Constructing the true art market index: A novel 2-step hedonic approach and its application to the German art market
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Cited by:
- Chanont Banternghansa & Kathryn Graddy, 2011.
"The impact of the Droit de Suite in the UK: an empirical analysis,"
Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 35(2), pages 81-100, May.
- Graddy, Kathryn & Banternghansa, Chanont, 2009. "The Impact of the Droit de Suite in the UK: An Empirical Analysis," CEPR Discussion Papers 7136, C.E.P.R. Discussion Papers.
- Kompa Krzysztof & Witkowska Dorota, 2014. "Construction Of Hedonic Price Index For The “Most Liquid” Polish Painters," Folia Oeconomica Stetinensia, Sciendo, vol. 14(2), pages 76-100, December.
- Belma Öztürkkal & Aslı Togan-Eğrican, 2020. "Art investment: hedging or safe haven through financial crises," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 44(3), pages 481-529, September.
- Daiva Jurevičienė & Božena Kostecka, 2014. "Peculiarities of selection of investment artworks," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2014(5), pages 71-88.
- Dorota Witkowska, 2014. "An Application of Hedonic Regression to Evaluate Prices of Polish Paintings," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 20(3), pages 281-293, August.
- 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).
- Petrov, Nikita & Ratnikova, Tatiana, 2017. "The price index for the paintings of Henri Matisse: The sensitivity to the method of construction and connection with stock market and art indices," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 47, pages 49-73.
- Shailendra Gurjar & Usha Ananthakumar, 2023. "Presale Estimates and Auction Prices in Indian Art Market: Accuracy, Determinants and Motivations," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(3), pages 555-567, September.
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More about this item
Keywords
Optimal Asset Allocation; Diversification; Art Investments; Hedonic Model; Downside Risk;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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