Do U.S. paintings follow the CAPM? Findings disaggregated by subject, artist, and value of the work
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DOI: 10.1016/j.rie.2016.06.002
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Cited by:
- Itaya, Jun-ichi & Ursprung, Heinrich W., 2016. "Price and death: modeling the death effect in art price formation," Research in Economics, Elsevier, vol. 70(3), pages 431-445.
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Keywords
Art investment; CAPM; Finance;Statistics
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