E
Elroy Dimson
Researcher at University of Cambridge
Publications - 99
Citations - 7888
Elroy Dimson is an academic researcher from University of Cambridge. The author has contributed to research in topics: Stock market & Investment (macroeconomics). The author has an hindex of 33, co-authored 98 publications receiving 7422 citations. Previous affiliations of Elroy Dimson include London Business School.
Papers
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Journal ArticleDOI
Risk measurement when shares are subject to infrequent trading
TL;DR: In this paper, the authors present a method for measuring beta when share price data suffer from this problem, using a one-in-three random sample of all U.K. Stock Exchange shares from 1955 to 1974.
Book
Triumph of the Optimists: 101 Years of Global Investment Returns
TL;DR: Triumph of the Optimists as discussed by the authors is a comprehensive and consistent analysis of investment returns for equities, bonds, bills, currencies and inflation, spanning sixteen countries, from the end of the nineteenth century to the beginning of the twenty-first.
Journal ArticleDOI
Event study methodologies and the size effect
Elroy Dimson,Paul Marsh +1 more
TL;DR: In this article, a study of 862 press recommendations demonstrates that the size effect can distort longer-term performance measures, and hence event studies, when the measurement interval is long and event securities differ systematically in size or weighting from the index constituents.
Book ChapterDOI
The Worldwide Equity Premium: A Smaller Puzzle
TL;DR: In this article, the authors used a new database of long-run stock, bond, bill, inflation, and currency returns to estimate the equity risk premium for 17 countries and a world index over a 106-year interval.