Stephen G. Dimmock

National University of Singapore

15 Kent Ridge Drive

BIZ 1 #7-63

Singapore, 119245

Singapore

Asian Bureau of Finance and Economic Research (ABFER)

BIZ 2 Storey 4, 04-05

1 Business Link

Singapore, 117592

Singapore

SCHOLARLY PAPERS

21

DOWNLOADS
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Top 5,481

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10,072

SSRN CITATIONS
Rank 3,422

SSRN RANKINGS

Top 3,422

in Total Papers Citations

292

CROSSREF CITATIONS

104

Scholarly Papers (21)

1.

Finding Bernie Madoff: Detecting Fraud by Investment Managers

Number of pages: 62 Posted: 11 Sep 2009 Last Revised: 18 Jan 2011
Stephen G. Dimmock and William Christopher Gerken
National University of Singapore and University of Kentucky - Finance
Downloads 2,737 (6,056)
Citation 1

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Fraud, Investment Fraud, Operational Risk, Ponzi Scheme, SEC, Disclosure, Form ADV, Hedge Funds, Hedge Fund Fraud

2.

Background Risk and University Endowment Funds

Number of pages: 36 Posted: 19 Feb 2007 Last Revised: 14 Feb 2010
Stephen G. Dimmock
National University of Singapore
Downloads 1,028 (27,869)
Citation 12

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Endowment Funds, Background Risk, Asset Allocation, Portfolio Choice, Incomplete Markets

3.

Is Fraud Contagious? Co-Worker Influence on Misconduct by Financial Advisors

Journal of Finance, Forthcoming
Number of pages: 66 Posted: 13 Mar 2015 Last Revised: 25 Jan 2018
National University of Singapore, University of Kentucky - Finance and Texas A&M International University
Downloads 849 (36,472)
Citation 24

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Financial advisors, Financial misconduct, Fraud, Social networks, Peer effects, Career networks

4.
Downloads 769 ( 41,729)
Citation 16

Loss-Aversion and Household Portfolio Choice

Number of pages: 53 Posted: 19 Mar 2008 Last Revised: 25 Nov 2009
Stephen G. Dimmock, Roy Kouwenberg and Roy Kouwenberg
National University of Singapore and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management
Downloads 769 (41,139)
Citation 16

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portfolio choice, loss-aversion, reference points, stock market participation, limited participation, prospect theory

Loss-Aversion and Household Portfolio Choice

Journal of Empirical Finance, Vol. 17, No. 3, pp. 441-459, 2010
Posted: 15 Apr 2011
Stephen G. Dimmock, Roy Kouwenberg and Roy Kouwenberg
National University of Singapore and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management

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Portfolio choice, Loss-aversion, Stock market participation, Limited participation, Prospect theory

5.

Predicting Fraud by Investment Managers

Networks Financial Institute Working Paper No. 2011-WP-09
Number of pages: 47 Posted: 09 May 2011 Last Revised: 08 Aug 2011
William Christopher Gerken and Stephen G. Dimmock
University of Kentucky - Finance and National University of Singapore
Downloads 678 (49,423)
Citation 18

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Fraud, Investment Fraud, Operational Risk, SEC, Disclosure, Form ADV

Benchmarking Money Manager Performance: Issues and Evidence

Number of pages: 61 Posted: 08 Aug 2006 Last Revised: 23 Mar 2009
Louis K.C. Chan, Stephen G. Dimmock and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, National University of Singapore and University of Illinois at Urbana-Champaign
Downloads 445 (82,866)
Citation 5

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Benchmarking, Portfolio Manager, Institutional Investors, Performance Evaluation

Benchmarking Money Manager Performance: Issues and Evidence

Number of pages: 63 Posted: 21 Aug 2006 Last Revised: 21 Jul 2021
Louis K.C. Chan, Stephen G. Dimmock and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, National University of Singapore and University of Illinois at Urbana-Champaign
Downloads 48 (503,239)
Citation 4

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Benchmarking Money Manager Performance: Issues and Evidence

The Review of Financial Studies, Vol. 22, Issue 11, pp. 4553-4599, 2009
Posted: 08 Dec 2009
Louis K.C. Chan, Stephen G. Dimmock and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, National University of Singapore and University of Illinois at Urbana-Champaign

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7.

Real Estate Shocks and Financial Advisor Misconduct

Journal of Finance, Forthcoming
Number of pages: 75 Posted: 14 Jun 2018 Last Revised: 08 Feb 2021
National University of Singapore, University of Kentucky - Finance and Southern Illinois University
Downloads 492 (74,138)
Citation 5

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Financial Advisors, Brokers, Financial Misconduct, Fraud, Household Finance, Real Estate

8.

Misconduct and Fraud by Investment Managers

Finance & Quantitative Methods Research Data, 2018, DOI/10.13023/nsjd-rk62.
Number of pages: 52 Posted: 21 Aug 2018
Stephen G. Dimmock, Joseph Farizo and William Christopher Gerken
National University of Singapore, University of Richmond - E. Claiborne Robins School of Business and University of Kentucky - Finance
Downloads 411 (91,754)
Citation 2

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Fraud, Investment Fraud, Investment Advisors, Investment Advisers, Operational Risk, Regulation, Disclosure, Form ADV

9.

Ambiguity Attitudes in a Large Representative Sample

Netspar Discussion Paper No. 06/2011-054
Number of pages: 67 Posted: 01 Jul 2011 Last Revised: 04 Feb 2015
Stephen G. Dimmock, Roy Kouwenberg, Roy Kouwenberg and Peter P. Wakker
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 392 (96,879)
Citation 25

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Ambiguity aversion, Uncertainty, Portfolio choice, Knightian uncertainty, Non-Expected utility, Reference dependence, Stock market participation, Limited participation

10.
Downloads 328 (118,359)
Citation 14

Capital Gains Lock-In and Governance Choices

Number of pages: 57 Posted: 10 Jul 2013 Last Revised: 17 Nov 2016
National University of Singapore, University of Kentucky - Finance, Michigan State University, Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 314 (123,241)
Citation 1

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Mutual fund, Proxy voting, Corporate governance, Capital-gains tax, Lock-in effect

Capital Gains Lock-In and Governance Choices

Number of pages: 51 Posted: 02 Jun 2014 Last Revised: 19 Aug 2021
National University of Singapore, University of Kentucky - Finance, Michigan State University, Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 14 (720,351)
Citation 10

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Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence

Netspar Discussion Paper No. 09/2012-035 - revised version May 2015
Number of pages: 66 Posted: 16 Oct 2012 Last Revised: 05 Jan 2016
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, University of Pennsylvania - The Wharton School and Netspar
Downloads 188 (204,882)
Citation 17

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ambiguity aversion, stock market participation, household portfolio puzzles, homebias, own-company stock puzzle, portfolio under-diversification, household finance

Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence

Pension Research Council WP 2012-20
Number of pages: 65 Posted: 11 Oct 2012 Last Revised: 18 Feb 2020
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, University of Pennsylvania - The Wharton School and Netspar
Downloads 91 (357,689)
Citation 40

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ambiguity aversion, stock market participation, household portfolio puzzles, homebias, own-company stock puzzle, portfolio under-diversification, household finance

Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence

Number of pages: 59 Posted: 26 Jan 2013 Last Revised: 19 Sep 2021
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, University of Pennsylvania - The Wharton School and Netspar
Downloads 41 (536,819)
Citation 1

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12.
Downloads 268 (146,933)
Citation 1

The Endowment Model and Modern Portfolio Theory

Columbia Business School Research Paper Forthcoming
Number of pages: 52 Posted: 24 Feb 2019 Last Revised: 13 Sep 2021
Stephen G. Dimmock, Neng Wang and Jinqiang Yang
National University of Singapore, Columbia Business School - Finance and Economics and Columbia University
Downloads 250 (157,001)
Citation 1

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endowment model, portfolio choice, liquidity, modern portfolio theory, asset allocation, alternative assets

The Endowment Model and Modern Portfolio Theory

Number of pages: 53 Posted: 19 Feb 2019 Last Revised: 03 Nov 2021
Stephen G. Dimmock, Neng Wang and Jinqiang Yang
National University of Singapore, Columbia Business School - Finance and Economics and Columbia University
Downloads 18 (687,552)

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13.

Regulatory Oversight and Return Misreporting by Hedge Funds

Number of pages: 34 Posted: 04 May 2013 Last Revised: 08 Apr 2016
Stephen G. Dimmock and William Christopher Gerken
National University of Singapore and University of Kentucky - Finance
Downloads 244 (160,669)
Citation 6

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Return misreporting, Hedge funds, Hedge fund regulation, Hedge fund registration

14.

What Determines the Allocation of Managerial Ownership within Firms? Evidence from Investment Management Firms

Number of pages: 62 Posted: 03 Sep 2010 Last Revised: 08 Nov 2017
National University of Singapore, University of Kentucky - Finance and U.S. Securities and Exchange Commission
Downloads 237 (165,257)
Citation 4

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Manager Ownership, Managerial Ownership, Employee Ownership, Agency, Incentives, Institutional Investment Managers

Give Me Your Tired, Your Poor, Your High-Skilled Labor: H-1B Lottery Outcomes and Entrepreneurial Success

Number of pages: 64 Posted: 22 Oct 2019 Last Revised: 08 Jun 2021
Stephen G. Dimmock, Jiekun Huang and Scott J. Weisbenner
National University of Singapore, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 196 (197,371)

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Immigration, H-1B Visa, IPO, Venture Capital, Patent, Innovation, Skilled Labor, High-Skill Immigration, Hiring Constraints

Give Me Your Tired, Your Poor, Your High-Skilled Labor: H-1b Lottery Outcomes and Entrepreneurial Success

Number of pages: 48 Posted: 21 Oct 2019 Last Revised: 13 Aug 2021
Stephen G. Dimmock, Jiekun Huang and Scott J. Weisbenner
National University of Singapore, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 11 (746,031)
Citation 4

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Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

Wharton Pension Research Council Working Paper No. 2018-09
Number of pages: 60 Posted: 20 Aug 2018 Last Revised: 02 Sep 2020
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, University of Pennsylvania - The Wharton School and Netspar
Downloads 154 (243,486)
Citation 1

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household finance, behavioral economics, probability weighting, rank dependent utility, cumulative prospect theory, salience theory, portfolio underdiversification, household portfolio puzzles

Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

Number of pages: 53 Posted: 22 Aug 2018 Last Revised: 12 Nov 2021
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, University of Pennsylvania - The Wharton School and Netspar
Downloads 9 (763,180)
Citation 1

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Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

Number of pages: 55 Posted: 21 Aug 2018
National University of Singapore, Mahidol University, University of Pennsylvania - The Wharton School and Netspar
Downloads 2 (825,463)
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cumulative prospect theory, household finance, household portfolio puzzles, portfolio underdiversification, probability weighting, rank dependent utility, Stock Market Participation

17.

How University Endowments Respond to Financial Market Shocks: Evidence and Implications

Number of pages: 44 Posted: 05 Apr 2010
University of Illinois at Urbana-Champaign - Department of Finance, National University of Singapore, Nanyang Business School, Nanyang Technological University and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 135 (270,092)
Citation 6

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18.

The Capital Gains Lock-In Effect and Earnings Quality

Number of pages: 46 Posted: 30 Dec 2019
Stephen G. Dimmock, Fan Feng and Huai Zhang
National University of Singapore, Beihang University and Nanyang Business School, Nanyang Technological University
Downloads 104 (325,634)

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Earnings Quality, Earnings Management, Capital Gains Tax, Capital Gains Lock-in, Mutual Funds

19.

Online Appendix for 'Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence'

Journal of Financial Economics, 2016, 119(3), 559-577
Number of pages: 13 Posted: 25 May 2017 Last Revised: 12 Oct 2017
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, University of Pennsylvania - The Wharton School and Netspar
Downloads 96 (342,932)
Citation 1

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20.

Estimating Ambiguity Preferences and Perceptions in Multiple Prior Models: Evidence from the Field

Journal of Risk and Uncertainty, vol. 51(3), December 2015
Number of pages: 43 Posted: 05 Jun 2015 Last Revised: 04 Jan 2016
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, University of Pennsylvania - The Wharton School and Netspar
Downloads 87 (364,772)
Citation 7

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ambiguity, decision-making under uncertainty, multiple prior models, alpha-maxmin model

21.

The Supply of and Demand for Charitable Donations to Higher Education

Number of pages: 32 Posted: 15 Sep 2012 Last Revised: 07 Oct 2021
Jeffrey R. Brown, Stephen G. Dimmock and Scott J. Weisbenner
University of Illinois at Urbana-Champaign - Department of Finance, National University of Singapore and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 32 (572,520)

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