Electronic transport at finite voltages in free-standing gold atomic chains of up to 7 atoms in length is studied at low temperatures using a scanning tunneling microscope (STM). The conductance vs voltage curves show that transport in these single-mode ballistic atomic wires is non-dissipative up to a finite voltage threshold of the order of several mV. The onset of dissipation and resistance within the wire corresponds to the excitation of the atomic vibrations by the electrons traversing the wire and is very sensitive to strain.