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
30151979
Triumph of the optimists: 101 years of global investment returns
E Dimson, PR Marsh, M Staunton
Princeton Univ Pr, 2002
12162002
Active ownership
E Dimson, O Karakaş, X Li
Review of Financial Studies 28 (12), 3225-3268, 2015
5222015
A brief history of market efficiency
E Dimson, M Mussavian
European Financial Management 4, 91-193, 1988
497*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
4771986
Stock market anomalies
E Dimson
Cambridge Univ Pr, 1988
454*1988
Murphy’s law and market anomalies
E Dimson, P Marsh
Journal of Portfolio Management 25 (2), 53-69, 1999
4101999
The worldwide equity premium: A smaller puzzle
E Dimson, P Marsh, M Staunton
Handbook of the Equity Risk Premium, 2007
401*2007
Forecasting the Market
E Dimson, P Marsh, Staunton
Global investment returns yearbook, 2004
301*2004
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
2971983
Global evidence on the equity risk premium
E Dimson, P Marsh, M Staunton
Journal of Applied Corporate Finance 15 (4), 27-38, 2003
2902003
IPO underpricing over the very long run
D Chambers, E Dimson
The Journal of Finance 64 (3), 1407-1443, 2009
2692009
An analysis of brokers' and analysts' unpublished forecasts of UK stock returns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
2361984
Closed‐end funds: A survey
E Dimson, C Minio‐Kozerski
Financial Markets, Institutions & Instruments 8 (2), 1-41, 1999
2261999
Capturing the value premium in the United Kingdom
E Dimson, S Nagel, G Quigley
Financial Analysts Journal 59 (6), 35-45, 2003
220*2003
Volatility forecasting without data-snooping
E Dimson, P Marsh
Journal of Banking & Finance 14 (2-3), 399-421, 1990
1871990
Three centuries of asset pricing
E Dimson, M Mussavian
Journal of Banking & Finance 23 (12), 1745-1769, 1999
1611999
UK financial market returns, 1955–2000
E Dimson, P Marsh
The Journal of Business 74 (1), 1-31, 2001
1332001
Capital requirements for securities firms
E Dimson, P Marsh
The Journal of Finance 50 (3), 821-851, 1995
122*1995
The demise of size
E Dimson, P Marsh
Security Market Imperfections in World Wide Equity Markets, 116-143, 2000
108*2000
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Articles 1–20