Details about Jianping Mei

Access statistics for papers by Jianping Mei.

Last updated 2014-12-08. Update your information in the RePEc Author Service.

Short-id: pme634

Working Papers

2015

1. Empirical Evidence of Anchoring and Loss Aversion from Art Auctions
   Working Papers, Brandeis University, Department of Economics and International Business School View citations (10)

2014

2. Anchoring or Loss Aversion? Empirical Evidence from Art Auctions
   ACEI Working Paper Series, Association for Cultural Economics International View citations (13)

2009

3. Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
   CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics View citations (124)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (34)
   See also Journal Article Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia, Annals of Economics and Finance, Society for AEF (2009) View citations (134) (2009)

2008

4. Turning Over Turnover
   Yale School of Management Working Papers, Yale School of Management
   See also Journal Article Turning over Turnover, The Review of Financial Studies, Society for Financial Studies (2007) View citations (16) (2007)

2006

5. On the computation of art indices in art
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (49)

2003

6. Idiosyncratic Risk and the Creative Destruction in Japan
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)

1999

7. Political Risk, Financial Crisis, and Market Volatility
   New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations (6)

1996

8. The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences
   New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations (1)
   See also Journal Article The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences, Real Estate Economics, American Real Estate and Urban Economics Association (1998) View citations (46) (1998)

1995

9. Living with the "Enemy": An Analysis of Foreign Investment in the Japanese Equity Market
   Working Papers, Columbia - Graduate School of Business View citations (5)
   See also Journal Article Living with the "enemy": an analysis of foreign investment in the Japanese equity market, Journal of International Money and Finance, Elsevier (2001) View citations (42) (2001)
10. Strategic returns to international diversification: an application to the equity markets of Europe, Japan, and North America
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article Strategic returns to international diversification: An application to the equity markets of Europe, Japan and North America, European Financial Management, European Financial Management Association (1995) (1995)

1993

11. Measuring international economic linkages with stock market data
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
    See also Journal Article Measuring International Economic Linkages with Stock Market Data, Journal of Finance, American Finance Association (1996) View citations (104) (1996)
12. Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk
    Scholarly Articles, Harvard University Department of Economics View citations (76)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) View citations (76)

1989

13. DO WE HAVE TO KNOW BETA? AN AUTOREGRESSIVE APPROACH TO THE TEST OF THE APT
    Working Papers, Princeton, Department of Economics - Financial Research Center
14. VARIABLE-EXPECTED-RETURNS AND THE PRESENT VALUE MODEL: A PANEL STUDY
    Working Papers, Princeton, Department of Economics - Financial Research Center

Journal Articles

2009

1. Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
   Annals of Economics and Finance, 2009, 10, (2), 225-255 View citations (134)
   See also Working Paper Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia, CEMA Working Papers (2009) View citations (124) (2009)

2007

2. Turning over Turnover
   The Review of Financial Studies, 2007, 20, (6), 1749-1782 View citations (16)
   See also Working Paper Turning Over Turnover, Yale School of Management Working Papers (2008) (2008)
3. Unique Symptoms of Japanese Stagnation: An Equity Market Perspective
   Journal of Money, Credit and Banking, 2007, 39, (4), 901-923 View citations (21)

2006

4. Is Country Diversification better than Industry Diversification?
   European Financial Management, 2006, 12, (3), 319-340 View citations (8)
5. Large Investors, Price Manipulation, and Limits to Arbitrage: An Anatomy of Market Corners
   Review of Finance, 2006, 10, (4), 645-693 View citations (42)

2005

6. Market manipulation: A comprehensive study of stock pools
   Journal of Financial Economics, 2005, 77, (1), 147-170 View citations (27)
7. Vested Interest and Biased Price Estimates: Evidence from an Auction Market
   Journal of Finance, 2005, 60, (5), 2409-2435 View citations (71)

2004

8. Political Uncertainty, Financial Crisis and Market Volatility
   European Financial Management, 2004, 10, (4), 639-657 View citations (39)

2002

9. Art as an Investment and the Underperformance of Masterpieces
   American Economic Review, 2002, 92, (5), 1656-1668 View citations (211)

2001

10. Living with the "enemy": an analysis of foreign investment in the Japanese equity market
    Journal of International Money and Finance, 2001, 20, (5), 715-735 View citations (42)
    See also Working Paper Living with the "Enemy": An Analysis of Foreign Investment in the Japanese Equity Market, Working Papers (1995) View citations (5) (1995)
11. Ratings Washington "Professors" on Asian financial crises
    Japan and the World Economy, 2001, 13, (2), 179-180
12. What makes the stock market jump? An analysis of political risk on Hong Kong stock returns
    Journal of International Money and Finance, 2001, 20, (7), 1003-1016 View citations (70)

2000

13. Conditional Risk Premiums of Asian Real Estate Stocks
    The Journal of Real Estate Finance and Economics, 2000, 21, (3), 297-313 View citations (12)

1998

14. Credit spreads in the market for highly leveraged transaction loans
    Journal of Banking & Finance, 1998, 22, (10-11), 1249-1282 View citations (54)
15. Interaction in investment among rival Japanese firms
    Japan and the World Economy, 1998, 10, (4), 393-407 View citations (3)
16. Risk Characteristics of Real Estate Related Securities--An Extension of Liu and Mei (1992)
    Journal of Real Estate Research, 1998, 16, (3), 279-290 View citations (5)
17. The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences
    Real Estate Economics, 1998, 26, (1), 3-39 View citations (46)
    See also Working Paper The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences, New York University, Leonard N. Stern School Finance Department Working Paper Seires (1996) View citations (1) (1996)

1997

18. Have U.S. Financial Institutions' Real Estate Investments Exhibited "Trend-Chasing" Behavior?
    The Review of Economics and Statistics, 1997, 79, (2), 248-258 View citations (8)

1996

19. Measuring International Economic Linkages with Stock Market Data
    Journal of Finance, 1996, 51, (5), 1743-63 View citations (104)
    See also Working Paper Measuring international economic linkages with stock market data, International Finance Discussion Papers (1993) View citations (2) (1993)
20. Return generating process and the determinants of term premiums
    Journal of Banking & Finance, 1996, 20, (7), 1251-1269 View citations (7)

1995

21. Bank Risk and Real Estate: An Asset Pricing Perspective
    The Journal of Real Estate Finance and Economics, 1995, 10, (3), 199-224 View citations (10)
22. Price Reversal, Transaction Costs, and Arbitrage Profits in the Real Estate Securities Market
    The Journal of Real Estate Finance and Economics, 1995, 11, (2), 153-65 View citations (16)
23. Strategic returns to international diversification: An application to the equity markets of Europe, Japan and North America
    European Financial Management, 1995, 1, (1), 49-59
    See also Working Paper Strategic returns to international diversification: an application to the equity markets of Europe, Japan, and North America, International Finance Discussion Papers (1995) (1995)
24. The Present Value Model with Time-Varying Discount Rates: Implications for Commercial Property Valuation and Investment Decisions
    The Journal of Real Estate Finance and Economics, 1995, 11, (2), 119-35 View citations (19)

1994

25. An Analysis of Real-Estate Risk Using the Present Value Model
    The Journal of Real Estate Finance and Economics, 1994, 8, (1), 5-20 View citations (9)
26. Is There a Real Estate Factor Premium?
    The Journal of Real Estate Finance and Economics, 1994, 9, (2), 113-26 View citations (35)
27. The Predictability of Real Estate Returns and Market Timing
    The Journal of Real Estate Finance and Economics, 1994, 8, (2), 115-35 View citations (29)

1993

28. A Semiautoregression Approach to the Arbitrage Pricing Theory
    Journal of Finance, 1993, 48, (2), 599-620 View citations (7)
29. Explaining the Cross-Section of Returns via a Multi-Factor APT Model
    Journal of Financial and Quantitative Analysis, 1993, 28, (3), 331-345 View citations (6)
30. Where Do Betas Come From? Asset Price Dynamics and the
    The Review of Financial Studies, 1993, 6, (3), 567-92 View citations (77)

1992

31. The Predictability of Returns on Equity REITs and Their Co-movement with Other Assets
    The Journal of Real Estate Finance and Economics, 1992, 5, (4), 401-18 View citations (103)

Chapters

2006

1. The Computation of Prices Indices
   Elsevier View citations (56)