Jianping Mei
Biographic Data
| ID | 8880904 |
|---|---|
| NAME | Jianping Mei |
| GIVEN NAMES | Jianping |
| FAMILY NAME | Mei |
| SIGNATURE | MEI J |
| AFFILIATIONS | Cheung Kong Graduate School of Business |
| ORCID | 0000-0002-1852-9645 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1997 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Residual variance and asset pricing in the art market
In this paper, we compute residual variance of art prices to examine asset pricing in contemporary art market. Our empirical work shows a few interesting results. First, we discover that the residual variance is significantly and positively related to the average price level achieved by an artist. Second, the residual variance has additional explanatory power in terms of how often the artist’s works are cited and exhibited, even after we control …
Empirical evidence of anchoring and loss aversion from art auctions
Have U.S. Financial Institutions' Real Estate Investments Exhibited “Trend-Chasing” Behavior
This paper uses real estate investment data for major groups of U.S. financial institutions—commercial banks, thrifts, and life insurance companies—to evaluate their investment timing performance over the 1970–1989 period. Our major finding is that real estate investments by commercial banks and thrifts have largely been driven by past real estate and market returns rather than by future expected returns. This apparent “trend-chasing” investment …
No prominent works on this page.
Have U.S. Financial Institutions' Real Estate Investments Exhibited “Trend-Chasing” Behavior
This paper uses real estate investment data for major groups of U.S. financial institutions—commercial banks, thrifts, and life insurance companies—to evaluate their investment timing performance over the 1970–1989 period. Our major finding is that real estate investments by commercial banks and thrifts have largely been driven by past real estate and market returns rather than by future expected returns. This apparent “trend-chasing” investment …
Residual variance and asset pricing in the art market
In this paper, we compute residual variance of art prices to examine asset pricing in contemporary art market. Our empirical work shows a few interesting results. First, we discover that the residual variance is significantly and positively related to the average price level achieved by an artist. Second, the residual variance has additional explanatory power in terms of how often the artist’s works are cited and exhibited, even after we control …
Empirical evidence of anchoring and loss aversion from art auctions
Economics (3 works) · Aesthetic Perception and Analysis (2 works) · Art History and Market Analysis (2 works) · Financial economics (2 works) · Accounting (1 work) · Anchoring (1 work) · Art (1 work) · Behavioral economics (1 work) · Business (1 work) · Capitalization rate (1 work)