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Elroy Dimson

Institution: London Business School (LBS)

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://www.jbs.cam.ac.uk/faculty-research/faculty-a-z/elroy-dimson/

First Publication: 1979

Most Recent: 2015

RePEc ID: pdi298 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.67 0.00 0.67 -
Last 10 Years 0.00 0.00 0.67 0.00 0.67 -
All Time 0.00 22.87 5.38 1.01 29.26 96%

Publication Statistics

Raw Publications 17
Coauthorship-Adjusted Count 18.85

Publications (17)

Year Article Journal Tier Authors
2015 Keynes the Stock Market Investor: A Quantitative Analysis Journal of Financial and Quantitative Analysis B 3
2015 The price of wine Journal of Financial Economics A 3
2015 Editor's Choice Active Ownership The Review of Financial Studies A 3
2011 Ex post: The investment performance of collectible stamps Journal of Financial Economics A 2
2009 IPO Underpricing over the Very Long Run Journal of Finance A 2
2004 The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds Review of Finance B 2
1999 Three centuries of asset pricing Journal of Banking & Finance B 2
1997 Stress tests of capital requirements Journal of Banking & Finance B 2
1995 Capital Requirements for Securities Firms. Journal of Finance A 2
1990 Volatility forecasting without data-snooping Journal of Banking & Finance B 2
1989 The discount rate for a power station Energy Economics A 1
1986 Event study methodologies and the size effect : The case of UK press recommendations Journal of Financial Economics A 2
1985 Friction in the trading process and risk measurement Economics Letters C 1
1984 An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns. Journal of Finance A 2
1983 The Stability of UK Risk Measures and the Problem of Thin Trading. Journal of Finance A 2
1979 Risk measurement when shares are subject to infrequent trading Journal of Financial Economics A 1
- Art as an Asset: Evidence from Keynes the Collector Review of Asset Pricing Studies B 3