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Long-term comovements in international markets for paintings
8 references·16 citing·39 second hop
Long-term comovements in international markets for paintings (1995)Long-term comovements in international ma…Is art market behaviour predictable? (1995)Is art market behaviour predi…Returns of Impressionist, Modern and Contemporary European Paintings 1962-1991 (1994)Returns of Impressionist, Mod…Art as an investment: The market for modern prints (1993)Art as an investment: The mar…Accounting for taste: Art and the financial markets over three centuries (1993)Accounting for taste: Art and…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…PAINTINGS AS AN INVESTMENT (1974)PAINTINGS AS AN INVESTMENTDeterminants of Art Prices and Performance by Movements: Long-Run Evidence from an Emerging Market (2019)Determinants of Art Prices an…Cultural and economic value: a critical review (2018)Cultural and economic value: …Dynamics of fine wine and asset prices: evidence from short- and long-run co-movements (2015)Dynamics of fine wine and ass…Taste Endures! The Rankings of Roger de Piles (†1709) and Three Centuries of Art Prices (2013)Taste Endures! The Rankings o…A model for pricing Italian Contemporary Art paintings at auction (2011)A model for pricing Italian C…Emerging art markets (2010)Emerging art marketsThe death effect in art prices: evidence from Denmark (2008)The death effect in art price…THE AUCTION MARKET FOR MODERN PRINTS: CONFIRMATIONS, CONTRADICTIONS, AND NEW PUZZLES (2007)THE AUCTION MARKET FOR MODERN…The collateral value of fine art (2006)The collateral value of fine …Chapter 27 The Computation of Prices Indices (2006)Chapter 27 The Computation of…Chapter 26 Art Auctions (2006)Chapter 26 Art AuctionsTransmission of returns and volatility in art markets: a multivariate GARCH analysis (2004)Transmission of returns and v…The Sculpture Market: An Adjacent Year Regression Index (2002)The Sculpture Market: An Adja…Investment Returns and Risk for Art: Evidence from Auctions of American Paintings (2002)Investment Returns and Risk f…Long- and Short-Term Portfolio Choices of Paintings (1999)Long- and Short-Term Portfoli…The Impact of Museum Purchase on the Auction Prices of Paintings (1997)The Impact of Museum Purchase…Unnatural Value: Or Art Investment as Floating Crap Game (1985)Auctions and the Price of Art (2003)Art as an Investment and Conspicuous Consumption Good (2009)Art and Money (2011)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Muses and Markets: Explorations in the Economics of the Arts (1989)Buying Beauty: On Prices and Returns in the Art Market (2012)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)The Efficiency of the Market for Single-Family Homes (1988)The ``Death-Effect'' in Art Prices: A Demand-Side Exploration (2000)Sale Rates and Price Movements in Art Auctions (2011)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Common stochastic trends in international stock markets (1992)DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)Tourism as a long-run economic growth factor: the Spanish case (2002)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Macroeconomics and Reality (1980)On the return of art investment return analyses (1995)Art as an investment: risk, return and portfolio diversification in major painting markets (2004)Financial Returns and Price Determinants in the Australian Art Market, 1973-2003* (2005)Economics and Culture (2000)Culture and Public Action (2004)The Economics of Superstars (2009)The Role of Place Identity, Local Genius, Orange Economy and Cultural Policies for Sustainability of Intangible Cultural Heritage in Bali (2021)The art of crowdfunding arts and innovation: the cultural economic perspective (2022)Cultural value as meaning-making (2024)Portfolio Selection (1952)Emerging markets research: Trends, issues and future directions (2012)Alternative investments in emerging markets: A review and new trends (2016)Red obsession: The ascent of fine wine in China (2016)The accuracy of real estate indices: Repeat sale estimators (1992)The relevance of hedonic price indices (1996)Art as a Financial Investment (2008)
this work references cited by second hop

References

  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1993Accounting for taste: Art and the financial markets over three centuries368 cited
  • 1993Art as an investment: The market for modern prints335 cited
  • 1974PAINTINGS AS AN INVESTMENT213 cited
  • 1995Is art market behaviour predictable?137 cited
  • 1994Returns of Impressionist, Modern and Contemporary European Paintings 1962-199188 cited

Cited by

  • 2010Emerging art markets86 cited
  • 2018Cultural and economic value: a critical review70 cited
  • 2002Investment Returns and Risk for Art: Evidence from Auctions of American Paintings63 cited
  • 2006Chapter 27 The Computation of Prices Indices61 cited
  • 2007THE AUCTION MARKET FOR MODERN PRINTS: CONFIRMATIONS, CONTRADICTIONS, AND NEW PUZZLES55 cited
  • 2006Chapter 26 Art Auctions49 cited
  • 2002The Sculpture Market: An Adjacent Year Regression Index

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

44 cited
  • 2015Dynamics of fine wine and asset prices: evidence from short- and long-run co-movements41 cited
  • 2013Taste Endures! The Rankings of Roger de Piles (†1709) and Three Centuries of Art Prices41 cited
  • 1997The Impact of Museum Purchase on the Auction Prices of Paintings37 cited
  • 2011A model for pricing Italian Contemporary Art paintings at auction36 cited
  • 1999Long- and Short-Term Portfolio Choices of Paintings34 cited
  • 2006The collateral value of fine art31 cited
  • 2019Determinants of Art Prices and Performance by Movements: Long-Run Evidence from an Emerging Market27 cited
  • 2008The death effect in art prices: evidence from Denmark27 cited
  • 2004Transmission of returns and volatility in art markets: a multivariate GARCH analysis27 cited