Jianping Mei

Cheung Kong Graduate School of Business

1017, Oriental Plaza 1

No.1 Dong Chang'an Street

Beijing

China

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SCHOLARLY PAPERS

36

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73

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306

Scholarly Papers (36)

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1.

Art as an Investment and the Underperformance of Masterpieces

Downloads 2,154 (12,050)

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 2,154 (11,798)
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.

Market Manipulation: A Comprehensive Study of Stock Pools

Downloads 1,687 (17,726)
Citation 23

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 741 (56,914)
Citation 1

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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 711 (60,122)
Citation 4

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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 235 (215,189)
Citation 7

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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 1,647 (18,484)
Citation 26

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Manipulation, behavioral finance, loss aversion

4.

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

Downloads 1,510 (20,986)
Citation 25

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 1,135 (31,566)
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 375 (131,838)
Citation 3

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5.

Measuring Private Information Trading in Emerging Markets

Downloads 1,371 (24,275)
Citation 4

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
Olesya V. Grishchenko, Lubomir P. Litov and Jianping Mei
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 956 (40,155)
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
Olesya V. Grishchenko, Lubomir P. Litov and Jianping Mei
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 415 (117,242)

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6.

Turning Over Turnover

Downloads 1,017 (37,336)
Citation 10

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 854 (46,970)

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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 82 (498,519)
Citation 3

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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 81 (502,296)

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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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7.

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

Downloads 739 (57,956)
Citation 79

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 A. Scheinkman
Cheung Kong Graduate School of Business, Princeton University - Department of Economics and Columbia University
Downloads 620 (71,773)
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: 20 Jul 2022
Jianping Mei, Wei Xiong and José A. Scheinkman
Cheung Kong Graduate School of Business, Princeton University - Department of Economics and Columbia University
Downloads 119 (386,409)
Citation 19

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8.

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 489 (97,556)
Citation 1

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9.

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 488 (98,050)
Citation 13

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Mandatory disclosure, securities laws

10.

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

Downloads 455 (106,355)

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 282 (179,294)

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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 173 (285,552)

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

11.

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 404 (122,123)
Citation 1

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12.

Political Risk and Stock Returns: The Case of Hong Kong

Downloads 398 (124,241)

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 398 (123,117)

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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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13.

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 A. Scheinkman and Wei Xiong
Cheung Kong Graduate School of Business, Columbia University and Princeton University - Department of Economics
Downloads 375 (132,904)
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 291 (174,506)

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15.

Ordering, Revenue and Anchoring in Art Auctions

Number of pages: 66 Posted: 25 Aug 2014
Harrison G. Hong, Ilan Kremer, Ilan Kremer, Jeffrey D. Kubik, Jianping Mei and Michael Moses
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 214 (236,055)

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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 165 (297,334)

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17.

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 149 (323,863)

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18.

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 134 (352,051)
Citation 6

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Predictability, Diversification, International Property Trusts

19.

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: 31 Oct 2022
John Y. Campbell and Jianping Mei
Harvard University - Department of Economics and Cheung Kong Graduate School of Business
Downloads 134 (352,051)
Citation 2

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20.

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 121 (380,139)
Citation 16

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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 92 (459,961)

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nonlinear cross-equation restriction, asset pricing, bond returns

22.

IPO Underpricing: A Tale of a Different 1920s

Number of pages: 48 Posted: 20 Apr 2022
Jie Gan, Paul G. Mahoney and Jianping Mei
Cheung Kong Graduate School of Business, University of Virginia School of Law and Cheung Kong Graduate School of Business
Downloads 83 (489,935)

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IPO underpricing, market efficiency, regulation

23.

Idiosyncratic Risk and the Creative Destruction in Japan

Downloads 75 (519,667)

Idiosyncratic Risk and the Creative Destruction in Japan

NBER Working Paper No. w9642
Number of pages: 54 Posted: 25 Apr 2003 Last Revised: 08 May 2022
Yasushi Hamao, Yasushi Hamao, Jianping Mei and Yexiao Xu
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 75 (525,919)

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Idiosyncratic Risk and the Creative Destruction in Japan

EFA 2003 Annual Conference Paper No. 173
Posted: 24 Jul 2003
Yasushi Hamao, Yasushi Hamao, Jianping Mei and Yexiao Xu
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

Abstract:

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24.

Agency Problems and Sentiment: Evidence from An Auction Market

Number of pages: 63 Posted: 15 Apr 2022
Jianping Mei and Michael Moses
Cheung Kong Graduate School of Business and Art Market Consultancy
Downloads 68 (548,437)

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Asset Pricing, Behavioral Finance, and Cultural Economics

25.

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 68 (548,437)

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26.

Empirical Evidence of Anchoring and Loss Aversion from Art Auctions

Journal of Cultural Economics (2022)
Number of pages: 29 Posted: 22 Aug 2022
Kathryn Graddy, Lara Loewenstein, Jianping Mei, Michael Moses and Rachel A.J. Pownall
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 62 (575,065)
Citation 1

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Anchoring, Loss Aversion

27.

Idiosyncratic Risk and Creative Destruction in Japan

NYU Working Paper No. FIN-02-053
Number of pages: 52 Posted: 03 Nov 2008
Yasushi Hamao, Yasushi Hamao, Jianping Mei and Yexiao Xu
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 55 (609,105)

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28.

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 50 (635,750)

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29.

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 49 (641,298)

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30.

Residual Variance and Asset Pricing in the Art Market

Journal of Cultural Economics, Forthcoming
Number of pages: 39 Posted: 15 Apr 2022
Jianping Mei, Michael Moses and Yi Zhou
Cheung Kong Graduate School of Business, Art Market Consultancy and San Francisco State University
Downloads 24 (814,341)

Abstract:

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Asset Pricing, Behavioral Finance, and Cultural Economics

31.

Anchoring or Loss Aversion? Empirical Evidence from Art Auctions

CEPR Discussion Paper No. DP10048
Number of pages: 39 Posted: 25 Sep 2014
Kathryn Graddy, Lara Loewenstein, Jianping Mei, Michael Moses and Rachel A.J. Pownall
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 1 (1,018,964)
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anchoring, art auctions, endowment effect, loss aversion

32.

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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33.

Political Risk, Financial Crisis, and Market Volatility

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

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34.

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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35.

Assessing the 'Santa Claus' Approach to Asset Allocation: Implications for Commercial Real Estate Investment

Posted: 25 Jun 1998
Jianping Mei
Cheung Kong Graduate School of Business

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36.

Measuring International Economic Linkages with Stock Market Data

Downloads 0 (1,027,556)

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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