Jianping Mei : Citation Profile


Are you Jianping Mei?

Cheung Kong Graduate School of Business

19

H index

23

i10 index

1083

Citations

RESEARCH PRODUCTION:

31

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1989 - 2015). See details.
   Cites by year: 41
   Journals where Jianping Mei has often published
   Relations with other researchers
   Recent citing documents: 102.    Total self citations: 11 (1.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme634
   Updated: 2021-11-28    RAS profile: 2014-12-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jianping Mei.

Is cited by:

Renneboog, Luc (53)

Spaenjers, Christophe (32)

Kräussl, Roman (18)

Penasse, Julien (18)

Goetzmann, William (16)

Guidolin, Massimo (15)

Seckin, Aylin (12)

Schindler, Felix (12)

Graddy, Kathryn (12)

Hafner, Christian (11)

Hoesli, Martin (11)

Cites to:

Campbell, John (31)

Ginsburgh, Victor (14)

Harvey, Campbell (13)

Maniadis, Zacharias (12)

Goetzmann, William (11)

French, Kenneth (11)

Bekaert, Geert (9)

Rosen, Harvey (9)

List, John (8)

Fama, Eugene (8)

Flachaire, Emmanuel (6)

Main data


Where Jianping Mei has published?


Journals with more than one article published# docs
The Journal of Real Estate Finance and Economics8
Journal of Finance3
European Financial Management3
Journal of Banking & Finance2
Japan and the World Economy2
Journal of International Money and Finance2
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Jianping Mei (2021 and 2020)


YearTitle of citing document
2021.

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2020The US Term Structure and Return Volatility in Global REIT Markets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Yuksel, Aydin. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:3:p:84-109.

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2020Pump and Dumps in the Bitcoin Era: Real Time Detection of Cryptocurrency Market Manipulations. (2020). Stefa, Julinda ; Sassi, Francesco ; Mei, Alessandro ; la Morgia, Massimo. In: Papers. RePEc:arx:papers:2005.06610.

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2020Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies. (2020). Elendner, Hermann ; Hardle, Wolfgang Karl ; Trimborn, Simon ; Petukhina, Alla. In: Papers. RePEc:arx:papers:2009.04461.

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2020Pricing the Information Quantity in Artworks. (2020). Xue, Changyong ; Tu, Zhiyong ; Ju, Lan. In: Papers. RePEc:arx:papers:2011.09129.

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2021Profit and loss manipulations by online trading brokers. (2021). Wright, Lascelles ; Shahtahmassebi, Golnaz. In: Papers. RePEc:arx:papers:2107.14055.

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2021Measuring Firms Intrinsic Values in an Emerging Economy: Evidence from Bangladesh. (2021). Fatema-Tuz-Johra, ; Islam, Md Rashidul ; Dewri, Leo Vashkor ; Rahman, Mizanur M. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:429-445.

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2020Commonality in liquidity and multilateral trading facilities. (2020). Mekhaimer, Mohamed ; Jain, Pankaj K ; Mortal, Sandra. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:481-502.

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2020Systematic Liquidity Risk Premia. (2020). Hong, Sanghyun ; Boyle, Glenn. In: Working Papers in Economics. RePEc:cbt:econwp:20/15.

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2020Auctions with Signaling Concerns. (2020). Bos, Olivier ; Truyts, Tom. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8650.

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2020Does nudity sell? An econometric analysis of the value of female nudity in Modigliani portraits. (2020). Vermeylen, Filip ; Crotta, Alessia. In: ACEI Working Paper Series. RePEc:cue:wpaper:awp-02-2020.

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2021Do local firms employ political activities to respond to political uncertainty?. (2021). Geng, Hongyan ; Cheng, Maoyong. In: Journal of Asian Economics. RePEc:eee:asieco:v:73:y:2021:i:c:s1049007820301500.

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2020The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300.

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2021Market Efficiency of US REITs: A Revisit. (2021). Ahn, Kwangwon ; Kim, Dongshin ; Jang, Hanwool ; Ryu, Inug. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921004240.

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2020The unintended real effects of short selling in an emerging market. (2020). Yin, Sirui ; Ni, Xiaoran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301036.

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2020Investor overconfidence and the security market line: New evidence from China. (2020). Li, Youwei ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301299.

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2021Reading between the lines in the art market: Lack of transparency and price heterogeneity as an indicator of multiple equilibria. (2021). Vecco, Marilena ; Prieto-Rodriguez, Juan. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001760.

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2020Art in Africa: Hedonic price analysis of the South African fine art auction market, 2009–2014. (2020). Fedderke, Johannes ; Li, Kaini. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:88-101.

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2020The effect of domestic and foreign risks on an emerging stock market: A time series analysis. (2020). Kirikkaleli, Dervis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302997.

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2020An options-based approach to analyze auction guarantees in the art market. (2020). Cifuentes, Arturo ; Charlin, Ventura. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304498.

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2020The contagion effects of volatility indices across the U.S. and Europe. (2020). Huang, Tze-Chin ; Chiang, Shu-Mei ; Chen, Chun-Da. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301315.

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2021Economic policy uncertainty and illiquidity return premium. (2021). Hsieh, Hui-Ching ; Thinh, Van Quoc. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301820.

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2021The daily relationship between U.S. asset prices and stock prices of American countries. (2021). Paphakin, Warinthorn ; Chin, Chang-Chiang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000346.

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2020Individual investors propensity to speculate and A-share premiums in Chinas A-shares and H-shares. (2020). Yang, Fan ; Tian, Gaoliang ; Chen, Jun. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119305229.

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2021Measuring alternative asset prices in an emerging market: The case of the South African art market. (2021). Boshoff, Willem ; Binge, Laurie. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014120305975.

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2021The valuation effect of stock dividends or splits: Evidence from a catering perspective. (2021). Xu, Xin ; Liu, Yu-Jane ; Hu, Conghui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:163-179.

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2021The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Fatemian, Farhad ; You, Wanhai ; Li, Yehua ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001031.

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2020The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302040.

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2021Corporate governance quality and financial leverage: Evidence from China. (2021). Chen, Zhongfei ; Li, Kexin ; Zhou, Mengling. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302933.

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2020Rich men’s hobby or question of personality: Who considers collectibles as alternative investment?. (2020). Wagner, Niklas ; Kleine, Jens ; Peschke, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319309857.

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2020Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe. (2020). Demir, Ender ; Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320306310.

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2021Kimchi premium and speculative trading in bitcoin. (2021). Eom, Yunsung. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319301357.

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2021Deleveraging commonality. (2021). Zhu, Ning ; Liu, Yu-Jane. In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300513.

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2020Third-party signals and sales to expert-agent buyers: Quality indicators in the contemporary visual arts market. (2020). , Maurice ; Kackovic, Monika ; Wijnberg, Nachoem M ; Ebbers, Joris J ; Weinberg, Charles B. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:37:y:2020:i:3:p:587-601.

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2021Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures. (2021). Krištoufek, Ladislav ; Demir, Ender ; Mitra, Subrata Kumar ; Assaf, Ata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000317.

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2020Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework. (2020). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Corbet, Shaen ; Akyildirim, Erdinc. In: International Review of Law and Economics. RePEc:eee:irlaec:v:63:y:2020:i:c:s0144818819301991.

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2020Are syndicated loans truly less expensive?. (2020). de Las, Maria ; Tribo, Josep A ; Cortes, Janko Hernandez. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620302041.

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2020Market manipulation and innovation. (2020). Tarsalewska, Monika ; Peter, Rejo ; Ji, Shan ; Cumming, Douglas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620302193.

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2021Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program. (2021). Wang, Shujing ; Liu, Clark ; John, K C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000601.

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2020Investor preferences between the sharing economy and incumbent firms. (2020). Valliere, Dave ; de Lange, Deborah . In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:37-47.

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2021Determinants of art prices and performance by movements: Long-run evidence from an emerging market. (2021). Garay, Urbi. In: Journal of Business Research. RePEc:eee:jbrese:v:127:y:2021:i:c:p:413-426.

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2021Art return rates from old master paintings to contemporary art. (2021). Stepanova, Elena ; Etro, Federico. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:181:y:2021:i:c:p:94-116.

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2021Strength of words: Donald Trumps tweets, sanctions and Russias ruble. (2021). Ledyaeva, Svetlana ; Fedorova, Elena ; Afanasyev, Dmitriy O. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:253-277.

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2021Perceptions of the threat to national security and the stock market. (2021). Lambe, Brendan J ; Wisniewski, Tomasz Piotr. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:186:y:2021:i:c:p:504-522.

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2020Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks. (2020). Pavlidis, Efthymios ; Vasilopoulos, Kostas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301789.

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2020Liberalization and asymmetric information flow dynamics in the Chinese equity markets. (2020). Barkoulas, John T ; Alhaj-Yaseen, Yaseen S ; Ouandlous, Arav . In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300908.

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2020Investor Sentiment and Stock Price Premium Validation with Siamese Twins from China. (2020). Ran, Jimmy ; Li, Yuan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x2030044x.

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2021Turnover premia in Chinas stock markets. (2021). Yeh, Chung-Ying ; Chen, Wei ; Zhang, Bing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306995.

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2021Stock price manipulation, short-sale constraints, and breadth-return relationship. (2021). Sun, Zhenzhen ; Lv, Dayong ; Cao, Zhiqi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000639.

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2020The impact of capacity-reduction initiatives on the stock market value of Chinese manufacturing firms. (2020). Liang, Tianheng ; Fan, DI ; Zhang, Haomin. In: International Journal of Production Economics. RePEc:eee:proeco:v:223:y:2020:i:c:s0925527319303603.

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2020Dynamics of the global fine art market prices. (2020). Lefur, Eric ; le Fur, Eric. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:167-180.

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2020Feedback trading strategies and long-term volatility. (2020). Koulakiotis, Athanasios ; Kiohos, Apostolos ; Babalos, Vassilios ; Kyriakou, Maria I. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:181-189.

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2020Noise trading, institutional trading, and opinion divergence: Evidence on intraday data in the Chinese stock market. (2020). Zhang, Lin ; Zhao, Tiao ; Hu, Yingyi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:74-89.

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2020Governance quality, bank price synchronicity and political uncertainty. (2020). Lin, Kun-Li ; Phan, Thu ; Doan, Anh-Tuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:231-262.

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2021Vice or virtue? The impact of earnings management on bank loan agreements. (2021). Yi, Ha-Chin ; Kim, Yura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:303-324.

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2021The existence and motivations of irrational loan herding and its impact on bank performance when considering different market periods. (2021). Lee, Yen-Hsien ; Lu, Yang-Cheng ; Fang, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:420-443.

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2021Covid-19 health policy intervention and volatility of Asian capital markets. (2021). Hunjra, Ahmed ; Hammami, Helmi ; Arunachalam, Murugesh ; Kijkasiwat, Ploypailin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:169:y:2021:i:c:s0040162521002729.

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2020The dynamics of listed property companies in Indonesia. (2020). Razali, Muhammad Najib ; Nguyen, Thi Kim . In: Journal of Property Investment & Finance. RePEc:eme:jpifpp:jpif-06-2019-0073.

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2020Children’s toy or grown-ups’ gamble? LEGO sets as an alternative investment. (2020). Sharma, Satish ; Ghimire, Binam ; Shimkus, Nikita ; Shanaev, Savva. In: Journal of Risk Finance. RePEc:eme:jrfpps:jrf-02-2020-0021.

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2020How the Coronavirus Crisis Affected Japanese Industries: Evidence from the Stock Market. (2020). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:20061.

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2020Overreaction in the REITs Market: New Evidence from Quantile Autoregression Approach. (2020). Julio, Ivan F ; Manohar, Catherine Anitha ; Ngene, Geoffrey M. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:282-:d:445319.

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2020Monthly Art Market Returns. (2020). Hafner, Christian M ; Ghysels, Eric ; Fabian, . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:100-:d:360049.

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2021Sectoral Performance and the Government Interventions during COVID-19 Pandemic: Australian Evidence. (2021). Huynh, Nhan ; Dao, Anh ; Nguyen, Dat . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:178-:d:534775.

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2021An Analysis on the NASDAQ’s Potential for Sustainable Investment Practices during the Financial Shock from COVID-19. (2021). Brunet, Neus Vila ; el Zein, Samer Ajour ; Shields, Rachel. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:7:p:3748-:d:525366.

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2020Gender board diversity and the cost of bank loans. (2020). Tsoukas, Serafeim ; Kokas, Sotirios ; Karavitis, Panagiotis. In: Working Papers. RePEc:gla:glaewp:2020_25.

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2020Lego - The Toy Of Smart Investors. (2020). Dobrynskaya, Victoria ; Kishilova, Julia. In: HSE Working papers. RePEc:hig:wpaper:80/fe/2020.

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2020Fractional Equity, Blockchain, and the Future of Creative Work. (2020). Kräussl, Roman ; Kraussl, Roman ; Whitaker, Amy. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:10:p:4594-4611.

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2020Too Much Trust in Group Decisions: Uncovering Hidden Profiles by Groups and Markets. (2020). Budescu, David V ; MacIejovsky, Boris. In: Organization Science. RePEc:inm:ororsc:v:31:y:2020:i:6:p:1497-1514.

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2020Diversification and portfolio theory: a review. (2020). Koumou, Gilles Boevi. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00352-6.

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2020Art investment: hedging or safe haven through financial crises. (2020). Ozturkkal, Belma ; Togan-Erican, Asli. In: Journal of Cultural Economics. RePEc:kap:jculte:v:44:y:2020:i:3:d:10.1007_s10824-019-09371-2.

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2020Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models. (2020). White, Robert ; Geltner, David ; Francke, Marc ; Minne, Alex. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:60:y:2020:i:4:d:10.1007_s11146-018-9692-x.

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2020Detecting Bubbles in the US and UK Real Estate Markets. (2020). Tunaru, Radu S ; Panopoulou, Ekaterini ; Kynigakis, Iason ; Fabozzi, Frank J. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:60:y:2020:i:4:d:10.1007_s11146-018-9693-9.

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2021What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data. (2021). Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:1:d:10.1007_s11146-019-09733-9.

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2021Short-Term and Long-Term Discount Rates For Real Estate Investment Trusts. (2021). Giambona, Erasmo ; Giaccotto, Carmelo ; Zhao, Yanhui. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:3:d:10.1007_s11146-020-09750-z.

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2021The application of proxy methods for estimating the cost of equity for unlisted companies: evidence from listed firms. (2021). Sadeghi, Mehdi ; Sarmiento, Julio ; Cayon, Edgardo ; Sandoval, Juan S. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00968-3.

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2020A magyar festménypiac pénzügyi szemmel. (2020). Varadi, Kata ; Teszarik, Eszter. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1941.

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2020When a Master Dies: Speculation and Asset Float. (2020). Scheinkman, Jose ; Renneboog, Luc ; Penasse, Julien . In: NBER Working Papers. RePEc:nbr:nberwo:26831.

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2020Chinas Model of Managing the Financial System. (2020). Xiong, Wei ; Brunnermeier, Markus ; Sockin, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:27171.

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2021Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits. (2021). Wei, Chishen ; Titman, Sheridan ; Zhao, Bin. In: NBER Working Papers. RePEc:nbr:nberwo:29212.

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2020.

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2021Investor Sentiment, Idiosyncratic Risk, and Stock Price Premium: Evidence From Chinese Cross-Listed Companies. (2021). Zhang, YU ; Li, Yuan. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211024621.

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2020Stock market evidence on the international transmission channels of US monetary policy surprises. (2020). Nitschka, Thomas ; Maurer, Tim D. In: Working Papers. RePEc:snb:snbwpa:2020-10.

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2020Does the EVA valuation model explain the market value of equity better under changing required return than constant required return?. (2020). Behera, Sujata. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-019-0167-8.

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2020Robust examination of political structural breaks and abnormal stock returns in Egypt. (2020). Eldomiaty, Tarek Ibrahim ; Hakam, Mohamed Nabil ; Magdy, Nebal ; Anwar, Marwa. In: Future Business Journal. RePEc:spr:futbus:v:6:y:2020:i:1:d:10.1186_s43093-020-00014-z.

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2020The effect of corruption on stock market volatility. (2020). Spyromitros, Eleftherios. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:10:y:2020:i:2:f:10_2_6.

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2020Art Return Rates from Old Master Paintings to Contemporary Art. (2020). Stepanova, Elena ; Etro, Federico. In: LEM Papers Series. RePEc:ssa:lemwps:2020/30.

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2021Call auction, continuous trading and closing price formation. (2021). Zhou, Guangyou ; Luo, Sumei ; Li, Jiayi. In: Quantitative Finance. RePEc:taf:quantf:v:21:y:2021:i:6:p:1037-1065.

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2020When a Master Dies : Speculation and Asset Float. (2020). Renneboog, Luc ; Scheinkman, Jose ; Penasse, Julien . In: Discussion Paper. RePEc:tiu:tiucen:33ff63e3-8842-44c7-92f5-6cb3e93370c0.

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2021Art in Times of Crisis. (2021). Renneboog, Luc ; Oosterlinck, Kim ; David, Geraldine. In: Discussion Paper. RePEc:tiu:tiucen:34925083-7378-4691-ba63-60e2ca45acfb.

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2021Pricing Art and the Art of Pricing : On Returns and Risk in Art Auction Markets. (2021). Renneboog, Luc ; Ma, X ; Li, Yuexin. In: Discussion Paper. RePEc:tiu:tiucen:8d25ec25-78dc-4cdc-b054-f1f3b50053a8.

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2021In Art We Trust. (2021). Renneboog, Luc ; Ma, X ; Li, Yuexin. In: Discussion Paper. RePEc:tiu:tiucen:b9bb6522-9f8d-4c51-b039-3e1ed97e215e.

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2020When a Master Dies : Speculation and Asset Float. (2020). Renneboog, Luc ; Scheinkman, Jose ; Penasse, Julien. In: Other publications TiSEM. RePEc:tiu:tiutis:33ff63e3-8842-44c7-92f5-6cb3e93370c0.

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2021Art in Times of Crisis. (2021). Renneboog, Luc ; Oosterlinck, Kim ; David, Geraldine. In: Other publications TiSEM. RePEc:tiu:tiutis:34925083-7378-4691-ba63-60e2ca45acfb.

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2021Pricing Art: Returns, Trust, and Crises. (2021). Li, Yuexin. In: Other publications TiSEM. RePEc:tiu:tiutis:8832c172-83dd-4ed9-8215-0ada9c388a58.

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2021Pricing Art and the Art of Pricing : On Returns and Risk in Art Auction Markets. (2021). Renneboog, Luc ; Ma, X ; Li, Yuexin. In: Other publications TiSEM. RePEc:tiu:tiutis:8d25ec25-78dc-4cdc-b054-f1f3b50053a8.

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2021In Art We Trust. (2021). Renneboog, Luc ; Ma, X ; Li, Yuexin. In: Other publications TiSEM. RePEc:tiu:tiutis:b9bb6522-9f8d-4c51-b039-3e1ed97e215e.

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2020Art dealers’ inventory strategy: the case of Goupil, Boussod & Valadon from 1860 to 1914. (2020). OOSTERLINCK, Kim ; Huemer, Christian ; David, Geraldine. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/315295.

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2020Peer effects in art prices. (2020). Marchenko, Maria. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp298.

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2021Determining the causality between U.S. presidential prediction markets and global financial markets. (2021). Dimitrov, Stanko ; Abolghasemi, Yaser. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4534-4556.

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2021Economic integration and the currency and equity markets nexus. (2021). Phylaktis, Kate ; Ismail, Izlin ; Ahmad, Rubi ; Aftab, Muhammad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5278-5301.

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2021Single stock futures and their impact on market quality: Be careful what you wish for. (2021). Mollica, Vito ; Hunt, Jack ; Curran, Edward. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1677-1692.

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More than 100 citations found, this list is not complete...

Works by Jianping Mei:


YearTitleTypeCited
2002Art as an Investment and the Underperformance of Masterpieces In: American Economic Review.
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article160
2004Political Uncertainty, Financial Crisis and Market Volatility In: European Financial Management.
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article28
2006Is Country Diversification better than Industry Diversification? In: European Financial Management.
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article6
1995Strategic returns to international diversification: An application to the equity markets of Europe, Japan and North America In: European Financial Management.
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article0
1995Strategic returns to international diversification: an application to the equity markets of Europe, Japan, and North America.(1995) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
1993 A Semiautoregression Approach to the Arbitrage Pricing Theory. In: Journal of Finance.
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article6
1996 Measuring International Economic Linkages with Stock Market Data. In: Journal of Finance.
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article89
1993Measuring international economic linkages with stock market data.(1993) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 89
paper
2005Vested Interest and Biased Price Estimates: Evidence from an Auction Market In: Journal of Finance.
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article53
1998The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences In: Real Estate Economics.
[Full Text][Citation analysis]
article33
1996The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences.(1996) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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This paper has another version. Agregated cites: 33
paper
2015Empirical Evidence of Anchoring and Loss Aversion from Art Auctions In: Working Papers.
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paper7
2014Anchoring or Loss Aversion? Empirical Evidence from Art Auctions In: ACEI Working Paper Series.
[Full Text][Citation analysis]
paper9
2009Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia In: Annals of Economics and Finance.
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article113
2009Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia.(2009) In: CEMA Working Papers.
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This paper has another version. Agregated cites: 113
paper
2005Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113
paper
1993Explaining the Cross-Section of Returns via a Multi-Factor APT Model In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article3
2006The Computation of Prices Indices In: Handbook of the Economics of Art and Culture.
[Full Text][Citation analysis]
chapter41
1998Interaction in investment among rival Japanese firms In: Japan and the World Economy.
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article3
2001Ratings Washington Professors on Asian financial crises In: Japan and the World Economy.
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article0
1996Return generating process and the determinants of term premiums In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article6
1998Credit spreads in the market for highly leveraged transaction loans In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article40
2005Market manipulation: A comprehensive study of stock pools In: Journal of Financial Economics.
[Full Text][Citation analysis]
article24
2001Living with the enemy: an analysis of foreign investment in the Japanese equity market In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article29
1995Living with the Enemy: An Analysis of Foreign Investment in the Japanese Equity Market..(1995) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 29
paper
2001What makes the stock market jump? An analysis of political risk on Hong Kong stock returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article50
1999Political Risk, Financial Crisis, and Market Volatility In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]
paper6
1989VARIABLE-EXPECTED-RETURNS AND THE PRESENT VALUE MODEL: A PANEL STUDY. In: Princeton, Department of Economics - Financial Research Center.
[Citation analysis]
paper0
1989DO WE HAVE TO KNOW BETA? AN AUTOREGRESSIVE APPROACH TO THE TEST OF THE APT. In: Princeton, Department of Economics - Financial Research Center.
[Citation analysis]
paper0
1993Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk In: Scholarly Articles.
[Full Text][Citation analysis]
paper52
1993Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52
paper
1998Risk Characteristics of Real Estate Related Securities--An Extension of Liu and Mei (1992) In: Journal of Real Estate Research.
[Full Text][Citation analysis]
article5
1995Bank Risk and Real Estate: An Asset Pricing Perspective. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article6
1995The Present Value Model with Time-Varying Discount Rates: Implications for Commercial Property Valuation and Investment Decisions. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article17
1995Price Reversal, Transaction Costs, and Arbitrage Profits in the Real Estate Securities Market. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article11
2000Conditional Risk Premiums of Asian Real Estate Stocks. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article11
1992The Predictability of Returns on Equity REITs and Their Co-movement with Other Assets. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article86
1994An Analysis of Real-Estate Risk Using the Present Value Model. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article8
1994The Predictability of Real Estate Returns and Market Timing. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article25
1994Is There a Real Estate Factor Premium? In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article32
2007Unique Symptoms of Japanese Stagnation: An Equity Market Perspective In: Journal of Money, Credit and Banking.
[Citation analysis]
article21
2003Idiosyncratic Risk and the Creative Destruction in Japan In: NBER Working Papers.
[Full Text][Citation analysis]
paper20
2006Large Investors, Price Manipulation, and Limits to Arbitrage: An Anatomy of Market Corners In: Review of Finance.
[Full Text][Citation analysis]
article27
2007Turning over Turnover In: Review of Financial Studies.
[Full Text][Citation analysis]
article14
2008Turning Over Turnover.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
1993Where Do Betas Come From? Asset Price Dynamics and the In: Review of Financial Studies.
[Full Text][Citation analysis]
article33
1997Have U.S. Financial Institutions Real Estate Investments Exhibited Trend-Chasing Behavior? In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article6
2006On the computation of art indices in art In: ULB Institutional Repository.
[Full Text][Citation analysis]
paper3

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