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Reports & publications

Publications and reports

Olivier Accominotti and David Chambers, 2016, If you’re so smart: John Maynard Keynes and currency speculation in the interwar years. Journal of Economic History, 76 (2): 342-386. (Lead article)

Gennaro Bernile, Vineet Bhagwat and Raghavendra Rau, 2016, What doesn’t kill you will only make you more risk-loving: early-life disasters and CEO behavior. Journal of Finance, in press.

David Chambers and Ali Kabiri, 2016, Keynes and Wall Street. Business History Review, 90(4): 301-328

Emmanuel De George, Xi Li and Lakshmanan Shivakumar, 2016, A review of the IFRS adoption literature. Review of Accounting Studies, 21(3): 898-1004.

Peter Feldhütter, Edith Hotchkiss and Oğuzhan Karakaş, 2016, The value of creditor control in corporate bonds. Journal of Financial Economics, 121(1): 1-27. (Lead article)

Xi Li and Holly Yang, 2016, Mandatory financial reporting and voluntary disclosure: evidence from mandatory IFRS adoption. The Accounting Review, 91(3): 933-953.

Ethan Namvar, Blake Phillips, Kuntara Pukthuanthong and Raghavendra Rau, 2016, Do hedge funds dynamically manage systematic risk? Journal of Banking and Finance, 64: 1-15

Blake Phillips, Kuntara Pukthuanthong and Raghavendra Rau, 2016, Past performance may be an illusion: performance, flows, and fees in mutual funds. Critical Finance Review, 5(2): 351-398.

Melissa Porras Prado, Pedro Saffi and Jason Sturgess, 2016, Ownership structure, limits to arbitrage and stock returns: evidence from equity lending markets. Review of Financial Studies, 29(12): 3211-3244

Scott Richardson, Pedro Saffi and Kari Sigurdsson, 2016, De-leveraging risk. Journal of Financial & Quantitative Analysis, Forthcoming

Reena Aggarwal, Pedro Saffi and Jason Sturgess, 2015, The role of institutional investors in voting: evidence from changes in lendable shares around corporate votes. Journal of Finance, 70:2309-2346.

Ray Ball, Xi Li and Lakshmanan Shivakumar, 2015, Contractibility and transparency of financial statement information prepared under IFRS: evidence from debt contracts around IFRS adoption. Journal of Accounting Research, 53(5): 915-963

David Chambers, Elroy Dimson and Justin Foo, 2015, Keynes the stock market investor: a quantitative analysis. Journal of Financial and Quantitative Analysis, 50(4): 843-868

Elroy Dimson, Oğuzhan Karakaş and Xi Li, 2015, Active ownership. Review of Financial Studies, 28(12): 3225–3268. (Lead article)

Elroy Dimson, Peter Rousseau and Christophe Spaenjers, 2015, The price of wine. Journal of Financial Economics, 118(2): 431–449. (AAWE best paper award winner)

Xi Li, 2015, Accounting conservatism and the cost of capitalism: an international analysis. Journal of Business Finance & Accounting, 42(5-6):555-582.

David Chambers and Rui Esteves, 2014, The first global emerging markets investor: Foreign and Colonial Investment Trust 1880-1913. Explorations in Economic History, 52: 1-21.

Avner Kalay, Oğuzhan Karakaş and Shagun Pant, 2014, The market value of corporate votes: theory and evidence from option prices. Journal of Finance, 69(3): 1235–1271.

Blake Phillips, Kuntara Pukthuanthong and Raghavendra Rau, 2014, Detecting superior mutual fund managers: evidence from copycats. Review of Asset Pricing Studies, 4(2): 286-321.

David Chambers and Elroy Dimson, 2013, Retrospectives: John Maynard Keynes, investment innovator. Journal of Economic Perspectives, 27(3): 1–18

Brad Jones, 2017, Leaning with the Wind: Long-term asset owners and procyclical investing. Journal of Investment Management (Forthcoming)

David Chambers and Elroy Dimson, 2015, The British origins of the US endowment model. Financial Analysts Journal, 71(2), 10-14. (Graham and Dodd Best Perspectives Award Winner)

David Chambers and Richard Smith, 2015. Perspectives on the management of university and college endowments: Asset Allocation, Spending, and Wealth. Journal of Applied Finance, 25(1): 31-45.

Elroy Dimson and Christophe Spaenjers, 2014, Investing in emotional assets. Financial Analysts Journal, 70(2): 18–22.

Sarah Takaki, 2014, Stakeholders Perspectives on Norwegian investment responsibility, Journal of Investment Management, 12(1): 33-44

Mitch Towner, 2014, Norway’s summit on responsible investing, Journal of Investment Management, 12(1): 20-32

David Chambers, Elroy Dimson and Antti Ilmanen, 2012, The Norway model. Journal of Portfolio Management, 38(2): 67–81. (Bernstein Fabozzi/Jacobs Levy Outstanding Article Award)

David Chambers and Elroy Dimson (eds), 2016, Financial Market History. CFA Institute Research Foundation (December).

Elroy Dimson and Paul Marsh, 2016, Smaller Companies Index: Annual Review 2016. London: Numis.

Elroy Dimson, Paul Marsh and Mike Staunton (eds), 2016, Global Investment Returns Sourcebook 2016 Zurich: Credit Suisse Research Institute.

Elroy Dimson, Paul Marsh and Mike Staunton (eds), 2016, Global Investment Returns Yearbook 2016. Zurich: Credit Suisse Research Institute.

Elroy Dimson and Paul Marsh, 2015, Smaller Companies Index: Annual Review 2015. London: Numis.

Elroy Dimson, Paul Marsh and Mike Staunton (eds), 2015, Global Investment Returns Sourcebook 2015 Zurich: Credit Suisse Research Institute.

Elroy Dimson, Paul Marsh and Mike Staunton (eds), 2015, Global Investment Returns Yearbook 2015. Zurich: Credit Suisse Research Institute.

Elroy Dimson, Paul Marsh and Mike Staunton, 2016, Long-term asset returns. In D Chambers and E Dimson, Financial Market History, CFA Institute Research Foundation.

Elroy Dimson, Paul Marsh and Mike Staunton, 2016, Does hiking damage your wealth? Global Investment Returns Yearbook, 5–13.

Elroy Dimson, Paul Marsh and Mike Staunton, 2016, Cycling for the good of your wealth. Global Investment Returns Yearbook, 15–25.

David Chambers, Elroy Dimson and Antti Ilmanen, 2015, How the Norway model evolved. In FJ Fabozzi, BI Jacobs and KN Levy The Bernstein Fabozzi/Jacobs Levy Awards: Volume Three, Institutional Investor Inc.

Elroy Dimson, 2015, Commentary. In D Carney, Inclusive Capitalism: The Pathway to Action, Coalition for Inclusive Capitalism, 145–146.

Elroy Dimson, Paul Marsh and Mike Staunton, 2015, Industries: their rise and fall. Global Investment Returns Yearbook, 5–15.

Elroy Dimson, Paul Marsh and Mike Staunton, 2015, Responsible investing: does it pay to be bad?, Global Investment Returns Yearbook, 17–27.

Elroy Dimson, Paul Marsh and Mike Staunton, 2014, Emerging markets revisited. Global Investment Returns Yearbook, 5–15.

Elroy Dimson, Paul Marsh and Mike Staunton, 2014, The growth puzzle. Global Investment Returns Yearbook, 17–29.

Elroy Dimson, Paul Marsh and Mike Staunton, 2014, A framework for responsible investing. In D Carney and C Freeland, Making Capitalism More Inclusive. Coalition for Inclusive Capitalism.

Elroy Dimson and Christophe Spaenjers, 2014, The investment performance of art and other collectibles. In A Dempster Risk and Uncertainty in the Art World, Bloomsbury Publishing, 219–238.

David Chambers, Elroy Dimson, Arthur Segel and Eva Steiner, 2016, The Role of Real Estate in Endowment Portfolios: The Case of Christ Church, Oxford. Harvard Business School Case 9-216-086.

David Chambers, Elroy Dimson and Luis Viceira, 2016, Clare College, Cambridge: Seeking Investment Opportunity in a Financial Crisis. Harvard Business School Case 9-216-05.

David Chambers, Elroy Dimson and Luis Viceira, 2016, Models of Endowment Asset Management: King’s College, Cambridge. Harvard Business School Case 9-216-023.

David Chambers, Tom Nicholas and Matthew Prebble, 2015, Silicon Fen. Harvard Business School Case 9-815-082.

Pedro Saffi and Jan Simon, 2014, Squeeze to Infinity: Porsche’s Attempt to Acquire Volkswagen, IESE Publishing, Case F-848-E

Chester Spatt, Arnoud Boot, Dennis Logue, Elroy Dimson and FER members, 2016, Corporate Tax Policy. Financial Economists Roundtable.

Jennifer Conrad, Jonathan Karpoff, Craig Lewis, Jay Ritter, Elroy Dimson and FER members, 2015, Statement of the Financial Economists Roundtable: Crowdfunding. Financial Economists Roundtable.

David Chambers, Elroy Dimson and Justin Foo, 2014, Keynes, King’s and endowment asset management. Paper 20421, National Bureau of Economic Research.

Larry Harris, Pete Kyle, Eric Sirri, Elroy Dimson and FER members, 2014, The structure of trading in bond markets. Financial Economists Roundtable.

Martin Skancke, Elroy Dimson, Michael Hoel, Magdalena Kettis, Gro Nystuen and Laura Starks, 2014, Fossil-Fuel Investments in the Norwegian Government Pension Fund Global. Oslo: Norwegian Ministry of Finance.

Elroy Dimson, Idar Kreutzer, Rob Lake, Hege Sjo and Laura Starks, 2013 Responsible Investment and the Norwegian Government Pension Fund Global. Oslo: Norwegian Ministry of Finance.

Larry Harris, Jay Ritter, Stephen Schaefer, Elroy Dimson, and FER members, 2013, Taxes on financial transactions. Financial Economists Roundtable.

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