Elroy Dimson

9.0k total citations · 3 hit papers
98 papers, 6.1k citations indexed

About

Elroy Dimson is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Elroy Dimson has authored 98 papers receiving a total of 6.1k indexed citations (citations by other indexed papers that have themselves been cited), including 67 papers in Finance, 38 papers in Economics and Econometrics and 29 papers in Accounting. Recurrent topics in Elroy Dimson's work include Financial Markets and Investment Strategies (53 papers), Corporate Finance and Governance (20 papers) and Housing Market and Economics (15 papers). Elroy Dimson is often cited by papers focused on Financial Markets and Investment Strategies (53 papers), Corporate Finance and Governance (20 papers) and Housing Market and Economics (15 papers). Elroy Dimson collaborates with scholars based in United Kingdom, Portugal and Belgium. Elroy Dimson's co-authors include Paul Marsh, Mike Staunton, Oğuzhan Karakaş, Xi Li, Christophe Spaenjers, David Chambers, Marc R. Reinganum, Stefan Nagel, Xi Li and Peter L. Rousseau and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Elroy Dimson

92 papers receiving 5.4k citations

Hit Papers

Risk measurement when shares are subject to infrequent tr... 1979 2026 1994 2010 1979 2015 2020 500 1000 1.5k 2.0k
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Risk measurement when shares are subject to infrequent trading
    1979 2.1k citations Elroy Dimson Journal of Financial Economics profile →
  2. Active Ownership
    2015 755 citations Elroy Dimson, Oğuzhan Karakaş et al. Review of Financial Studies profile →
  3. Divergent ESG Ratings
    2020 214 citations Elroy Dimson, Paul Marsh et al. The Journal of Portfolio Management profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Elroy Dimson United Kingdom 28 4.1k 3.3k 2.4k 1.7k 592 98 6.1k
Owen Lamont United States 27 4.9k 1.2× 4.5k 1.4× 3.2k 1.4× 1.3k 0.7× 934 1.6× 38 7.0k
Alan Kraus Canada 19 3.9k 0.9× 3.3k 1.0× 2.7k 1.2× 1.7k 1.0× 491 0.8× 44 6.2k
Marcin Kacperczyk United Kingdom 32 4.5k 1.1× 3.8k 1.2× 2.9k 1.2× 1.7k 1.0× 332 0.6× 77 6.7k
Roger G. Ibbotson United States 32 5.0k 1.2× 4.4k 1.3× 2.9k 1.2× 1.3k 0.7× 551 0.9× 78 6.8k
Stijn Van Nieuwerburgh United States 38 4.3k 1.0× 2.4k 0.7× 4.0k 1.7× 374 0.2× 1.3k 2.2× 118 6.1k
Ailsa Röell United States 28 2.2k 0.5× 3.0k 0.9× 1.3k 0.6× 779 0.5× 172 0.3× 43 4.3k
Peter L. Rousseau United States 26 1.7k 0.4× 1.5k 0.5× 2.5k 1.0× 334 0.2× 1.2k 2.1× 93 3.9k
Rob Bauer Netherlands 32 2.8k 0.7× 2.7k 0.8× 2.2k 0.9× 2.8k 1.6× 143 0.2× 97 5.8k
Noah Stoffman United States 15 1.2k 0.3× 1.8k 0.5× 1.8k 0.7× 534 0.3× 144 0.2× 24 3.2k
Lilian Ng United States 32 2.7k 0.7× 2.4k 0.7× 2.3k 1.0× 782 0.5× 847 1.4× 91 4.5k

Countries citing papers authored by Elroy Dimson

Since Specialization
Citations

This map shows the geographic impact of Elroy Dimson's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Elroy Dimson with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Elroy Dimson more than expected).

Fields of papers citing papers by Elroy Dimson

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Elroy Dimson. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Elroy Dimson. The network helps show where Elroy Dimson may publish in the future.

Co-authorship network of co-authors of Elroy Dimson

This figure shows the co-authorship network connecting the top 25 collaborators of Elroy Dimson. A scholar is included among the top collaborators of Elroy Dimson based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Elroy Dimson. Elroy Dimson is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Dimson, Elroy, Paul Marsh, & Mike Staunton. (2021). American Exceptionalism: The Long-Term Evidence. The Journal of Portfolio Management. 47(7). 14–26. 3 indexed citations
2.
Chambers, David, et al.. (2020). Seventy-Five Years of Investing for Future Generations. SSRN Electronic Journal. 1 indexed citations
3.
Dimson, Elroy, Paul Marsh, & Mike Staunton. (2018). How long is long term?. 29(2). 42–45.
4.
Dimson, Elroy, Paul Marsh, & Mike Staunton. (2017). HOW SMART IS SMART BETA?. 28(2). 52–55.
5.
Dimson, Elroy, Oğuzhan Karakaş, & Xi Li. (2015). Editor'S choice: : Active ownership. Review of Financial Studies. 28(12). 3225–3268. 111 indexed citations
6.
Chambers, David & Elroy Dimson. (2015). The British Origins of the US Endowment Model. Financial Analysts Journal. 71(2). 10–14. 11 indexed citations
7.
Dimson, Elroy & Christophe Spaenjers. (2011). Research portal (Tilburg University). 73 indexed citations
8.
Dimson, Elroy & Christophe Spaenjers. (2010). Ex post: The investment performance of collectible stamps☆. Journal of Financial Economics. 100(2). 443–458. 21 indexed citations
9.
Dimson, Elroy, et al.. (2007). Endowment Asset Management: Investment Strategies in Oxford and Cambridge. OUP Catalogue. 3 indexed citations
10.
Dimson, Elroy, Paul Marsh, & Mike Staunton. (2006). The Worldwide Equity Premium: A Smaller Puzzle. SSRN Electronic Journal. 42 indexed citations
11.
Dimson, Elroy, et al.. (2004). Capturing the Value Premium in the United Kingdom. 8 indexed citations
12.
Dimson, Elroy, Paul Marsh, & Mike Staunton. (2003). Global Evidence on the Equity Risk Premium. SSRN Electronic Journal. 27 indexed citations
13.
Dimson, Elroy, et al.. (2002). The Closed-End Fund Discount. 26 indexed citations
14.
Dimson, Elroy, Paul Marsh, & Mike Staunton. (2002). Triumph of the Optimists. Princeton University Press eBooks. 447 indexed citations
15.
Dimson, Elroy, et al.. (2001). Value versus Growth in the UK Stock Market, 1955 to 2000. Journal of Medical Genetics. 16(3). 229–32. 2 indexed citations
16.
Dimson, Elroy, Paul Marsh, & Mike Staunton. (2001). Risk and Return in the 20th and 21st Centuries. London Business School Research Online (London Business School).
17.
Dimson, Elroy, et al.. (1998). A Brief History of Market Efficiency and Stock Market Anomalies. 2 indexed citations
18.
Dimson, Elroy & Paul Marsh. (1997). Stress Tests of Capital Requirements. SSRN Electronic Journal. 3 indexed citations
19.
Dimson, Elroy, et al.. (1983). The Stability of UK Risk Measures and The Problem of Thin Trading. The Journal of Finance. 38(3). 753–783. 139 indexed citations
20.
Dimson, Elroy, et al.. (1983). The Stability of UK Risk Measures and the Problem of Thin Trading. The Journal of Finance. 38(3). 753–753. 48 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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