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Elroy Dimson

Personal Details

First Name:Elroy
Middle Name:
Last Name:Dimson
Suffix:
RePEc Short-ID:pdi298
http://faculty.london.edu/edimson/
+44 20 7000 7000

Affiliation

(45%) London Business School (LBS)

London, United Kingdom
http://www.london.edu/

: +44 (0) 207 000 000
+44 (0) 207 000 001
Regent's Park, London NW1 4SA
RePEc:edi:lobusuk (more details at EDIRC)

(45%) Judge Business School
University of Cambridge

Cambridge, United Kingdom
http://www.jbs.cam.ac.uk/

: +44 (0) 1223 339 700
+44 (0) 1223 339 701
Trumpington Street, Cambridge, CB2 1AG
RePEc:edi:jicamuk (more details at EDIRC)

(10%) Finansdepartementet
Government of Norway

Oslo, Norway
http://www.regjeringen.no/nb/dep/fin.html

: +47 2224 90 90,
+47 2224 95 10
Postboks 8008 Dep, 0030 Oslo
RePEc:edi:fingvno (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  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. Elroy Dimson & Christophe Spaenjers, 2014. "Investing in Emotional Assets," Post-Print hal-00998271, HAL.
  3. Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2013. "The Price of Wine," Working Papers 164656, American Association of Wine Economists.
  4. Dimson, E. & Spaenjers, C., 2009. "Ex-Post : The Investment Performance of Collectible Stamps," Discussion Paper 2009-64, Tilburg University, Center for Economic Research.
  5. 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.
  6. 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.
  7. 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.

Articles

  1. Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2015. "The price of wine," Journal of Financial Economics, Elsevier, vol. 118(2), pages 431-449.
  2. Chambers, David & Dimson, Elroy & Foo, Justin, 2015. "Keynes the Stock Market Investor: A Quantitative Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 50(04), pages 843-868, August.
  3. David Chambers & Elroy Dimson, 2013. "Retrospectives: John Maynard Keynes, Investment Innovator," Journal of Economic Perspectives, American Economic Association, vol. 27(3), pages 213-228, Summer.
  4. 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.
  5. David Chambers & Elroy Dimson, 2009. "IPO Underpricing over the Very Long Run," Journal of Finance, American Finance Association, vol. 64(3), pages 1407-1443, June.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Dimson, Elroy & Mussavian, Massoud, 1999. "Three centuries of asset pricing," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1745-1769, December.
  12. Elroy Dimson & Massoud Mussavian, 1998. "A brief history of market efficiency," European Financial Management, European Financial Management Association, vol. 4(1), pages 91-103.
  13. Dimson, Elroy & Marsh, Paul, 1997. "Stress tests of capital requirements," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1515-1546, December.
  14. Dimson, Elroy & Marsh, Paul, 1995. " Capital Requirements for Securities Firms," Journal of Finance, American Finance Association, vol. 50(3), pages 821-851, July.
  15. Dimson, Elroy & Marsh, Paul, 1990. "Volatility forecasting without data-snooping," Journal of Banking & Finance, Elsevier, vol. 14(2-3), pages 399-421, August.
  16. Dimson, Elroy, 1989. "The discount rate for a power station," Energy Economics, Elsevier, vol. 11(3), pages 175-180, July.
  17. Dimson, Elroy & Fraletti, Paulo, 1986. "Brokers' Recommendations: The Value of a Telephone Tip," Economic Journal, Royal Economic Society, vol. 96(381), pages 139-159, March.
  18. 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.
  19. Dimson, Elroy, 1985. "Friction in the trading process and risk measurement," Economics Letters, Elsevier, vol. 18(2-3), pages 251-254.
  20. 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 1257-1292, December.
  21. 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 753-783, June.
  22. Dimson, Elroy, 1979. "Risk measurement when shares are subject to infrequent trading," Journal of Financial Economics, Elsevier, vol. 7(2), pages 197-226, June.

Chapters

  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.

Books

  1. Acharya, Shanta & Dimson, Elroy, 2007. "Endowment Asset Management: Investment Strategies in Oxford and Cambridge," OUP Catalogue, Oxford University Press, number 9780199210916.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors
  2. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  3. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  7. Number of Journal Pages, Weighted by Simple Impact Factor
  8. Number of Journal Pages, Weighted by Recursive Impact Factor
  9. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  10. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  11. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  12. Euclidian citation score

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AGR: Agricultural Economics (1) 2013-12-15
  2. NEP-CUL: Cultural Economics (1) 2013-12-15
  3. NEP-HIS: Business, Economic & Financial History (1) 2014-12-03
  4. NEP-HPE: History & Philosophy of Economics (1) 2014-12-03
  5. NEP-PKE: Post Keynesian Economics (1) 2014-12-03

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