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Persistent link: https://www.econbiz.de/10003624155
With the objective of evaluating the accuracy of price index models, we adopt a series of techniques to compares the performances of the hedonic, repeat sales, and hybrid models based on the data from the Chinese most representative painter, Qi Baishi during the period from 2000 to 2016. When...
Persistent link: https://www.econbiz.de/10011988833
Purpose The purpose of this paper is to construct a price index for Chinese oil paintings and analyze the financial performance of investing in Chinese oil paintings and its potential for portfolio diversification in Chinese financial markets. Design/methodology/approach A hedonic regression...
Persistent link: https://www.econbiz.de/10014694530
Purpose – This study aims to propose a model-free statistic that tests asymmetric correlations of stock returns, in which stocks move more often with the market when the market goes down than when it goes up, and then empirically analyze the asymmetric correlations of the China stock market...
Persistent link: https://www.econbiz.de/10014694660
Persistent link: https://www.econbiz.de/10012067139
This paper develops two tests for parametric volatility function of a diffusion model based on Khmaladze (1981)’s martingale transformation. The tests impose no restrictions on the functional form of the drift function and are shown to be asymptotically distribution-free. The tests are...
Persistent link: https://www.econbiz.de/10011077605
Purpose– This study aims to propose a model-free statistic that tests asymmetric correlations of stock returns, in which stocks move more often with the market when the market goes down than when it goes up, and then empirically analyze the asymmetric correlations of the China stock market and...
Persistent link: https://www.econbiz.de/10010741351
Persistent link: https://www.econbiz.de/10005355646
Purpose – This paper aimed to analyze the short- and long-term effects of the breadth and depth of seller competition on the performance of platform companies, and investigated the underlying mechanisms of customers’ two-sided marketing tactics on the structure of the competition between...
Persistent link: https://www.econbiz.de/10014954309
Persistent link: https://www.econbiz.de/10010557913