Jianping Mei : Citation Profile


Are you Jianping Mei?

Cheung Kong Graduate School of Business

18

H index

24

i10 index

905

Citations

RESEARCH PRODUCTION:

31

Articles

17

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1989 - 2015). See details.
   Cites by year: 34
   Journals where Jianping Mei has often published
   Relations with other researchers
   Recent citing documents: 103.    Total self citations: 11 (1.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme634
   Updated: 2019-09-14    RAS profile: 2014-12-08    
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Relations with other researchers


Works with:

Loewenstein, Lara (2)

Graddy, Kathryn (2)

Pownall, Rachel (2)

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 (24)

Kräussl, Roman (15)

Guidolin, Massimo (13)

Graddy, Kathryn (13)

Goetzmann, William (13)

Seckin, Aylin (12)

Schindler, Felix (12)

Hoesli, Martin (11)

Wilson, Patrick (10)

Pedersen, Thomas (9)

Nicodano, Giovanna (9)

Cites to:

Campbell, John (31)

Harvey, Campbell (14)

Ginsburgh, Victor (14)

Maniadis, Zacharias (12)

French, Kenneth (11)

Bekaert, Geert (10)

Rosen, Harvey (9)

Goetzmann, William (9)

List, John (8)

Fama, Eugene (8)

Thaler, Richard (7)

Main data


Where Jianping Mei has published?


Journals with more than one article published# docs
The Journal of Real Estate Finance and Economics8
European Financial Management3
Journal of Finance3
Journal of Banking & Finance2
Journal of International Money and Finance2
Japan and the World Economy2
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 (2018 and 2017)


YearTitle of citing document
2017Political elections and uncertainty -Are BRICS markets equally exposed to Trumps agenda?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1701.02182.

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2017The Hybrid Nature of Real Estate Trusts. (2017). Emmerling, Tom ; Yildirim, Yildiray ; Liu, Crocker . In: ERES. RePEc:arz:wpaper:eres2017_370.

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2019Impact of Bank Regulatory Change and Bank Specific Factors Upon Off-Balance-Sheet Activities Across Commercial Banks in South Asia. (2019). Basheer, Muhammad Farhan ; Waemustafa, Waeibrorheem ; Hidthiir, Mohamad Helmi. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:419-431.

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2017Economic policy uncertainty in China and stock market expected returns. (2017). Chen, Jian ; Tong, Guoshi ; Jiang, Fuwei. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1265-1286.

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2017Does the T + 1 rule really reduce speculation? Evidence from Chinese Stock Index ETF. (2017). Chen, Xinyun ; Zeng, Tao ; Liu, Yan. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1287-1313.

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2018The implied equity duration when discounting and forecasting parameters are industry specific. (2018). Fullana, Olga ; Toscano, David ; Nave, Juan M. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:179-209.

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2018Experience and Brokerage in Asset Markets: Evidence from Art Auctions. (2018). Bruno, Brunella ; Nocera, Giacomo ; Garciaappendini, Emilia. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:4:p:833-864.

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2017Aggregate and Firm-level Volatility in the Japanese Economy. (2017). KWON, Hyeog Ug ; Kim, YoungGak ; Ug, Hyeog. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:2:p:158-172.

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2017Pre-sale information and hammer prices for Australian Indigenous art. (2017). Fry, Tim ; Farrell, Lisa. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:64:y:2017:i:5:p:483-500.

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2017RELATIONSHIP AMONG POLITICAL INSTABILITY, STOCK MARKET RETURNS AND STOCK MARKET VOLATILITY. (2017). Hira, Irshad . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:2:p:70-99.

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2017Do macro shocks matter for equities?. (2017). Theodoridis, Konstantinos ; Dison, Will . In: Bank of England working papers. RePEc:boe:boeewp:0692.

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2018Risks in China’s financial system. (2018). Song, Zheng ; Xiong, Wei. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_001.

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2018Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016974.

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2018Global financial cycles and risk premiums. (2018). Jorda, Oscar ; Ward, Felix ; Taylor, Alan M ; Schularick, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12969.

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2019Art Auctions. (2019). Graddy, Kathryn ; Ashenfelter, Orley. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13665.

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2017Long Term Growth Perspectives in Japan and the Euro Area. (2017). Dreger, Christian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1661.

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2018Does Housing Vintage Matter? Exploring the Historic City Center of Amsterdam. (2018). Rolheiser, Lyndsey ; van De, Alex ; van Dijk, Dorinth. In: DNB Working Papers. RePEc:dnb:dnbwpp:617.

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2019Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America. (2019). ben Halima, Amel ; Talbi, Mariem. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-15.

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2019Stock Market Reaction to Terrorist Attacks and Political Uncertainty: Empirical Evidence from the Tunisian Stock Exchange. (2019). Talbi, Mariem ; ben Moussa, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-4.

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2019The Impact of Oil Prices on Stocks Markets: New Evidence During and After the Arab Spring in Gulf Cooperation Council Economies. (2019). El-Chaarani, Hani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-27.

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2019Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach. (2019). Omay, Tolga ; Iren, Perihan. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:85-100.

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2017Trade-based manipulation: Beyond the prosecuted cases. (2017). Neupane, Suman ; Veeraraghavan, Madhu ; Vithanage, Kulunu ; Rhee, Ghon S. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:115-130.

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2018Testing for bubbles in the art markets: An empirical investigation. (2018). Assaf, Ata. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:340-355.

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2017Home bias in domestic art markets: Evidence from China. (2017). Shi, Yang ; Conroy, Paul ; Wang, Mancang ; Xu, Hui. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:201-203.

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2018Auctions, market efficiency, and the trade in second-hand and antique silver. (2018). Draper, Paul ; Clacher, Iain ; de Ricquebourg, Alan Duboisee. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:45-48.

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2017Sophistication and price impact of foreign investors in the Brazilian stock market. (2017). Gonalves, Walter ; Eid, William . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:102-139.

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2018Dynamics of the Turkish paintings market: A comprehensive empirical study. (2018). Gözgör, Giray ; Demir, Ender ; Sari, Emre. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:180-194.

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2017Can investor sentiment be a momentum time-series predictor? Evidence from China. (2017). Li, Youwei ; Han, Xing . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:212-239.

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2019Are cash-flow betas really bad? Evidence from the Greater Chinese stock markets. (2019). Ohk, Ki Yool ; Wu, Ming ; Ko, Kwangsoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:58-68.

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2018Liquidity might come at cost: The role of heterogeneous preferences. (2018). Hauser, Shmuel ; Kedar-Levy, Haim. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:1-23.

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2017Do cross-border mergers and acquisitions increase short-term market performance? The case of Chinese firms. (2017). Tao, Fang ; Xia, Enjun ; Gao, Lan ; Liu, Xiaohui. In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:1:p:189-202.

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2019My kingdom for a horse (or a classic car). (2019). Renneboog, Luc ; Laurs, Dries. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:184-207.

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2019Why investors do not buy cheaper securities: Evidence from a natural experiment. (2019). Yang, Zhishu ; Wang, Baolian ; Chan, Kalok. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:59-76.

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2017Aggregate earnings and stock market returns: The good, the bad, and the state-dependent. (2017). Zolotoy, Leon ; Lyon, John D ; Frederickson, James R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:157-175.

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2018A new risk factor based on equity duration. (2018). Mohrschladt, Hannes ; Nolte, Sven. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:126-135.

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2017Auction guarantees for works of art. (2017). Hamilton, Jonathan ; Graddy, Kathryn. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:133:y:2017:i:c:p:303-312.

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2017Don’t let the easy be the enemy of the good. Returns from art investments: What is wrong with it?. (2017). Vecco, Marilena ; Zanola, Roberto . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:120-129.

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2018One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?. (2018). Deng, Yongheng ; Wei, Shang-Jin ; Liu, Xin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:663-692.

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2019Preference for dividends and return comovement. (2019). Xie, Jing ; Hameed, Allaudeen . In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:103-125.

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2019Does corporate social responsibility disclosure reduce the information disadvantage of foreign investors?. (2019). Zeng, Cheng ; Xu, Alice Liang ; Lee, Edward ; Cai, Weixing. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:34:y:2019:i:c:p:12-29.

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2017The economics of commodity market manipulation: A survey. (2017). Pirrong, Craig. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:1-17.

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2019Time-frequency co-movements between the largest nonferrous metal futures markets. (2019). Yoon, Seong-Min ; Albulescu, Claudiu ; Tiwari, Aviral Kumar ; Kang, Sanghoon . In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:393-398.

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2018Herding tendency among investors with heterogeneous information: Evidence from China’s equity markets. (2018). Alhaj-Yaseen, Yaseen S ; Yau, Siu-Kong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:60-75.

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2017Horizon analysis of art investments: Evidence from the Chinese market. (2017). Park, Heungju ; Tu, Zhiyong ; Liang, Tianyu ; Ju, Lan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:17-25.

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2017Decoding Chinese stock market returns: Three-state hidden semi-Markov model. (2017). Wang, Shixuan ; Liu, Zhenya. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:127-149.

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2017Momentum, idiosyncratic volatility and market dynamics: Evidence from China. (2017). Nartea, Gilbert ; Cheema, Muhammad. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:109-123.

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2017New evidence on economic policy uncertainty and equity premium. (2017). Li, Xiao-Ming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:41-56.

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2017The high-volume return premium: Does it exist in the Chinese stock market?. (2017). Wang, Peipei ; Singh, Harminder ; Wen, Yuanji. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:323-336.

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2019Detect colluded stock manipulation via clique in trading network. (2019). Shi, Fa-Bin ; Cheng, Xue-Qi ; Shen, Hua-Wei ; Sun, Xiao-Qian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:565-571.

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2018Long-term stock market volatility and the influence of terrorist attacks in Europe. (2018). Gurdgiev, Constantin ; Corbet, Shaen ; Meegan, Andrew. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:118-131.

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2018Decomposing the predictive power of local and global financial valuation ratios. (2018). Lawrenz, Jochen ; Zorn, Josef. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.

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2017The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches. (2017). Wohar, Mark ; GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:283-294.

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2017Political uncertainty and behavior of Tunisian stock market cycles: Structural unobserved components time series models. (2017). Mnif, Afef Trabelsi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:206-214.

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2017Discount rate or cash flow contagion? Evidence from the recent financial crises. (2017). Jiang, Junhua . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:315-326.

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2017Asset pricing with investor sentiment: On the use of investor group behavior to forecast ASEAN markets. (2017). French, Jordan . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:124-148.

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2019Dividend policy and political uncertainty: Evidence from the US presidential elections. (2019). Ahmed, Neveen ; Farooq, Omar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:201-209.

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2017Islem Bazli Manipulasyon: Turkiye Ornegi. (2017). Gemici, Eray ; Yakut, Emre ; Cihangir, Mehmet. In: Ege Academic Review. RePEc:ege:journl:v:17:y:2017:i:3:p:369-380.

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2017Price linkages between Australian housing and stock markets: Wealth effect, credit effect or capital switching?. (2017). Lee, Ming-Te ; Liao, Chien-Ya. In: International Journal of Housing Markets and Analysis. RePEc:eme:ijhmap:ijhma-05-2016-0037.

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2018Global Financial Cycles and Risk Premiums. (2018). Schularick, Moritz ; Jorda, Oscar ; Ward, Felix ; Taylor, Alan M. In: Working Paper Series. RePEc:fip:fedfwp:2018-05.

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2019Assessing Sustainability-Related Systematic Reputational Risk through Voting Results in Corporate Meetings: A Cross-Industry Analysis. (2019). Romero-Castro, Noelia ; Iglesias-Antelo, Susana ; Vizcaino-Gonzalez, Marcos . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1287-:d:210031.

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2019The Impact of Foreign Investors on the Stock Price of Korean Enterprises during the Global Financial Crisis. (2019). Jo, Gab-Je ; Kim, Yoonmin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1576-:d:214147.

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2017Political elections and uncertainty -Are BRICS markets equally exposed to Trumps agenda?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01429537.

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2018A Revisit of the Cross-Section of Overnight and Intraday Abnormal Returns: Evidence from the Japanese REIT Market. (2018). Chen, Jieting ; Kawaguchi, Yuichiro. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:10:y:2018:i:1:p:46-63.

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2017The Impact of Foreign Investor Trading Activity on Vietnamese Stock Market. (2017). Nguyen, Tri Minh . In: International Journal of Marketing Studies. RePEc:ibn:ijmsjn:v:9:y:2017:i:1:p:109-118.

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2018International Diversification in Frontier Real Estate Markets. (2018). Al-Abduljader, Sulaiman T. In: International Real Estate Review. RePEc:ire:issued:v:21:n:01:2018:p:93-112.

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2019Interdependence of Securitized Real Estate in Frontier Markets. (2019). Al-Abduljader, Sulaiman T. In: International Real Estate Review. RePEc:ire:issued:v:22:n:01:2019:p:83-108.

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2019Interdependence of Securitized Real Estate in Frontier Markets. (2019). Al-Abduljader, Sulaiman T. In: International Real Estate Review. RePEc:ire:issued:v:22:n:01:2019:p:85-110.

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2017Long-term growth perspectives in Japan and the Euro area. (2017). Dreger, Christian. In: Asia Europe Journal. RePEc:kap:asiaeu:v:15:y:2017:i:4:d:10.1007_s10308-017-0486-1.

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2017Donor governance and financial management in prominent US art museums. (2017). Yermack, David. In: Journal of Cultural Economics. RePEc:kap:jculte:v:41:y:2017:i:3:d:10.1007_s10824-017-9290-4.

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2018On the relationship between reserve prices and low estimates in art auctions. (2018). scorcu, antonello ; Pattitoni, Pierpaolo ; Castellani, Massimiliano. In: Journal of Cultural Economics. RePEc:kap:jculte:v:42:y:2018:i:1:d:10.1007_s10824-016-9279-4.

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2018The Interplay between Regulations and Financial Stability. (2018). Allen, Franklin ; Gu, Xian. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:53:y:2018:i:2:d:10.1007_s10693-018-0296-7.

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2017The Other Side of Value: The Effect of Quality on Price and Return in Real Estate. (2017). Anzinger, Sara Kelly ; Petrova, Milena ; Ghosh, Chinmoy. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9574-z.

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2017Spillover Risks in REITs and other Asset Markets. (2017). Chiang, Ming-Chu ; Tsai, I-Chun ; I-Chun Tsai, ; Sing, Tien Foo. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-015-9545-9.

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2017REITs, Growth Options and Beta. (2017). Tirtiroglu, Dogan ; Wee, Tan Cheng ; Ha, Thu . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:3:d:10.1007_s11146-016-9590-z.

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2017What Drives Housing Markets: Fundamentals or Bubbles?. (2017). Liu, Renhe ; Chen, YI ; Lv, Jiaqi ; Hui, Eddie Chi-Man. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:4:d:10.1007_s11146-016-9565-0.

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2018Can Investors Hold More Real Estate? Evidence from Statistical Properties of Listed REIT versus Non-REIT Property Companies in the U.S.. (2018). Glascock, John L ; Zhou, Tingyu ; Zhang, Ying ; Prombutr, Wikrom. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:2:d:10.1007_s11146-017-9601-8.

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2018The Anatomy of Public and Private Real Estate Return Premia. (2018). Kroencke, Tim ; Steininger, Bertram I ; Schindler, Felix. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:3:d:10.1007_s11146-017-9646-8.

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2018An empirical investigation of large trader market manipulation in derivatives markets. (2018). Jarrow, Robert ; Tsai, Shih-Chuan ; Fung, Scott. In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:3:d:10.1007_s11147-018-9143-0.

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2017Who Falls Prey to the Wolf of Wall Street? Investor Participation in Market Manipulation. (2017). Soltes, Eugene ; Leuz, Christian ; Hackethal, Andreas ; Muhn, Maximilian ; Meyer, Steffen. In: NBER Working Papers. RePEc:nbr:nberwo:24083.

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2018“Comrades, Lets March!”.† The Revolution of 1905 and its impact on financial markets. (2018). Opitz, Alexander. In: European Review of Economic History. RePEc:oup:ereveh:v:22:y:2018:i:1:p:28-52..

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2019Global Financial Cycles and Risk Premiums. (2019). Jorda, Oscar ; Ward, Felix ; Taylor, Alan M ; Schularick, Moritz. In: IMF Economic Review. RePEc:pal:imfecr:v:67:y:2019:i:1:d:10.1057_s41308-019-00077-1.

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2017Auctions with Signaling Concerns. (2017). Bos, Olivier ; Truyts, Tom. In: MPRA Paper. RePEc:pra:mprapa:79181.

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2019CAPM: A Tale of Two Versions. (2019). Siddiqi, Hammad. In: MPRA Paper. RePEc:pra:mprapa:92798.

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2018Spillovers between Bitcoin and other Assets during Bear and Bull Markets. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Das, Mahamitra. In: Working Papers. RePEc:pre:wpaper:201812.

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2018Anchoring in the Housing Market: Evidence from Sydney. (2018). Khezr, Peyman ; Ahmad, Shabbir. In: Discussion Papers Series. RePEc:qld:uq2004:596.

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2017Labor Rigidity and the Dynamics of the Value Premium. (2017). Marfè, Roberto ; Marfe, Roberto . In: 2017 Meeting Papers. RePEc:red:sed017:466.

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2018Presidential Election Results and Stock Market Performance: Evidence From Nigeria. (2018). Osuala, A E ; Nwansi, G U ; Onoh, U A. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:5:y:2018:i:2:p:117-124.

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2017The price index for the paintings of Henri Matisse: The sensitivity to the method of construction and connection with stock market and art indices. (2017). Ratnikova, Tatiana ; Petrov, Nikita. In: Applied Econometrics. RePEc:ris:apltrx:0324.

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2018Do political risks matter in the financial markets?: evidence from Turkey. (2018). Tuncay, Merve . In: Eurasian Business Review. RePEc:spr:eurasi:v:8:y:2018:i:2:d:10.1007_s40821-017-0077-5.

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2019American art as an investment: new evidence from an alternative approach. (2019). Skinner, Sarah J ; Jackson, John D. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9448-8.

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2019Effect of foreign equity flows on stock market volatility in Kenya Empirical evidence at Nairobi securities exchange. (2019). Ochienga, Isaac L ; Ochere, Gordon O ; Oluoch, Oluoch J ; Olweny, Tobias O. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:8:y:2019:i:3:f:8_3_5.

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2017On the correlation between stocks and art market returns. (2017). Charlin, Ventura ; Cifuentes, Arturo. In: Applied Economics Letters. RePEc:taf:apeclt:v:24:y:2017:i:2:p:128-131.

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2017On the construction of Chinese stock market investor sentiment index. (2017). He, Gang ; McMillan, David ; Gu, Haifeng ; Zhu, Shuzhen. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1412230.

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2018My Kingdom for a Horse (or a Classic Car). (2018). Renneboog, Luc ; Laurs, DK. In: Discussion Paper. RePEc:tiu:tiucen:8f244bbd-b78b-491b-9021-df093fb5a7e2.

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2019Colors, Emotions, and the Auction Value of Paintings. (2019). Renneboog, Luc ; Noussair, Charles ; Ma, Marshall. In: Discussion Paper. RePEc:tiu:tiucen:b628fa65-83cf-41c8-b321-df2fb89f3ebd.

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2018Empirical studies on the cross-section of corporate bond and stock markets. (2018). van Zundert, Jeroen . In: Other publications TiSEM. RePEc:tiu:tiutis:338205fc-a031-4e06-a636-966b7596ad1c.

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2019Essays on alternative investments. (2019). Ma, X. In: Other publications TiSEM. RePEc:tiu:tiutis:7f4d5b36-96cb-4eac-ae91-f2aad5e5a855.

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2018Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach. (2018). Rakowski, David ; Yamani, Ehab. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:03:n:s2010139218500027.

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2018FLOAT, SPECULATION AND STOCK PRICE: EVIDENCE FROM THE SPLIT SHARE STRUCTURE REFORM IN CHINA. (2018). Hwang, Chuan-Yang ; Zhu, Yanjian ; Zhang, Shaojun. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:63:y:2018:i:03:n:s0217590816500260.

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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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article114
2004Political Uncertainty, Financial Crisis and Market Volatility In: European Financial Management.
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article13
2006Is Country Diversification better than Industry Diversification? In: European Financial Management.
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article4
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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article87
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: 87
paper
2005Vested Interest and Biased Price Estimates: Evidence from an Auction Market In: Journal of Finance.
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article41
1998The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences In: Real Estate Economics.
[Full Text][Citation analysis]
article29
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.
[Citation analysis]
This paper has another version. Agregated cites: 29
paper
2015Empirical Evidence of Anchoring and Loss Aversion from Art Auctions In: Working Papers.
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paper2
2005Speculative Trading and Stock Prices: An Analysis of Chinese A-B Share Premia In: Levine's Bibliography.
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paper12
2014Anchoring or Loss Aversion? Empirical Evidence from Art Auctions In: ACEI Working Paper Series.
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paper5
2009Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia In: Annals of Economics and Finance.
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article86
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: 86
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: 86
paper
1993Explaining the Cross-Section of Returns via a Multi-Factor APT Model In: Journal of Financial and Quantitative Analysis.
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article3
2006The Computation of Prices Indices In: Handbook of the Economics of Art and Culture.
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chapter35
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.
[Full Text][Citation analysis]
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]
article35
2005Market manipulation: A comprehensive study of stock pools In: Journal of Financial Economics.
[Full Text][Citation analysis]
article20
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.
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article40
1999Political Risk, Financial Crisis, and Market Volatility In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]
paper5
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]
paper46
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: 46
paper
1998Risk Characteristics of Real Estate Related Securities--An Extension of Liu and Mei (1992) In: Journal of Real Estate Research.
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article4
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]
article15
1995Price Reversal, Transaction Costs, and Arbitrage Profits in the Real Estate Securities Market. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article10
2000Conditional Risk Premiums of Asian Real Estate Stocks. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article10
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]
article73
1994An Analysis of Real-Estate Risk Using the Present Value Model. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article7
1994The Predictability of Real Estate Returns and Market Timing. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article23
1994Is There a Real Estate Factor Premium? In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article31
2007Unique Symptoms of Japanese Stagnation: An Equity Market Perspective In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article19
2003Idiosyncratic Risk and the Creative Destruction in Japan In: NBER Working Papers.
[Full Text][Citation analysis]
paper19
2006Large Investors, Price Manipulation, and Limits to Arbitrage: An Anatomy of Market Corners In: Review of Finance.
[Full Text][Citation analysis]
article18
2007Turning over Turnover In: Review of Financial Studies.
[Full Text][Citation analysis]
article13
2008Turning Over Turnover.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
1993Where Do Betas Come From? Asset Price Dynamics and the In: Review of Financial Studies.
[Full Text][Citation analysis]
article29
1997Have U.S. Financial Institutions Real Estate Investments Exhibited Trend-Chasing Behavior? In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article4
2006On the computation of art indices in art In: ULB Institutional Repository.
[Full Text][Citation analysis]
paper3

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