, Inc, number 26392, Oct.

2018

  1. Peijnenburg, Kim & Dimmock, Steve & Kouwenberg, Roy & Mitchell, Olivia S, 2018, "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," CEPR Discussion Papers, Centre for Economic Policy Research, number 13109, Aug.

2014

  1. Stephen G. Dimmock & William C. Gerken & Zoran Ivković & Scott J. Weisbenner, 2014, "Capital Gains Lock-In and Governance Choices," NBER Working Papers, National Bureau of Economic Research, Inc, number 20176, May.

2013

  1. Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2013, "Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 18743, Jan.

2012

  1. Jeffrey R. Brown & Stephen G. Dimmock & Scott Weisbenner, 2012, "The Supply of and Demand for Charitable Donations to Higher Education," NBER Working Papers, National Bureau of Economic Research, Inc, number 18389, Sep.

2011

  1. Wil liam C. Gerken & Stephen G. Dimmock, 2011, "Predicting Fraud by Investment Managers," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-09, May.

2010

  1. Jeffrey Brown & Stephen G. Dimmock & Jun-Koo Kang & Scott Weisbenner, 2010, "How University Endowments Respond to Financial Market Shocks: Evidence and Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 15861, Apr.

2006

  1. Josef Lakonishok & Louis Chan & Stephen G. Dimmock, 2006, "Benchmarking Money Manager Performance: Issues and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 12461, Aug.

Journal articles

2026

  1. Andersen, Steffen & Dimmock, Stephen G. & Nielsen, Kasper Meisner & Peijnenburg, Kim, 2026, "Extrapolators and contrarians: Forecast bias and individual investor stock trading," Journal of Financial Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.jfineco.2026.104291.

2024

  1. Stephen G. Dimmock & Neng Wang & Jinqiang Yang, 2024, "The Endowment Model and Modern Portfolio Theory," Management Science, INFORMS, volume 70, issue 3, pages 1554-1579, March, DOI: 10.1287/mnsc.2023.4759.

2023

  1. Dimmock, Stephen G. & Feng, Fan & Zhang, Huai, 2023, "Mutual funds' capital gains lock-in and earnings management," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102422.

2022

  1. Stephen G. Dimmock & Jiekun Huang & Scott J. Weisbenner, 2022, "Give Me Your Tired, Your Poor, Your High-Skilled Labor: H-1B Lottery Outcomes and Entrepreneurial Success," Management Science, INFORMS, volume 68, issue 9, pages 6950-6970, September, DOI: 10.1287/mnsc.2021.4152.

2021

  1. Stephen G. Dimmock & William C. Gerken & Tyson Van Alfen, 2021, "Real Estate Shocks and Financial Advisor Misconduct," Journal of Finance, American Finance Association, volume 76, issue 6, pages 3309-3346, December, DOI: 10.1111/jofi.13067.
  2. Stephen G Dimmock & Roy Kouwenberg & Olivia S Mitchell & Kim Peijnenburg, 2021, "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4524-4563.

2018

  1. Stephen G. Dimmock & William C. Gerken & Nathaniel P. Graham, 2018, "Is Fraud Contagious? Coworker Influence on Misconduct by Financial Advisors," Journal of Finance, American Finance Association, volume 73, issue 3, pages 1417-1450, June, DOI: 10.1111/jofi.12613.
  2. Dimmock, Stephen G. & Gerken, William C. & Ivković, Zoran & Weisbenner, Scott J., 2018, "Capital gains lock-in and governance choices," Journal of Financial Economics, Elsevier, volume 127, issue 1, pages 113-135, DOI: 10.1016/j.jfineco.2017.11.001.

2016

  1. Dimmock, Stephen G. & Kouwenberg, Roy & Mitchell, Olivia S. & Peijnenburg, Kim, 2016, "Ambiguity aversion and household portfolio choice puzzles: Empirical evidence," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 559-577, DOI: 10.1016/j.jfineco.2016.01.003.
  2. Stephen G. Dimmock & Roy Kouwenberg & Peter P. Wakker, 2016, "Ambiguity Attitudes in a Large Representative Sample," Management Science, INFORMS, volume 62, issue 5, pages 1363-1380, May, DOI: 10.1287/mnsc.2015.2198.
  3. Stephen G. Dimmock & William C. Gerken, 2016, "Regulatory Oversight and Return Misreporting by Hedge Funds," Review of Finance, European Finance Association, volume 20, issue 2, pages 795-821.

2015

  1. Dimmock, Stephen G. & Gerken, William C. & Marietta-Westberg, Jennifer, 2015, "What determines the allocation of managerial ownership within firms? Evidence from investment management firms," Journal of Corporate Finance, Elsevier, volume 30, issue C, pages 44-64, DOI: 10.1016/j.jcorpfin.2014.11.004.
  2. Stephen Dimmock & Roy Kouwenberg & Olivia Mitchell & Kim Peijnenburg, 2015, "Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field," Journal of Risk and Uncertainty, Springer, volume 51, issue 3, pages 219-244, December, DOI: 10.1007/s11166-015-9227-2.

2014

  1. Jeffrey R. Brown & Stephen G. Dimmock & Jun-Koo Kang & Scott J. Weisbenner, 2014, "How University Endowments Respond to Financial Market Shocks: Evidence and Implications," American Economic Review, American Economic Association, volume 104, issue 3, pages 931-962, March, DOI: 10.1257/aer.104.3.931.

2012

  1. Dimmock, Stephen G. & Gerken, William C., 2012, "Predicting fraud by investment managers," Journal of Financial Economics, Elsevier, volume 105, issue 1, pages 153-173, DOI: 10.1016/j.jfineco.2012.01.002.
  2. Stephen G. Dimmock, 2012, "Background Risk and University Endowment Funds," The Review of Economics and Statistics, MIT Press, volume 94, issue 3, pages 789-799, August.

2010

  1. Dimmock, Stephen G. & Kouwenberg, Roy, 2010, "Loss-aversion and household portfolio choice," Journal of Empirical Finance, Elsevier, volume 17, issue 3, pages 441-459, June.

2009

  1. Louis K. C. Chan & Stephen G. Dimmock & Josef Lakonishok, 2009, "Benchmarking Money Manager Performance: Issues and Evidence," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4553-4599, November.

Chapters

2012

  1. Jeffrey R. Brown & Stephen G. Dimmock & Scott Weisbenner, 2012, "The Supply of and Demand for Charitable Donations to Higher Education," NBER Chapters, National Bureau of Economic Research, Inc, "How the Financial Crisis and Great Recession Affected Higher Education".

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