10
H index
13
i10 index
445
Citations
James Pesando : Citation Profile
University of Toronto | RESEARCH PRODUCTION: 37 Articles 11 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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37 years (1971 - 2008). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with James Pesando. | Is cited by:
| Cites to:
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Main data
Where James Pesando has published?
| Journals with more than one article published | # docs |
|---|---|
| Canadian Public Policy | 7 |
| Canadian Journal of Economics | 6 |
| Journal of Finance | 6 |
| Journal of Money, Credit and Banking | 4 |
| Economic Inquiry | 3 |
| Journal of Monetary Economics | 3 |
| Journal of Political Economy | 2 |
| Journal of Cultural Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| NBER Working Papers / National Bureau of Economic Research, Inc | 9 |
Recent works citing James Pesando (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | . Full description at Econpapers || Download paper |
| 2022 | Horizontal and vertical differentiation in comic art auctions. (2022). Blum, Marie ; Blazy, Regis. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:3:p:1382-1415. Full description at Econpapers || Download paper |
| 2022 | Investment horizon for private?value assets: Evidence from the art market. (2022). Nozari, Milad. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:229-246. Full description at Econpapers || Download paper |
| 2021 | Reading 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. Full description at Econpapers || Download paper |
| 2021 | Measuring 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. Full description at Econpapers || Download paper |
| 2021 | Do market participants’ forecasts of financial variables outperform the random-walk benchmark?. (2021). Ãsterholm, Pär ; Osterholm, Par ; Kladivko, Kamil. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319313443. Full description at Econpapers || Download paper |
| 2023 | Can art hedge against economic policy uncertainty?: New insights through the NARDL model. (2023). Zhang, Zhiyuan ; Sun, Qinglin. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000806. Full description at Econpapers || Download paper |
| 2021 | Market 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. Full description at Econpapers || Download paper |
| 2021 | Determinants 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. Full description at Econpapers || Download paper |
| 2022 | To sell or not to sell? Pricing strategies of newly-graduated artists. (2022). Fillis, Ian ; Fraser, Ian ; Lee, Bo Ram. In: Journal of Business Research. RePEc:eee:jbrese:v:145:y:2022:i:c:p:595-604. Full description at Econpapers || Download paper |
| 2021 | Art 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. Full description at Econpapers || Download paper |
| 2021 | A place for everything and everything in its place: New Yorks role in the art market. (2021). Jones, Andrew ; Vecco, Marilena ; Zanola, Roberto. In: Research in Economics. RePEc:eee:reecon:v:75:y:2021:i:3:p:215-224. Full description at Econpapers || Download paper |
| 2022 | LEGO: THE TOY OF SMART INVESTORS. (2022). Dobrynskaya, Victoria ; Kishilova, Julia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001604. Full description at Econpapers || Download paper |
| 2022 | Art as investment. (2022). Menconi, Denise. In: Textos para discussão. RePEc:fgv:eesptd:557. Full description at Econpapers || Download paper |
| 2021 | Intermediary Liability and Trade in Follow-on Innovation. (2021). Sahli, Matthias ; Cuntz, Alexander. In: IRENE Working Papers. RePEc:irn:wpaper:21-11. Full description at Econpapers || Download paper |
| 2021 | The three stages of an auction: how do the bid dynamics influence auction prices? Evidence from live art auctions. (2021). Blazy, Regis ; Blum, Marie. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2021-10. Full description at Econpapers || Download paper |
| 2022 | Posthumous trading patterns affecting artwork prices. (2022). Press, Robert ; Rachel, ; Kosmopoulou, Georgia ; de Silva, Dakshina G. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:74:y:2022:i:2:p:453-472.. Full description at Econpapers || Download paper |
| 2023 | Risk and return of classic car market prices: passion or financial investment?. (2023). Fur, Eric. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00288-8. Full description at Econpapers || Download paper |
| 2022 | Mortgage rate predictability and consumer home-buying assessments. (2022). Baghestani, Hamid. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:3:d:10.1007_s12197-022-09578-8. Full description at Econpapers || Download paper |
| 2021 | Pricing 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. Full description at Econpapers || Download paper |
| 2021 | Pricing 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. Full description at Econpapers || Download paper |
| 2021 | Gendered Prices. (2021). Navone, Marco ; Kräussl, Roman ; Verwijmeren, Patrick ; Kraussl, Roman ; Adams, Renee B. In: Published Paper Series. RePEc:uts:ppaper:2021-4. Full description at Econpapers || Download paper |
| 2021 | Equilibrium Short-Rate Models Vs No-Arbitrage Models: Literature Review and Computational Examples. (2021). Apostolov, Mico ; Mico, Apostolov ; Dushko, Josheski. In: Econometrics. Advances in Applied Data Analysis. RePEc:vrs:eaiada:v:25:y:2021:i:3:p:42-71:n:4. Full description at Econpapers || Download paper |
| 2021 | Intermediary Liability and Trade in Follow-on Innovation. (2021). Sahli, Matthias ; Cuntz, Alexander. In: WIPO Economic Research Working Papers. RePEc:wip:wpaper:66. Full description at Econpapers || Download paper |
| 2021 | Assessing the Role of Ordering in Sequential English Auctions – Evidence from the Online Western Video Market Auction. (2021). Shonkwiler, Scott J ; Li, Yunhan. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:1:p:90-105. Full description at Econpapers || Download paper |
| 2023 | On FIRE, news, and expectations. (2023). Enders, Zeno ; Muller, Gernot J ; Born, Benjamin. In: Working Papers. RePEc:zbw:pp1859:42. Full description at Econpapers || Download paper |
Works by James Pesando:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1993 | Art as an Investment: The Market for Modern Prints. In: American Economic Review. [Full Text][Citation analysis] | article | 176 |
| 2008 | THE AUCTION MARKET FOR MODERN PRINTS: CONFIRMATIONS, CONTRADICTIONS, AND NEW PUZZLES In: Economic Inquiry. [Full Text][Citation analysis] | article | 25 |
| 1974 | The Supply of Money and Common Stock Prices: Further Observations on the Econometric Evidence. In: Journal of Finance. [Full Text][Citation analysis] | article | 10 |
| 1974 | The Interest Sensitivity of the Flow of Funds through Life Insurance Companies: An Econometric Analysis. In: Journal of Finance. [Full Text][Citation analysis] | article | 12 |
| 1975 | Determinants of Term Premiums in the Market for United States Treasury Bills. In: Journal of Finance. [Full Text][Citation analysis] | article | 13 |
| 1980 | On Forecasting Long-Term Interest Rates: Is the Success of the No-Change Prediction Surprising? In: Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 1982 | Investment Risk, Bankruptcy Risk, and Pension Reform in Canada. In: Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 1985 | The Usefulness of the Wind-Up Measure of Pension Liabilities: A Labor Market Perspective. In: Journal of Finance. [Full Text][Citation analysis] | article | 3 |
| 1985 | The Usefulness of the Wind-Up Measure of Pension Liabilities: A LabourMarket Perspective.(1985) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2008 | Risky Assumptions: A closer Look at the Bearing of Investment Risk in Defined-Benefit Pension Plans In: C.D. Howe Institute Commentary. [Full Text][Citation analysis] | article | 4 |
| 1984 | Valuing Pensions (Annuities) with Different Types of Inflation Protection in Total Compensation Comparisons. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 4 |
| 1982 | Valuing Pensions (Annuities) with Different Types of Inflation Protection in Total Compensation Comparisons.(1982) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1988 | Retirement Incentives Contained in Occupational Pension Plans and Their Implications for the Mandatory Retirement Debate. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 10 |
| 1991 | Pension Benefits and Male-Female Wage Differentials. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 1971 | The Interest Sensitivity of Canadian Mortgage Flows: A Comment. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1975 | The Impact of the Conversion Loan on the Term Structure of Interest Rates in Canada: Some Additional Evidence. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 1 |
| 1976 | Inflation and Guaranteed Formula Pension Plans: An Additional Issue. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1985 | Mortgage Rate Insurance and the Canadian Mortgage Market: Some Further Reflections In: Canadian Public Policy. [Full Text][Citation analysis] | article | 1 |
| 1988 | The Case for Allowing Mandatory Retirement In: Canadian Public Policy. [Full Text][Citation analysis] | article | 2 |
| 1991 | Wealth Taxation in Canada: An Introduction In: Canadian Public Policy. [Full Text][Citation analysis] | article | 0 |
| 1992 | Monitoring Price Behaviour in the Resale Housing Market: A Note on Measurement and Implications for Policy In: Canadian Public Policy. [Full Text][Citation analysis] | article | 3 |
| 1979 | The Indexing of Private Pensions: An Economists Perspective on the Current Debate In: Canadian Public Policy. [Full Text][Citation analysis] | article | 0 |
| 1979 | Indexing of Private Pensions: An Exchange [The Indexing of Private Pensions: An Economists Perspective on the Current Debate] In: Canadian Public Policy. [Citation analysis] | article | 0 |
| 1980 | Eliminating Mandatory Retirement: Economics and Human Rights In: Canadian Public Policy. [Full Text][Citation analysis] | article | 2 |
| 1983 | On expectations, term premiums and the volatility of long-term interest rates In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 2 |
| 1980 | On Expectations, Term Premiums and the Volatility of Long-Term Interest Rates.(1980) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1987 | The response of interest rates to the Federal Reserves weekly money announcements : The puzzle of anticipated money In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 7 |
| 1987 | The Response of Interest Rates to the Federal Reserves Weekly Money Announcements: The Puzzle of Anticipated Money.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1981 | On forecasting interest rates : An efficient markets perspective In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 10 |
| 1979 | On Forecasting Interest Rates: An Efficient Markets Perspective.(1979) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 1999 | The Returns to Picassos Prints and to Traditional Financial Assets, 1977 to 1996 In: Journal of Cultural Economics. [Full Text][Citation analysis] | article | 25 |
| 2007 | The law of one price, noise and “irrational exuberance”: the auction market for Picasso prints In: Journal of Cultural Economics. [Full Text][Citation analysis] | article | 14 |
| 1979 | On the Random Walk Characteristics of Short- and Long-Term Interest Rates in an Efficient Market. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 27 |
| 1980 | Comment on The Determination of Long-Term Interest Rates: Implications for Monetary and Fiscal Policies and The Role of Commercial Banks Portfolio Behavior in the Determination of Security Treasury Yi In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
| 1976 | The Alternative Models of the Determination of Nominal Interest Rates: The Canadian Evidence. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
| 1977 | Real versus Nominal Interest Rates and the Demand for Consumer Durables in Canada. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
| 1983 | Retirement Annuity Design in an Inflationary Climate In: NBER Chapters. [Full Text][Citation analysis] | chapter | 13 |
| 1982 | Retirement Annuity Design in an Inflationary Climate.(1982) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 1981 | Employee Valuation of Pension Claims and the Impact of Indexing Initiatives In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 1984 | Employee Evaluation of Pension Claims and the Impact of Indexing Initiatives..(1984) In: Economic Inquiry. [Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 1986 | Discontinuities in Pension Benefit Formulas and the Spot Model of the Labor Market: Implications for Financial Economists In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1987 | Discontinuities in Pension Benefit Formulas and the Spot Model of the Labor Market: Implications for Financial Economists..(1987) In: Economic Inquiry. [Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 1986 | The October 1979 Change in the Monetary Regime: Its Impact on the Forecastability of Interest Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1976 | Tax Effects, Price Expectations and the Nominal Rate of Interest. In: Economic Inquiry. [Citation analysis] | article | 5 |
| 2001 | The Canada Pension Plan: Looking Back at the Recent Reforms In: The State of Economics in Canada: Festschrift in Honour of David Slater. [Full Text][Citation analysis] | chapter | 1 |
| 1975 | On the Accuracy and Formation of Life Insurance Company Cash Flow Forecasts. In: The Journal of Business. [Full Text][Citation analysis] | article | 0 |
| 1975 | A Note on the Rationality of the Livingston Price Expectations. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 43 |
| 1978 | On the Efficiency of the Bond Market: Some Canadian Evidence. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 10 |
| 1994 | The Governments Role in Insuring Pensions. In: Pension Research Council Working Papers. [Citation analysis] | paper | 4 |
| 1996 | Share Price Response to New Information with Short Horizon Investors the Case of Hong Kong In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team