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Details about Jianping Mei

Workplace:Cheung Kong Graduate School of Business, (more information at EDIRC)

Access statistics for papers by Jianping Mei.

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

Short-id: pme634


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Working Papers

2015

  1. Empirical Evidence of Anchoring and Loss Aversion from Art Auctions
    Working Papers, Brandeis University, Department of Economics and International Businesss School Downloads View citations (2)

2014

  1. Anchoring or Loss Aversion? Empirical Evidence from Art Auctions
    ACEI Working Paper Series, Association for Cultural Economics International Downloads View citations (3)

2009

  1. 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 Downloads View citations (62)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (17)

    See also Journal Article in Annals of Economics and Finance (2009)

2008

  1. Turning Over Turnover
    Yale School of Management Working Papers, Yale School of Management Downloads
    See also Journal Article in Review of Financial Studies (2007)

2006

  1. On the computation of art indices in art
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (3)

2003

  1. Idiosyncratic Risk and the Creative Destruction in Japan
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (19)

1999

  1. 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- Downloads View citations (5)

1996

  1. 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 in Real Estate Economics (1998)

1995

  1. 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 in Journal of International Money and Finance (2001)
  2. 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.) Downloads
    See also Journal Article in European Financial Management (1995)

1993

  1. Measuring international economic linkages with stock market data
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    See also Journal Article in Journal of Finance (1996)
  2. Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (44)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) Downloads View citations (50)

1989

  1. DO WE HAVE TO KNOW BETA? AN AUTOREGRESSIVE APPROACH TO THE TEST OF THE APT
    Working Papers, Princeton, Department of Economics - Financial Research Center
  2. 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 Downloads View citations (68)
    See also Working Paper (2009)

2007

  1. Turning over Turnover
    Review of Financial Studies, 2007, 20, (6), 1749-1782 Downloads View citations (13)
    See also Working Paper (2008)
  2. Unique Symptoms of Japanese Stagnation: An Equity Market Perspective
    Journal of Money, Credit and Banking, 2007, 39, (4), 901-923 Downloads View citations (19)

2006

  1. Is Country Diversification better than Industry Diversification?
    European Financial Management, 2006, 12, (3), 319-340 Downloads View citations (4)
  2. Large Investors, Price Manipulation, and Limits to Arbitrage: An Anatomy of Market Corners
    Review of Finance, 2006, 10, (4), 645-693 Downloads View citations (18)

2005

  1. Market manipulation: A comprehensive study of stock pools
    Journal of Financial Economics, 2005, 77, (1), 147-170 Downloads View citations (20)
  2. Vested Interest and Biased Price Estimates: Evidence from an Auction Market
    Journal of Finance, 2005, 60, (5), 2409-2435 Downloads View citations (43)

2004

  1. Political Uncertainty, Financial Crisis and Market Volatility
    European Financial Management, 2004, 10, (4), 639-657 Downloads View citations (13)

2002

  1. Art as an Investment and the Underperformance of Masterpieces
    American Economic Review, 2002, 92, (5), 1656-1668 Downloads View citations (117)

2001

  1. 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 Downloads View citations (24)
    See also Working Paper (1995)
  2. Ratings Washington "Professors" on Asian financial crises
    Japan and the World Economy, 2001, 13, (2), 179-180 Downloads
  3. 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 Downloads View citations (43)

2000

  1. Conditional Risk Premiums of Asian Real Estate Stocks
    The Journal of Real Estate Finance and Economics, 2000, 21, (3), 297-313 Downloads View citations (10)

1998

  1. Credit spreads in the market for highly leveraged transaction loans
    Journal of Banking & Finance, 1998, 22, (10-11), 1249-1282 Downloads View citations (35)
  2. Interaction in investment among rival Japanese firms
    Japan and the World Economy, 1998, 10, (4), 393-407 Downloads View citations (3)
  3. Risk Characteristics of Real Estate Related Securities--An Extension of Liu and Mei (1992)
    Journal of Real Estate Research, 1998, 16, (3), 279-290 Downloads View citations (4)
  4. The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences
    Real Estate Economics, 1998, 26, (1), 3-39 Downloads View citations (28)
    See also Working Paper (1996)

1997

  1. Have U.S. Financial Institutions' Real Estate Investments Exhibited "Trend-Chasing" Behavior?
    The Review of Economics and Statistics, 1997, 79, (2), 248-258 Downloads View citations (4)

1996

  1. Measuring International Economic Linkages with Stock Market Data
    Journal of Finance, 1996, 51, (5), 1743-63 Downloads View citations (87)
    See also Working Paper (1993)
  2. Return generating process and the determinants of term premiums
    Journal of Banking & Finance, 1996, 20, (7), 1251-1269 Downloads View citations (6)

1995

  1. Bank Risk and Real Estate: An Asset Pricing Perspective
    The Journal of Real Estate Finance and Economics, 1995, 10, (3), 199-224 View citations (6)
  2. 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 (10)
  3. 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 Downloads
    See also Working Paper (1995)
  4. 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 (15)

1994

  1. 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 (7)
  2. Is There a Real Estate Factor Premium?
    The Journal of Real Estate Finance and Economics, 1994, 9, (2), 113-26 View citations (31)
  3. The Predictability of Real Estate Returns and Market Timing
    The Journal of Real Estate Finance and Economics, 1994, 8, (2), 115-35 View citations (23)

1993

  1. A Semiautoregression Approach to the Arbitrage Pricing Theory
    Journal of Finance, 1993, 48, (2), 599-620 Downloads View citations (7)
  2. Explaining the Cross-Section of Returns via a Multi-Factor APT Model
    Journal of Financial and Quantitative Analysis, 1993, 28, (03), 331-345 Downloads View citations (3)
  3. Where Do Betas Come From? Asset Price Dynamics and the
    Review of Financial Studies, 1993, 6, (3), 567-92 Downloads View citations (30)

1992

  1. 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 (74)

Chapters

2006

  1. The Computation of Prices Indices
    Elsevier Downloads View citations (34)
 
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