Elroy Dimson

Best Publications

• Risk measurement when shares are subject to infrequent trading

  Elroy Dimson

  3789
  Citations

• Active Ownership

  Unknown

  1041
  Citations

• Triumph of the Optimists: 101 Years of Global Investment Returns

  Elroy Dimson;Paul Marsh;Mike Staunton

  885
  Citations

• A brief history of market efficiency

  Elroy Dimson;Massoud Mussavian

  479
  Citations

• Murphy's Law and Market Anomalies

  Elroy Dimson;Paul Marsh

  465
  Citations

• Event study methodologies and the size effect

  Elroy Dimson;Paul Marsh

  430
  Citations

• Triumph of the Optimists

  Elroy Dimson;Paul Marsh;Mike Staunton

  418
  Citations

• IPO Underpricing over the Very Long Run

  David Chambers;Elroy Dimson

  349
  Citations

• GLOBAL EVIDENCE ON THE EQUITY RISK PREMIUM

  Elroy Dimson;Paul Marsh;Mike Staunton

  337
  Citations

• The Stability of UK Risk Measures and The Problem of Thin Trading

  E. Dimson;P. R. Marsh

  322
  Citations

• Divergent ESG Ratings

  Elroy Dimson;Paul Marsh;Mike Staunton

  302
  Citations

• The Worldwide Equity Premium: A Smaller Puzzle

  Elroy Dimson;Paul Marsh;Mike Staunton

  285
  Citations

• Closed‐End Funds: A Survey

  Elroy Dimson;Carolina Minio-Kozerski

  274
  Citations

• An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns

  Elroy Dimson;Paul Marsh

  260
  Citations

• Volatility forecasting without data-snooping

  Elroy Dimson;Paul Marsh

  204
  Citations

• Capturing the Value Premium in the United Kingdom

  Elroy Dimson;Stefan Nagel;Garrett Quigley

  197
  Citations

• Editor'S choice: : Active ownership

  Elroy Dimson;Oguzhan Karakas;Xi Li

  193
  Citations

• Three centuries of asset pricing

  Elroy Dimson;Massoud Mussavian

  189
  Citations

• The price of wine

  Elroy Dimson;Elroy Dimson;Peter L. Rousseau;Christophe Spaenjers

  175
  Citations

• Stock market anomalies

  Marc Reinganum;Elroy Dimson

  169
  Citations