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Elroy Dimson

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Personal Details

First Name:Elroy
Middle Name:
Last Name:Dimson
Suffix:
RePEc Short-ID:pdi298
Email:
Homepage:http://faculty.london.edu/edimson/
Postal Address:
Phone:+44 20 7000 7000
Location: London, United Kingdom
Homepage: http://www.london.edu/
Email:
Phone: +44 (0) 207 000 000
Fax: +44 (0) 207 000 001
Postal: Regent's Park, London NW1 4SA
Handle: RePEc:edi:lobusuk (more details at EDIRC)
Location: Cambridge, United Kingdom
Homepage: http://www.jbs.cam.ac.uk/
Email:
Phone: +44 (0) 1223 339 700
Fax: +44 (0) 1223 339 701
Postal: Trumpington Street, Cambridge, CB2 1AG
Handle: RePEc:edi:jicamuk (more details at EDIRC)
Location: Oslo, Norway
Homepage: http://www.regjeringen.no/nb/dep/fin.html
Email:
Phone: +47 2224 90 90,
Fax: +47 2224 95 10
Postal: Postboks 8008 Dep, 0030 Oslo
Handle: RePEc:edi:fingvno (more details at EDIRC)
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  1. David Chambers & Elroy Dimson & Justin Foo, 2014. "Keynes, King's and Endowment Asset Management," NBER Working Papers 20421, National Bureau of Economic Research, Inc.
  2. Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2013. "The Price of Wine," Working Papers 164656, American Association of Wine Economists.
  3. Dimson, E. & Spaenjers, C., 2009. "Ex-Post : The Investment Performance of Collectible Stamps," Discussion Paper 2009-64, Tilburg University, Center for Economic Research.
  4. Elroy Dimson & Paul Marsh, 1996. "Stress Tests of Capital Requirements," Center for Financial Institutions Working Papers 96-50, Wharton School Center for Financial Institutions, University of Pennsylvania.
  5. Elroy Dimson & Robin Jeffrey & Martin O'Neill & Colin Robinson & Mike Staunton & David Hawdon (Editor), 1995. "The Nuclear Review," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 81, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  6. Elroy Dimson and Paul Marsh., 1981. "The Stability of UK Risk Measures and the Problem of Thin Trading," Research Program in Finance Working Papers 120, University of California at Berkeley.

    RePEc:dgr:kubcen:200964 is not listed on IDEAS
  1. David Chambers & Elroy Dimson, 2013. "Retrospectives: John Maynard Keynes, Investment Innovator," Journal of Economic Perspectives, American Economic Association, vol. 27(3), pages 213-28, Summer.
  2. Dimson, Elroy & Spaenjers, Christophe, 2011. "Ex post: The investment performance of collectible stamps," Journal of Financial Economics, Elsevier, vol. 100(2), pages 443-458, May.
  3. David Chambers & Elroy Dimson, 2009. "IPO Underpricing over the Very Long Run," Journal of Finance, American Finance Association, vol. 64(3), pages 1407-1443, 06.
  4. Elroy Dimson & Bernd Hanke, 2004. "The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds," Review of Finance, Springer, vol. 8(1), pages 19-47.
  5. Edward Altman & George Benston & Gerald Bierwag & Marshall Blume & Richard Brealey & Willard Carleton & Andrew Chen & Elroy Dimson & Franklin Edwards & Robert Eisenbeis & Wayne Ferson & Mark Flannery , 2004. "The Controversy Over Executive Compensation," Journal of Applied Corporate Finance, Morgan Stanley, vol. 16(1), pages 108-111.
  6. Elroy Dimson & Paul Marsh & Mike Staunton, 2003. "Global Evidence On The Equity Risk Premium," Journal of Applied Corporate Finance, Morgan Stanley, vol. 15(4), pages 27-38.
  7. Siegel, Jeremy J., 2003. "Triumph of the Optimists: 101 Years of Global Investment Returns by Elroy Dimson, Paul March, and Michael Staunton, Princeton University Press, 2002," Journal of Pension Economics and Finance, Cambridge University Press, vol. 2(01), pages 91-95, March.
  8. Dimson, Elroy & Marsh, Paul, 2001. "U.K. Financial Market Returns, 1955-2000," The Journal of Business, University of Chicago Press, vol. 74(1), pages 1-31, January.
  9. Dimson, Elroy & Mussavian, Massoud, 1999. "Three centuries of asset pricing," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1745-1769, December.
  10. Elroy Dimson & Massoud Mussavian, 1998. "A brief history of market efficiency," European Financial Management, European Financial Management Association, vol. 4(1), pages 91-103.
  11. Dimson, Elroy & Marsh, Paul, 1997. "Stress tests of capital requirements," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1515-1546, December.
  12. Dimson, Elroy & Marsh, Paul, 1995. " Capital Requirements for Securities Firms," Journal of Finance, American Finance Association, vol. 50(3), pages 821-51, July.
  13. Dimson, Elroy & Marsh, Paul, 1990. "Volatility forecasting without data-snooping," Journal of Banking & Finance, Elsevier, vol. 14(2-3), pages 399-421, August.
  14. Dimson, Elroy, 1989. "The discount rate for a power station," Energy Economics, Elsevier, vol. 11(3), pages 175-180, July.
  15. Dimson, Elroy & Fraletti, Paulo, 1986. "Brokers' Recommendations: The Value of a Telephone Tip," Economic Journal, Royal Economic Society, vol. 96(381), pages 139-59, March.
  16. Dimson, Elroy & Marsh, Paul, 1986. "Event study methodologies and the size effect : The case of UK press recommendations," Journal of Financial Economics, Elsevier, vol. 17(1), pages 113-142, September.
  17. Dimson, Elroy, 1985. "Friction in the trading process and risk measurement," Economics Letters, Elsevier, vol. 18(2-3), pages 251-254.
  18. Dimson, Elroy & Marsh, Paul R, 1984. " An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns," Journal of Finance, American Finance Association, vol. 39(5), pages 1257-92, December.
  19. Dimson, E & Marsh, P R, 1983. " The Stability of UK Risk Measures and the Problem of Thin Trading," Journal of Finance, American Finance Association, vol. 38(3), pages 753-83, June.
  20. Dimson, Elroy, 1979. "Risk measurement when shares are subject to infrequent trading," Journal of Financial Economics, Elsevier, vol. 7(2), pages 197-226, June.
  1. David Chambers & Elroy Dimson & Justin Foo, 2013. "Keynes, King's, and Endowment Asset Management," NBER Chapters, in: How the Financial Crisis and Great Recession Affected Higher Education, pages 127-150 National Bureau of Economic Research, Inc.
  1. Acharya, Shanta & Dimson, Elroy, 2007. "Endowment Asset Management: Investment Strategies in Oxford and Cambridge," OUP Catalogue, Oxford University Press, number 9780199210916, March.
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2013-12-15. Author is listed
  2. NEP-CUL: Cultural Economics (1) 2013-12-15. Author is listed
  3. NEP-HIS: Business, Economic & Financial History (1) 2014-12-03. Author is listed
  4. NEP-HPE: History & Philosophy of Economics (1) 2014-12-03. Author is listed
  5. NEP-PKE: Post Keynesian Economics (1) 2014-12-03. Author is listed
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