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Do emerging art market segments have their own price dynamics? Evidence from the Chinese art market
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Do emerging art market segments have their own price dynamics? Evidence from the Chinese art market (2022)Do emerging art market segments have thei…Economic policy uncertainty and stock markets: Long-run evidence from the US (2016)Economic policy uncertainty a…Regime Changes and Financial Markets (2012)Regime Changes and Financial …Buying Beauty: On Prices and Returns in the Art Market (2012)Buying Beauty: On Prices and …Asset market linkages: Evidence from financial, commodity and real estate assets (2010)Asset market linkages: Eviden…Regime Switches in Interest Rates (2002)Regime Switches in Interest R…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Art as an Investment and the Underperformance of Masterpieces (2002)Art as an Investment and the …LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …On the power of the KPSS test of stationarity against fractionally-integrated alternatives (1996)On the power of the KPSS test…On the power of unit root tests against fractional alternatives (1994)On the power of unit root tes…Accounting for taste: Art and the financial markets over three centuries (1993)Accounting for taste: Art and…On the power of Dickey-Fuller tests against fractional alternatives (1991)On the power of Dickey-Fuller…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Unnatural Value: Or Art Investment as Floating Crap Game (1985)Unnatural Value: Or Art Inves…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Trends and random walks in macroeconmic time series (1982)Tests For Unit Roots: A Monte Carlo Investigation (1988)Tests for Unit Roots: A Monte Carlo Investigation (1989)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory processes and fractional integration in econometrics (1996)Modeling and pricing long memory in stock market volatility (1996)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)ARCH modeling in finance (1992)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Efficient Tests for an Autoregressive Unit Root (1996)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)The Impact of Uncertainty Shocks (2009)Political uncertainty and risk premia (2013)Policy Uncertainty and Corporate Investment (2015)Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? (2018)How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)How does economic policy uncertainty affect corporate Innovation?–Evidence from China listed companies (2020)Generalized autoregressive conditional heteroskedasticity (1986)Markov Switching Models in Empirical Finance (2011)Extreme-quantile tracking for financial time series (2014)Macroeconomic Regimes and Regime Shifts (2016)Rational-expectations econometric analysis of changes in regime (1988)International Asset Allocation With Regime Shifts (2002)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Stock Return Predictability: Is it There? (2006)Entertainment industry economics: a guide for financial analysis (2007)Anchoring Effects: Evidence from Art Auctions (2009)
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References

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  • 1994On the power of unit root tests against fractional alternatives

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309 cited
  • 2010Asset market linkages: Evidence from financial, commodity and real estate assets293 cited
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