Elroy Dimson

12 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-3776-7988

Cambridge Judge Business School, Trumpington Street, Cambridge CB2 1AG, United Kingdom; London Business School, Regent׳s Park, London NW1 4SA, United Kingdom

Publications

• Active Ownership — The Review of Financial Studies 2015
• Keynes the Stock Market Investor: A Quantitative Analysis — Journal of Financial and Quantitative Analysis 2015
• The price of wine — Journal of Financial Economics 2015
• Ex post: The investment performance of collectible stamps — Journal of Financial Economics 2011
• IPO Underpricing over the Very Long Run — The Journal of Finance 2009
• The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds — Review of Finance 2004
• Book review. Financial Markets and Corporate Finance: Selected Papers of Michael J Brennan — The Review of Financial Studies 2001
• Capital Requirements for Securities Firms — The Journal of Finance 1995
• Event study methodologies and the size effect: The case of UK press recommendations — Journal of Financial Economics 1986
• An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns — The Journal of Finance 1984
• The Stability of UK Risk Measures and The Problem of Thin Trading — The Journal of Finance 1983
• Risk measurement when shares are subject to infrequent trading — Journal of Financial Economics 1979