Nicolas Martelin

Personal Details

First Name:	Nicolas
Middle Name:
Last Name:	Martelin
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RePEc Short-ID:	pma1833
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Affiliation

Department of Finance
Faculté de droit, d'économie et de finance
Université du Luxembourg

Luxembourg, Luxembourg
https://wwwen.uni.lu/research/fdef/df
RePEc:edi:sfsculu (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Roman Kräussl & Thorsten Lehnert & Nicolas Martelin, 2014. "Is there a Bubble in the Art Market?," LSF Research Working Paper Series 14-07, Luxembourg School of Finance, University of Luxembourg.
   • Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas, 2016. "Is there a bubble in the art market?," Journal of Empirical Finance, Elsevier, vol. 35(C), pages 99-109.
   • Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas, 2014. "Is there a bubble in the art market?," CFS Working Paper Series 493, Center for Financial Studies (CFS).

   Cited by:

   1. Yang Hu, 2023. "A review of Phillips‐type right‐tailed unit root bubble detection tests," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 141-158, February.
   2. Julien Pénasse & Luc Renneboog, 2022. "Speculative Trading and Bubbles: Evidence from the Art Market," Management Science, INFORMS, vol. 68(7), pages 4939-4963, July.
   3. Spaenjers, Christophe & Goetzmann, William N. & Mamonova, Elena, 2015. "The economics of aesthetics and record prices for art since 1701," Explorations in Economic History, Elsevier, vol. 57(C), pages 79-94.
   4. Xin Li & Chi-Wei Su & Meng Qin & Fahai Zhao, 2020. "Testing for Bubbles in the Chinese Art Market," SAGE Open, , vol. 10(1), pages 21582440199, January.
   5. Fedderke, Johannes W. & Chen, Tinghua, 2023. "Generalizing the “Masterpiece Effect” in fine art pricing: Quantile Hedonic regression results for the South African fine art market, 2009–2021," Economic Modelling, Elsevier, vol. 124(C).
   6. Toan Ho Manh & Thu Trang Vuong & Manh Tung Ho & Hong Kong Nguyen-To & Quan-Hoang Vuong, 2018. "The painting can be fake, but not the feeling’: an overview of the Vietnamese market through the lens of fake, forgery and copy paintings," Working Papers CEB 18-022, ULB -- Universite Libre de Bruxelles.
   7. Francesco Angelini & Massimiliano Castellani, 2017. "Cultural and economic value: A (p)review," Working Paper series 17-10, Rimini Centre for Economic Analysis, revised Jan 2018.
      • Francesco Angelini & Massimiliano Castellani, 2019. "Cultural and economic value: a critical review," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 43(2), pages 173-188, June.
   8. Sun, Qinglin & Zhang, Zhiyuan, 2023. "Can art hedge against economic policy uncertainty?: New insights through the NARDL model," Finance Research Letters, Elsevier, vol. 54(C).
   9. Kruse, Robinson & Kaufmann, Hendrik & Wegener, Christoph, 2018. "Bias-corrected estimation for speculative bubbles in stock prices," Economic Modelling, Elsevier, vol. 73(C), pages 354-364.
   10. Garay, Urbi, 2021. "Determinants of art prices and performance by movements: Long-run evidence from an emerging market," Journal of Business Research, Elsevier, vol. 127(C), pages 413-426.
   11. Demir, Ender & Gozgor, Giray & Sari, Emre, 2018. "Dynamics of the Turkish paintings market: A comprehensive empirical study," Emerging Markets Review, Elsevier, vol. 36(C), pages 180-194.
   12. Hugo Schnoering & Hugo Inzirillo, 2022. "Constructing a NFT Price Index and Applications," Papers 2202.08966, arXiv.org, revised Mar 2022.
   13. Garay, Urbi & Pérez, Eduardo & Pulga, Fredy, 2022. "Color intensity variations and art prices: An examination of Latin American art," Journal of Business Research, Elsevier, vol. 147(C), pages 158-176.
   14. Skrobotov Anton, 2023. "Testing for explosive bubbles: a review," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-26, January.
   15. Wang, Fang, 2023. "Do emerging art market segments have their own price dynamics? Evidence from the Chinese art market," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 318-331.
   16. Penasse, J.N.G. & Renneboog, L.D.R., 2014. "Bubbles and Trading Frenzies : Evidence from the Art Market," Other publications TiSEM 386dd5e7-e672-4d9d-829c-6, Tilburg University, School of Economics and Management.
       • Penasse, J.N.G. & Renneboog, L.D.R., 2014. "Bubbles and Trading Frenzies : Evidence from the Art Market," Discussion Paper 2014-046, Tilburg University, Tilburg Law and Economic Center.
       • Penasse, J.N.G. & Renneboog, L.D.R., 2014. "Bubbles and Trading Frenzies : Evidence from the Art Market," Discussion Paper 2014-068, Tilburg University, Center for Economic Research.
       • Penasse, J.N.G. & Renneboog, L.D.R., 2014. "Bubbles and Trading Frenzies : Evidence from the Art Market," Other publications TiSEM bf0d8984-df7f-4f02-afc7-3, Tilburg University, School of Economics and Management.
   17. Pedersen, Thomas Quistgaard & Schütte, Erik Christian Montes, 2020. "Testing for explosive bubbles in the presence of autocorrelated innovations," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 207-225.
       • Thomas Quistgaard Pedersen & Erik Christian Montes Schütte, 2017. "Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations," CREATES Research Papers 2017-09, Department of Economics and Business Economics, Aarhus University.
   18. Alexander Cuntz & Matthias Sahli, 2024. "Intermediary liability and trade in follow-on innovation," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 48(1), pages 1-42, March.
       • Alexander Cuntz & Matthias Sahli, 2021. "Intermediary Liability and Trade in Follow-on Innovation," WIPO Economic Research Working Papers 66, World Intellectual Property Organization - Economics and Statistics Division.
       • Alexander Cuntz & Matthias Sahli, 2021. "Intermediary Liability and Trade in Follow-on Innovation," IRENE Working Papers 21-11, IRENE Institute of Economic Research.
   19. Pastor, Daniel J. & Ewing, Bradley T., 2022. "Exploding DUCs? Identifying periods of mild explosivity in the time series behavior of drilled but uncompleted wells," Energy, Elsevier, vol. 254(PB).
   20. Christos Floros & Georgios Galyfianakis, 2020. "Bubbles in Crude Oil and Commodity Energy Index: New Evidence," Energies, MDPI, vol. 13(24), pages 1-11, December.
   21. Goodness C. Aye & Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Mark Wohar, 2016. "Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks," Working Papers 201625, University of Pretoria, Department of Economics.
   22. Ewing Bradley T. & Thornton Mark & Yanochik Mark, 2017. "Investment in New Proved Oil Reserves: An Austrian Perspective," Journal of Business Valuation and Economic Loss Analysis, De Gruyter, vol. 12(s1), pages 1-9, July.
   23. Kräussl, Roman & Mirgorodskaya, Elizaveta, 2016. "The winner's curse on art markets," CFS Working Paper Series 564, Center for Financial Studies (CFS).
   24. Francesco Angelini & Massimiliano Castellani & Lorenzo Zirulia, 2022. "Overconfidence in the art market: a bargaining pricing model with asymmetric disinformation," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 39(3), pages 961-988, October.
   25. Lan, Hao & Moreira, Fernando & Zhao, Sheng, 2023. "Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 841-859.
   26. Ye Chen & Jian Li & Qiyuan Li, 2023. "Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(4), pages 910-937, August.
   27. Tolhurst, Tor N., 2018. "A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines," 2018 Annual Meeting, August 5-7, Washington, D.C. 274387, Agricultural and Applied Economics Association.
   28. Binge, Laurie H. & Boshoff, Willem H., 2021. "Measuring alternative asset prices in an emerging market: The case of the South African art market," Emerging Markets Review, Elsevier, vol. 47(C).
   29. Assaf, Ata & Kristoufek, Ladislav & Demir, Ender & Kumar Mitra, Subrata, 2021. "Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
   30. Assaf, Ata, 2018. "Testing for bubbles in the art markets: An empirical investigation," Economic Modelling, Elsevier, vol. 68(C), pages 340-355.
   31. Jan Schwiderowski & Asger Balle Pedersen & Jonas Kasper Jensen & Roman Beck, 2023. "Value creation and capture in decentralized finance markets: Non-fungible tokens as a class of digital assets," Electronic Markets, Springer;IIM University of St. Gallen, vol. 33(1), pages 1-16, December.

2. Thorsten Lehnert & Yuehao Lin & Nicolas Martelin, 2013. "Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?," LSF Research Working Paper Series 13-11, Luxembourg School of Finance, University of Luxembourg.

   Cited by:

   1. Yuehao Lin & Thorsten Lehnert, 2020. "A note on Stein’s overreaction puzzle," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 269-276, June.

Articles

1. Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas, 2016. "Is there a bubble in the art market?," Journal of Empirical Finance, Elsevier, vol. 35(C), pages 99-109.
   • Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas, 2014. "Is there a bubble in the art market?," CFS Working Paper Series 493, Center for Financial Studies (CFS).
   • Roman Kräussl & Thorsten Lehnert & Nicolas Martelin, 2014. "Is there a Bubble in the Art Market?," LSF Research Working Paper Series 14-07, Luxembourg School of Finance, University of Luxembourg.
   See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-CUL: Cultural Economics (2) 2014-11-17 2014-12-24
2. NEP-LAM: Central and South America (1) 2014-12-24
3. NEP-MST: Market Microstructure (1) 2013-12-15

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