Jianping Mei

New York University (NYU) - Department of Finance

Associate Professor of Finance

Stern School of Business

44 West 4th Street

New York, NY 10012-1126

United States

SCHOLARLY PAPERS

34

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311

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Scholarly Papers (34)

Art as an Investment and the Underperformance of Masterpieces

NYU Finance Working Paper No. 01-012
Number of pages: 23 Posted: 31 May 2002
Jianping Mei and Michael Moses
New York University (NYU) - Department of Finance and ART MARKET CONSULTANCY
Downloads 1,819 (8,109)

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masterpiece effect, Repeated sales regression

Art as an Investment and the Underperformance of Masterpieces

American Economic Review, Forthcoming
Posted: 21 Aug 2002
Jianping Mei and Michael Moses
New York University (NYU) - Department of Finance and ART MARKET CONSULTANCY

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masterpiece effect, Repeated sales regression

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 New York University (NYU) - Department of Finance
Downloads 1,070 (18,776)

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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 New York University (NYU) - Department of Finance
Downloads 364 (78,988)

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3.
Downloads 1,325 ( 13,801)

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 New York University (NYU) - Department of Finance
Downloads 919 (23,506)

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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 New York University (NYU) - Department of Finance
Downloads 406 (69,521)

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4.

Behavior Based Manipulation: Theory and Prosecution Evidence

Number of pages: 50 Posted: 15 Nov 2003
Jianping Mei, Guojun Wu and Chunsheng Zhou
New York University (NYU) - Department of Finance, University of Houston and Peking University - Guanghua School of Management - Finance
Downloads 1,310 (14,055)

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Manipulation, behavioral finance, loss aversion

5.
Downloads 1,262 ( 14,866)

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 New York University (NYU) - Department of Finance
Downloads 570 (45,385)

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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 New York University (NYU) - Department of Finance
Downloads 561 (46,335)

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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 New York University (NYU) - Department of Finance
Downloads 131 (214,892)

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Manipulation, Market regulation, Politics of finance

6.
Downloads 881 ( 25,472)

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 New York University (NYU) - Department of Finance
Downloads 798 (28,792)

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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 New York University (NYU) - Department of Finance
Downloads 42 (417,231)

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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 New York University (NYU) - Department of Finance
Downloads 41 (421,156)

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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 New York University (NYU) - Department of Finance

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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
New York University (NYU) - Department of Finance, Princeton University - Department of Economics and Columbia University
Downloads 567 (45,689)

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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 2010
Jianping Mei, Wei Xiong and José Scheinkman
New York University (NYU) - Department of Finance, Princeton University - Department of Economics and Columbia University
Downloads 86 (289,240)

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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
New York University (NYU) - Department of Finance and ART MARKET CONSULTANCY
Downloads 264 (112,779)

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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
New York University (NYU) - Department of Finance and ART MARKET CONSULTANCY
Downloads 158 (184,059)

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

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 New York University (NYU) - Department of Finance
Downloads 417 (67,837)

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Mandatory disclosure, securities laws

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 New York University (NYU) - Department of Finance
Downloads 367 (78,911)

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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 New York University (NYU) - Department of Finance
Downloads 314 (93,584)

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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 New York University (NYU) - Department of Finance

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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
New York University (NYU) - Department of Finance, Columbia University and Princeton University - Department of Economics
Downloads 307 (96,492)

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13.

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 New York University (NYU) - Department of Finance
Downloads 221 (135,625)

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14.

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
New York University (NYU) - Department of Finance and ART MARKET CONSULTANCY
Downloads 163 (178,961)

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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 Warwick, Syracuse University - Department of Economics, New York University (NYU) - Department of Finance and ART MARKET CONSULTANCY
Downloads 158 (183,776)

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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
New York University (NYU) - Department of Finance and ART MARKET CONSULTANCY
Downloads 120 (228,921)

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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 New York University (NYU) - Department of Finance
Downloads 117 (233,219)

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Predictability, Diversification, International Property Trusts

18.

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 New York University (NYU) - Department of Finance
Downloads 99 (262,197)

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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: 03 Jan 2002
John Y. Campbell and Jianping Mei
Harvard University - Department of Economics and New York University (NYU) - Department of Finance
Downloads 97 (265,668)

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20.

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 New York University (NYU) - Department of Finance
Downloads 76 (308,761)

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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
Yasushi Hamao, Jianping Mei and Yexiao Xu
Center on Japanese Economy and Business, New York University (NYU) - Department of Finance and University of Texas at Dallas - School of Management
Downloads 55 (370,808)

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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, Jianping Mei and Yexiao Xu
Center on Japanese Economy and Business, New York University (NYU) - Department of Finance and University of Texas at Dallas - School of Management

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22.

Wealth Management for Collectors

Journal of Investment Consulting, Vol. 11, No. 1, pp. 50-59, 2010
Number of pages: 10 Posted: 03 Nov 2010
Jianping Mei and Michael Moses
New York University (NYU) - Department of Finance and ART MARKET CONSULTANCY
Downloads 45 (398,263)

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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
Yasushi Hamao, Jianping Mei and Yexiao Xu
Center on Japanese Economy and Business, New York University (NYU) - Department of Finance and University of Texas at Dallas - School of Management
Downloads 43 (405,416)

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24.

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
New York University (NYU) - Department of Finance
Downloads 41 (412,780)

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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
New York University (NYU) - Department of Finance and New York University - Leonard N. Stern School of Business
Downloads 38 (424,459)

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26.

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 New York University (NYU) - Department of Finance
Downloads 36 (432,545)
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27.

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, New York University (NYU) - Department of Finance and affiliation not provided to SSRN
Downloads 28 (468,228)

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28.

Political Uncertainty, Financial Crisis and Market Volatility

European Financial Management, Vol. 10, No. 4, pp. 639-657, December 2004
Number of pages: 19 Posted: 02 Dec 2004
Jianping Mei and Limin Guo
New York University (NYU) - Department of Finance and Government of Shenzhen - Municipal Planning Commission
Downloads 27 (473,253)
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29.

Anchoring or Loss Aversion? Empirical Evidence from Art Auctions

CEPR Discussion Paper No. DP10048
Number of pages: 39 Posted: 25 Sep 2014
Brandeis University - Department of Economics, Federal Reserve Bank of Boston, New York University (NYU) - Department of Finance, ART MARKET CONSULTANCY and Tilburg University - Department of Finance
Downloads 0 (655,592)
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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
New York University (NYU) - Department of Finance 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
New York University (NYU) - Department of Finance

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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 New York University (NYU) - Department of Finance

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33.

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

Posted: 25 Jun 1998
Jianping Mei
New York University (NYU) - Department of Finance

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Measuring International Economic Linkages with Stock Market Data

Posted: 03 Oct 1994
John Ammer and Jianping Mei
U.S. Federal Reserve Board of Governors and New York University (NYU) - Department of Finance

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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
U.S. Federal Reserve Board of Governors and New York University (NYU) - Department of Finance

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