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Elroy Dimson
Elroy Dimson
Cambridge Judge Business School
Verified email at cam.ac.uk - Homepage
Title
Cited by
Cited by
Year
Risk measurement when shares are subject to infrequent trading
E Dimson
Journal of financial economics 7 (2), 197-226, 1979
36771979
Triumph of the optimists: 101 years of global investment returns
E Dimson, PR Marsh, M Staunton
Princeton Univ Pr, 2002
13842002
Active ownership
E Dimson, O Karakaš, X Li
Review of Financial Studies 28 (12), 3225-3268, 2015
12052015
A brief history of market efficiency
E Dimson, M Mussavian
European Financial Management 4, 91-193, 1988
651*1988
Stock market anomalies
E Dimson
Cambridge Univ Pr, 1988
567*1988
Event study methodologies and the size effect: The case of UK press recommendations
E Dimson, P Marsh
Journal of financial Economics 17 (1), 113-142, 1986
5271986
The worldwide equity premium: A smaller puzzle
E Dimson, P Marsh, M Staunton
Handbook of the Equity Risk Premium, 2007
477*2007
Murphy’s law and market anomalies
E Dimson, P Marsh
Journal of Portfolio Management 25 (2), 53-69, 1999
4691999
IPO underpricing over the very long run
D Chambers, E Dimson
The Journal of Finance 64 (3), 1407-1443, 2009
3462009
The stability of UK risk measures and the problem of thin trading
E Dimson, PR Marsh
The Journal of Finance 38 (3), 753-783, 1983
3351983
Global evidence on the equity risk premium
E Dimson, P Marsh, M Staunton
Journal of Applied Corporate Finance 15 (4), 27-38, 2003
3242003
Divergent ESG ratings
E Dimson, P Marsh, M Staunton
The Journal of Portfolio Management 47 (1), 75-87, 2020
3012020
Forecasting the Market
E Dimson, P Marsh, Staunton
Global investment returns yearbook, 2004
287*2004
An analysis of brokers' and analysts' unpublished forecasts of UK stock returns
E Dimson, P Marsh
The Journal of Finance 39 (5), 1257-1292, 1984
2581984
Capturing the value premium in the United Kingdom
E Dimson, S Nagel, G Quigley
Financial Analysts Journal 59 (6), 35-45, 2003
252*2003
Closed‐end funds: A survey
E Dimson, C Minio‐Kozerski
Financial markets, institutions & instruments 8 (2), 1-41, 1999
2461999
Volatility forecasting without data-snooping
E Dimson, P Marsh
Journal of Banking & Finance 14 (2-3), 399-421, 1990
2071990
Three centuries of asset pricing
E Dimson, M Mussavian
Journal of Banking & Finance 23 (12), 1745-1769, 1999
1841999
Coordinated engagements
E Dimson, O Karakaš, X Li
European Corporate Governance Institute–Finance Working Paper 721, 2021
1822021
The price of wine
E Dimson, P Rousseau, C Spaenjers
Journal of Financial Economics 118 (2), 431-449, 2015
1642015
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