Jianping Mei

Cheung Kong Graduate School of Business

1017, Oriental Plaza 1

No.1 Dong Chang'an Street

Beijing

China

SCHOLARLY PAPERS

35

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Top 3,946

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13,181

SSRN CITATIONS
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SSRN RANKINGS

Top 3,574

in Total Papers Citations

73

CROSSREF CITATIONS

306

Scholarly Papers (35)

Art as an Investment and the Underperformance of Masterpieces

NYU Finance Working Paper No. 01-012
Number of pages: 23 Posted: 26 Feb 2020
Jianping Mei and Michael Moses
Cheung Kong Graduate School of Business and ART MARKET CONSULTANCY
Downloads 1,970 (10,320)
Citation 17

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masterpiece effect, Repeated sales regression

Art as an Investment and the Underperformance of Masterpieces

American Economic Review, Forthcoming
Posted: 26 Feb 2020
Jianping Mei and Michael Moses
Cheung Kong Graduate School of Business and ART MARKET CONSULTANCY

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masterpiece effect, Repeated sales regression

2.
Downloads 1,539 ( 15,601)
Citation 17

Market Manipulation: A Comprehensive Study of Stock Pools

Number of pages: 34 Posted: 28 Sep 2004
Guolin Jiang, Paul G. Mahoney and Jianping Mei
Shanghai University of Finance and Economics, University of Virginia School of Law and Cheung Kong Graduate School of Business
Downloads 679 (49,604)

Abstract:

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Manipulation, market regulation, politics of finance

Market Manipulation: A Comprehensive Study of Stock Pools

Journal of Financial Economics, Forthcoming
Number of pages: 35 Posted: 07 Feb 2005
Guolin Jiang, Paul G. Mahoney and Jianping Mei
Shanghai University of Finance and Economics, University of Virginia School of Law and Cheung Kong Graduate School of Business
Downloads 676 (49,871)
Citation 2

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Manipulation, market regulation, politics of finance

Market Manipulation: A Comprehensive Study of Stock Pools

NYU Working Paper No. FIN-04-022
Number of pages: 34 Posted: 03 Nov 2008
Guolin Jiang, Paul G. Mahoney and Jianping Mei
Shanghai University of Finance and Economics, University of Virginia School of Law and Cheung Kong Graduate School of Business
Downloads 184 (212,180)
Citation 2

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Manipulation, Market regulation, Politics of finance

3.

Behavior Based Manipulation: Theory and Prosecution Evidence

Number of pages: 50 Posted: 15 Nov 2003
Jianping Mei, Guojun Wu and Chunsheng Zhou
Cheung Kong Graduate School of Business, University of Houston and Peking University - Guanghua School of Management - Finance
Downloads 1,493 (16,369)
Citation 26

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Manipulation, behavioral finance, loss aversion

Large Investors, Price Manipulation, and Limits to Arbitrage: An Anatomy of Market Corners

Number of pages: 42 Posted: 04 Jan 2005
Franklin Allen, Lubomir P. Litov and Jianping Mei
Imperial College London, University of Oklahoma - Michael F. Price College of Business and Cheung Kong Graduate School of Business
Downloads 1,113 (24,903)
Citation 10

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limits to arbitrage, manipulation, market corner

Large Investors, Price Manipulation, and Limits to Arbitrage: An Anatomy of Market Corners

NYU Working Paper No. FIN-04-038
Number of pages: 42 Posted: 03 Nov 2008
Franklin Allen, Lubomir P. Litov and Jianping Mei
Imperial College London, University of Oklahoma - Michael F. Price College of Business and Cheung Kong Graduate School of Business
Downloads 373 (103,537)
Citation 3

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Measuring Private Information Trading in Emerging Markets

NYU Department of Finance Working Paper; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 47 Posted: 23 Feb 2002
Board of Governors of the Federal Reserve System, University of Oklahoma - Michael F. Price College of Business and Cheung Kong Graduate School of Business
Downloads 940 (31,727)
Citation 6

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Private Information Trading and Corporate Governance in Emerging Markets

NYU Working Paper No. S-CG-02-01
Number of pages: 38 Posted: 05 Nov 2008
Board of Governors of the Federal Reserve System, University of Oklahoma - Michael F. Price College of Business and Cheung Kong Graduate School of Business
Downloads 414 (91,701)

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6.
Downloads 961 ( 31,222)
Citation 8

Turning Over Turnover

Yale ICF Working Paper No. 03-26; AFA 2005 Philadelphia Meetings
Number of pages: 43 Posted: 27 Dec 2004
Martijn Cremers and Jianping Mei
University of Notre Dame and Cheung Kong Graduate School of Business
Downloads 834 (37,483)

Abstract:

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Turning Over Turnover

NYU Working Paper No. 2451/27250
Number of pages: 43 Posted: 04 Nov 2008
Martijn Cremers and Jianping Mei
University of Notre Dame and Cheung Kong Graduate School of Business
Downloads 64 (445,589)

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Turning Over Turnover

NYU Working Paper No. 2451/27250
Number of pages: 43 Posted: 11 Nov 2008
Martijn Cremers and Jianping Mei
University of Notre Dame and Cheung Kong Graduate School of Business
Downloads 63 (449,245)

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Turning Over Turnover

The Review of Financial Studies, Vol. 20, Issue 6, pp. 1749-1782, 2007
Posted: 26 Jun 2008
Martijn Cremers and Jianping Mei
University of Notre Dame and Cheung Kong Graduate School of Business

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Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia

AFA 2005 Philadelphia Meetings
Number of pages: 40 Posted: 26 Mar 2005
Jianping Mei, Wei Xiong and José Scheinkman
Cheung Kong Graduate School of Business, Princeton University - Department of Economics and Columbia University
Downloads 588 (59,713)
Citation 11

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speculative trading, equity overvaluation, Chinese stock markets

Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia

NBER Working Paper No. w11362
Number of pages: 41 Posted: 23 Jun 2005 Last Revised: 17 Jan 2022
Jianping Mei, Wei Xiong and José Scheinkman
Cheung Kong Graduate School of Business, Princeton University - Department of Economics and Columbia University
Downloads 97 (348,617)
Citation 19

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8.

Mandatory vs. Contractual Disclosure in Securities Markets: Evidence from the 1930s

Number of pages: 47 Posted: 23 Feb 2006
Paul G. Mahoney and Jianping Mei
University of Virginia School of Law and Cheung Kong Graduate School of Business
Downloads 451 (83,793)
Citation 13

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Mandatory disclosure, securities laws

Vested Interests, Price Estimates, and the Future Performance of Artworks

Journal of Finance, Forthcoming
Number of pages: 37 Posted: 07 Feb 2005
Jianping Mei and Michael Moses
Cheung Kong Graduate School of Business and ART MARKET CONSULTANCY
Downloads 269 (147,571)

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Art as investment, investor credulity, masterpiece performance, role of experts

Vested Interests, Price Estimates, and the Future Performance of Artworks

Number of pages: 37 Posted: 25 Nov 2003
Jianping Mei and Michael Moses
Cheung Kong Graduate School of Business and ART MARKET CONSULTANCY
Downloads 166 (232,095)

Abstract:

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Art as investment, investor credulity, masterpiece performance, role of experts

10.

A New Approach to the Duo-Factor-Model of Return and Volume

Number of pages: 46 Posted: 16 Mar 2002
Martijn Cremers and Jianping Mei
University of Notre Dame and Cheung Kong Graduate School of Business
Downloads 391 (98,832)
Citation 2

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Political Risk and Stock Returns: The Case of Hong Kong

NYU Working Paper No. FIN-94-039
Number of pages: 66 Posted: 11 Nov 2008
Harold Y. Kim and Jianping Mei
Stanford University and Cheung Kong Graduate School of Business
Downloads 366 (105,754)

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jump-diffusion process, volatility, democracy, mostfavored-nation trade status

Political Risk and Stock Returns: The Case of Hong Kong

Posted: 13 Sep 1999
Harold Y. Kim and Jianping Mei
Stanford University and Cheung Kong Graduate School of Business

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12.

Speculative Trading and Stock Prices: An Analysis of Chinese A-B Share Premia

NYU Working Paper No. FIN-03-017
Number of pages: 48 Posted: 11 Nov 2008
Jianping Mei, José Scheinkman and Wei Xiong
Cheung Kong Graduate School of Business, Columbia University and Princeton University - Department of Economics
Downloads 341 (115,297)
Citation 1

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13.

Beautiful Asset: Art as Investment

Journal of Investment Consulting, Vol. 7, No. 2, pp. 45-51, 2005
Number of pages: 12 Posted: 05 Nov 2010
Jianping Mei and Michael Moses
Cheung Kong Graduate School of Business and ART MARKET CONSULTANCY
Downloads 323 (122,321)
Citation 1

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14.

Behavior Based Manipulation

NYU Working Paper No. FIN-03-028
Number of pages: 46 Posted: 11 Nov 2008
Chunsheng Zhou and Jianping Mei
Peking University - Guanghua School of Management - Finance and Cheung Kong Graduate School of Business
Downloads 248 (160,749)

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15.

Ordering, Revenue and Anchoring in Art Auctions

Number of pages: 66 Posted: 25 Aug 2014
Columbia University, Graduate School of Arts and Sciences, Department of Economics, University of WarwickHebrew University of Jerusalem, Syracuse University - Department of Economics, Cheung Kong Graduate School of Business and ART MARKET CONSULTANCY
Downloads 179 (217,370)

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Auctions, Anchoring, Ordering, Revenues, Sequential

16.

Are Investors Credulous? Some Preliminary Evidence from Art Auctions

NYU Working Paper No. FIN-02-039
Number of pages: 34 Posted: 03 Nov 2008
Jianping Mei and Michael Moses
Cheung Kong Graduate School of Business and ART MARKET CONSULTANCY
Downloads 139 (268,039)

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17.

The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences

NYU Working Paper No. FIN-96-033
Number of pages: 53 Posted: 11 Nov 2008
Crocker H. Liu and Jianping Mei
Arizona State University and Cheung Kong Graduate School of Business
Downloads 122 (295,746)
Citation 6

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Predictability, Diversification, International Property Trusts

18.

Where Do Betas Come from? Asset Price Dynamics and the Sources of Systematic Risk

NBER Working Paper No. w4329
Number of pages: 40 Posted: 27 Apr 2000 Last Revised: 02 May 2021
John Y. Campbell and Jianping Mei
Harvard University - Department of Economics and Cheung Kong Graduate School of Business
Downloads 110 (318,120)
Citation 2

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19.

Credit Spreads in the Market for Highly Leveraged Transaction Loans

NYU Working Paper No. FIN-95-006
Number of pages: 52 Posted: 11 Nov 2008
Lazarus A. Angbazo and Jianping Mei
Purdue University and Cheung Kong Graduate School of Business
Downloads 105 (328,366)
Citation 16

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20.

Wealth Management for Collectors

Journal of Investment Consulting, Vol. 11, No. 1, pp. 50-59, 2010
Number of pages: 10 Posted: 16 Nov 2015
Jianping Mei and Michael Moses
Cheung Kong Graduate School of Business and ART MARKET CONSULTANCY
Downloads 101 (336,918)

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21.

Return Generating Process and the Determinants of Term Premiums

NYU Working Paper No. FIN-94-029
Number of pages: 43 Posted: 11 Nov 2008
Edwin J. Elton, Martin J. Gruber and Jianping Mei
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Cheung Kong Graduate School of Business
Downloads 80 (389,466)

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nonlinear cross-equation restriction, asset pricing, bond returns

Idiosyncratic Risk and the Creative Destruction in Japan

NBER Working Paper No. w9642
Number of pages: 54 Posted: 25 Apr 2003 Last Revised: 07 Nov 2021
University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business, Cheung Kong Graduate School of Business and University of Texas at Dallas - School of Management
Downloads 63 (449,245)

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Idiosyncratic Risk and the Creative Destruction in Japan

EFA 2003 Annual Conference Paper No. 173
Posted: 24 Jul 2003
University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business, Cheung Kong Graduate School of Business and University of Texas at Dallas - School of Management

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23.

Idiosyncratic Risk and Creative Destruction in Japan

NYU Working Paper No. FIN-02-053
Number of pages: 52 Posted: 03 Nov 2008
University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business, Cheung Kong Graduate School of Business and University of Texas at Dallas - School of Management
Downloads 49 (497,056)

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24.

Investment Strategies to Exploit Economic Growth in China

Journal of Investment Consulting, Vol. 7, No. 3, pp. 32-47, Winter 2005-2006
Number of pages: 16 Posted: 04 Nov 2010
Burton G. Malkiel, Jianping Mei and Rui Yang
Princeton University - Bendheim Center for Finance, Cheung Kong Graduate School of Business and affiliation not provided to SSRN
Downloads 44 (519,298)

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25.

Have U.S. Financial Institutions' Real Estate Investments Exhibited "Trend-Chasing" Behavior?

NYU Working Paper No. FIN-94-046
Number of pages: 39 Posted: 11 Nov 2008
Jianping Mei and Anthony Saunders
Cheung Kong Graduate School of Business and New York University - Leonard N. Stern School of Business
Downloads 42 (528,755)

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26.

A Bmwtv Approach to the Conditional Arbitrage Pricing Model

NYU Working Paper No. FIN-94-045
Number of pages: 40 Posted: 11 Nov 2008
Jianping Mei
Cheung Kong Graduate School of Business
Downloads 41 (533,518)

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27.

Is Country Diversification Better than Industry Diversification?

European Financial Management, Vol. 12, No. 3, pp. 319-340, June 2006
Number of pages: 22 Posted: 19 May 2006
Kent Hargis and Jianping Mei
Bernstein Investment Research and Management and Cheung Kong Graduate School of Business
Downloads 36 (558,787)
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28.

Political Uncertainty, Financial Crisis and Market Volatility

Number of pages: 19 Posted: 02 Dec 2004
Jianping Mei and Limin Guo
Cheung Kong Graduate School of Business and Government of Shenzhen - Municipal Planning Commission
Downloads 27 (610,509)
Citation 4
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29.

Anchoring or Loss Aversion? Empirical Evidence from Art Auctions

Number of pages: 39 Posted: 25 Sep 2014
Brandeis University - Department of Economics, Federal Reserve Bank of Cleveland , Cheung Kong Graduate School of Business, ART MARKET CONSULTANCY and Tilburg University - Department of Finance
Downloads 0 (830,710)
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anchoring, art auctions, endowment effect, loss aversion

30.

Conditional Risk Premiums of Asian Real Estate Stocks

Journal of Real Estate, Finance & Economics, Vol. 21, No. 3
Posted: 12 Jun 2001
Jianping Mei and Jiawei Hu
Cheung Kong Graduate School of Business and New York University (NYU) - Leonard N. Stern School of Business

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31.

Political Risk, Financial Crisis, and Market Volatility

Posted: 20 Apr 1999
Jianping Mei
Cheung Kong Graduate School of Business

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32.

Risk Characteristics of Real Estate Related Securities?An Extension of Liu and Mei (1992)

Journal of Real Estate Research, 1999
Posted: 29 Oct 1998
Hsien-Hsing Liao and Jianping Mei
National Taiwan University and Cheung Kong Graduate School of Business

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Measuring International Economic Linkages with Stock Market Data

Posted: 03 Oct 1994
John Ammer and Jianping Mei
Board of Governors of the Federal Reserve System and Cheung Kong Graduate School of Business

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Measuring International Economic Linkages with Stock Market Data

JOURNAL OF FINANCE, Vol. 51, No. 5, December 1996
Posted: 13 Feb 1997
John Ammer and Jianping Mei
Board of Governors of the Federal Reserve System and Cheung Kong Graduate School of Business

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35.

Residual Variance and Asset Pricing in the Art Market

Number of pages: 43
Jianping Mei
Cheung Kong Graduate School of Business
Downloads 0

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Price Innovation, Residual variance, Art Asset Pricing