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Asset pricing theory and the valuation of Canadian paintings

Citations

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Cited by:

  1. Prieto-Rodriguez, Juan & Vecco, Marilena, 2021. "Reading between the lines in the art market: Lack of transparency and price heterogeneity as an indicator of multiple equilibria," Economic Modelling, Elsevier, vol. 102(C).
  2. Abderazak Bakhouche & Ludovic P.J. Thebault, 2011. "What Determines Cézanne’S Art Pricing? A Hedonic Regression Method," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 58, pages 515-532, november.
  3. Marie BLUM & Régis BLAZY, 2021. "The three stages of an auction: how do the bid dynamics influence auction prices? Evidence from live art auctions," Working Papers of LaRGE Research Center 2021-10, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  4. Kraeussl, Roman & Logher, Robin, 2010. "Emerging art markets," Emerging Markets Review, Elsevier, vol. 11(4), pages 301-318, December.
  5. Xin Li & Chi-Wei Su & Meng Qin & Fahai Zhao, 2020. "Testing for Bubbles in the Chinese Art Market," SAGE Open, , vol. 10(1), pages 21582440199, January.
  6. Federico Etro & Elena Stepanova, 2017. "Art Auctions and Art Investment in the Golden Age of British Painting," Scottish Journal of Political Economy, Scottish Economic Society, vol. 64(2), pages 191-225, May.
  7. Bocart, Fabian Y.R.P. & Hafner, Christian M., 2012. "Econometric analysis of volatile art markets," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3091-3104.
  8. Erdal Atukeren & Aylin Seçkin, 2007. "On the valuation of psychic returns to art market investments," Economics Bulletin, AccessEcon, vol. 26(5), pages 1-12.
  9. Douglas Hodgson & Aylin Seçkin, 2012. "Dynamic price dependence of Canadian and international art markets: an empirical analysis," Empirical Economics, Springer, vol. 43(2), pages 867-890, October.
  10. Patrick Georges & Aylin Seçkin, 2013. "Black notes and white noise: a hedonic approach to auction prices of classical music manuscripts," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 37(1), pages 33-60, February.
  11. repec:ebl:ecbull:v:26:y:2007:i:5:p:1-12 is not listed on IDEAS
  12. Goodness C. Aye & Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Mark Wohar, 2016. "Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks," Working Papers 201625, University of Pretoria, Department of Economics.
  13. Dakshina Garfield De Silva & Marina Gertsberg & Georgia Kosmopoulou & Rachel Pownall, 2017. "Dealer Networks in the World of Art," Working Papers 198144199, Lancaster University Management School, Economics Department.
  14. Park, Heungju & Ju, Lan & Liang, Tianyu & Tu, Zhiyong, 2017. "Horizon analysis of art investments: Evidence from the Chinese market," Pacific-Basin Finance Journal, Elsevier, vol. 41(C), pages 17-25.
  15. Régis Blazy & Marie Blum, 2022. "Horizontal and vertical differentiation in comic art auctions," Economic Inquiry, Western Economic Association International, vol. 60(3), pages 1382-1415, July.
  16. John Galbraith & Douglas Hodgson, 2015. "Innovation, experience and artists’ age-valuation profiles: evidence from eighteenth-century rococo and neoclassical painters," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 39(3), pages 259-275, August.
  17. Bocart, Fabian & Hafner, Christian, 2012. "Volatility of price indices for heterogeneous goods," LIDAM Discussion Papers ISBA 2012019, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  18. Hellmanzik, Christiane, 2016. "Historic art exhibitions and modern - day auction results," Research in Economics, Elsevier, vol. 70(3), pages 421-430.
  19. Fabian Bocart & Ken Bastiaensen & Peter Cauwels, 2011. "The 1980s Price Bubble on (Post) Impressionism," ACEI Working Paper Series AWP-03-2011, Association for Cultural Economics International, revised Nov 2011.
  20. Douglas Hodgson & Barrett Slade & Keith Vorkink, 2006. "Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 32(2), pages 151-168, March.
  21. Joonwoo Nahm, 2010. "Price determinants and genre effects in the Korean art market: a partial linear analysis of size effect," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 34(4), pages 281-297, November.
  22. Galbraith, John W. & Hodgson, Douglas J., 2012. "Dimension reduction and model averaging for estimation of artists' age-valuation profiles," European Economic Review, Elsevier, vol. 56(3), pages 422-435.
  23. Patrick Georges & Aylin Seçkin, 2012. "Auction Prices of Classical Music Manuscripts – A Hedonic Approach," Working Papers 1202E, University of Ottawa, Department of Economics.
  24. Roman Kraeussl & Christian Wiehenkamp, 2012. "A call on art investments," Review of Derivatives Research, Springer, vol. 15(1), pages 1-23, April.
  25. Agnello, Richard J., 2016. "Do U.S. paintings follow the CAPM? Findings disaggregated by subject, artist, and value of the work," Research in Economics, Elsevier, vol. 70(3), pages 403-411.
  26. Candela, Guido & Castellani, Massimiliano & Pattitoni, Pierpaolo, 2013. "Reconsidering psychic return in art investments," Economics Letters, Elsevier, vol. 118(2), pages 351-354.
  27. Erdős, Péter & Ormos, Mihály, 2012. "Pricing of collectibles: Baedeker guidebooks," Economic Modelling, Elsevier, vol. 29(5), pages 1968-1978.
  28. Douglas HODGSON & Aylin SECKIN, 2010. "Dynamic Price Dependence of Canadian and World Art Markets: An Empirical Analysis," EcoMod2010 259600074, EcoMod.
  29. Marinelli, Nicoletta & Palomba, Giulio, 2011. "A model for pricing Italian Contemporary Art paintings at auction," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 212-224, May.
  30. Erdal Atukeren & Aylin Seckin, 2009. "An analysis of the price dynamics between the Turkish and the international paintings markets," Applied Financial Economics, Taylor & Francis Journals, vol. 19(21), pages 1705-1714.
  31. Douglas Hodgson, 2011. "Age–price profiles for Canadian painters at auction," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 35(4), pages 287-308, November.
  32. Emrah Çevik & Erdal Atukeren & Turhan Korkmaz, 2013. "Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests," Empirical Economics, Springer, vol. 45(2), pages 675-695, October.
  33. Anna Lucińska, 2015. "The Art Market in the European Union," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 21(1), pages 67-79, March.
  34. John W. Galbraith & Douglas J. Hodgson, 2018. "Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information," Econometrics, MDPI, vol. 6(3), pages 1-15, June.
  35. Kräussl, Roman & Elsland, Niels van, 2008. "Constructing the true art market index: A novel 2-step hedonic approach and its application to the German art market," CFS Working Paper Series 2008/11, Center for Financial Studies (CFS).
  36. Charlin, Ventura & Cifuentes, Arturo, 2017. "On the uncertainty of art market returns," Finance Research Letters, Elsevier, vol. 21(C), pages 186-189.
  37. Taylor, Dominic & Coleman, Les, 2011. "Price determinants of Aboriginal art, and its role as an alternative asset class," Journal of Banking & Finance, Elsevier, vol. 35(6), pages 1519-1529, June.
  38. De Silva, Dakshina G. & Gertsberg, Marina & Kosmopoulou, Georgia & Pownall, Rachel A.J., 2022. "Evolution of a dealer trading network and its effects on art auction prices," European Economic Review, Elsevier, vol. 144(C).
  39. Erdos, Péter & Ormos, Mihály, 2010. "Random walk theory and the weak-form efficiency of the US art auction prices," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 1062-1076, May.
  40. Greg Tkacz, 2007. "Gold Prices and Inflation," Staff Working Papers 07-35, Bank of Canada.
  41. Aylin Seckin, 2006. "Art as an Investment under High Inflation: an Empirical Study on Turkish Paintings," EcoMod2006 272100081, EcoMod.
  42. Richard Agnello & Xiaowen Xu, 2006. "Art Prices and Race: Paintings by African American Artists and Their White Contemporaries," Working Papers 06-06, University of Delaware, Department of Economics.
  43. Belma Öztürkkal & Aslı Togan-Eğrican, 2020. "Art investment: hedging or safe haven through financial crises," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 44(3), pages 481-529, September.
  44. repec:ebl:ecbull:v:26:y:2006:i:3:p:1-13 is not listed on IDEAS
  45. Shailendra Gurjar & Usha Ananthakumar, 2023. "The economics of art: price determinants and returns on investment in Indian paintings," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 50(6), pages 839-859, January.
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