create a website

Dynamic price dependence of Canadian and international art markets: an empirical analysis. (2012). Seckin, Aylin ; HODGSON, Douglas ; Sekin, Aylin.
In: Empirical Economics.
RePEc:spr:empeco:v:43:y:2012:i:2:p:867-890.

Full description at Econpapers || Download paper

Cited: 7

Citations received by this document

Cites: 35

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The influence of economic policy uncertainty shocks on art market. (2023). Tiwari, Aviral ; Gil-Alana, Luis ; Abakah, Emmanuel ; Arthur, Emmanuel Kwesi.
    In: Applied Economics.
    RePEc:taf:applec:v:55:y:2023:i:29:p:3404-3421.

    Full description at Econpapers || Download paper

  2. Do emerging art market segments have their own price dynamics? Evidence from the Chinese art market. (2023). Wang, Fang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:84:y:2023:i:c:p:318-331.

    Full description at Econpapers || Download paper

  3. Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures. (2021). Krištoufek, Ladislav ; Demir, Ender ; Mitra, Subrata Kumar ; Assaf, Ata.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000317.

    Full description at Econpapers || Download paper

  4. Art investment: hedging or safe haven through financial crises. (2020). TOGAN, Asli ; Ozturkkal, Ayse ; Togan-Erican, Asli.
    In: Journal of Cultural Economics.
    RePEc:kap:jculte:v:44:y:2020:i:3:d:10.1007_s10824-019-09371-2.

    Full description at Econpapers || Download paper

  5. Dynamics of the Turkish paintings market: A comprehensive empirical study. (2018). SARI, Emre ; Gözgör, Giray ; Demir, Ender.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:36:y:2018:i:c:p:180-194.

    Full description at Econpapers || Download paper

  6. Erfolgsfaktoren bei der Vermarktung von Kunst. (2016). Schulze, Tim ; Clement, Michel ; Lepthien, Anke.
    In: Schmalenbach Journal of Business Research.
    RePEc:spr:sjobre:v:68:y:2016:i:4:d:10.1007_s41471-016-0013-x.

    Full description at Econpapers || Download paper

  7. Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests. (2013). Korkmaz, Turhan ; Çevik, Emrah ; Atukeren, Erdal.
    In: Empirical Economics.
    RePEc:spr:empeco:v:45:y:2013:i:2:p:675-695.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Agnello RJ, Pierce RK (1996) Financial returns, price determinants, and genre effects in American art investment. J Cult Econ 20: 359–383.

  2. Armington PS (1969) A theory of demand for products distinguished by place of production. Int Monet Fund Staff Pap 16: 159–178.
    Paper not yet in RePEc: Add citation now
  3. Arvin M, Scigliano M (2004) Hedonic prices in art and returns to art investment: evidence from the group of seven at auction. Econ Appl 57: 137–162.
    Paper not yet in RePEc: Add citation now
  4. Atukeren E, Seckin A (2009) An analysis of the price dynamics between the Turkish and the international paintings markets. Appl Financ Econ 19: 1705–1714.

  5. Bickel P (1982) On adaptive estimation. Ann Stat 10: 647–671.
    Paper not yet in RePEc: Add citation now
  6. Brooke JM (1989) Le Goût de l’Art: Les collectionneurs montréalais 1880–1920. Montreal Museum of Fine Arts, Montreal.
    Paper not yet in RePEc: Add citation now
  7. Campbell H (1970–1975) Canadian art auction record 1969–1974, vols 1–6. Canadian Antiques and Fine Arts/Bernard Amtmann, Toronto/Montreal.
    Paper not yet in RePEc: Add citation now
  8. Campbell H (1980) Canadian art auctions, sales, and prices, 1976–1978. General, Don Mills.
    Paper not yet in RePEc: Add citation now
  9. Dickey D, Fuller W (1979) Distribution of the estimators for autoregressive time series with a unit root. J Am Stat Assoc 74: 427–431.
    Paper not yet in RePEc: Add citation now
  10. Edwards S (2004) On the economics of Latin American art: creativity patterns and rates of return. Economia (Spring Issue):1–35.

  11. Elliott G, Rothenberg TJ, Stock JH (1996) Efficient tests for an autoregressive unit root. Econometrica 64: 813–836.

  12. Ginsburgh V, Jeanfils P (1995) Long-term comovements in international markets for paintings. Eur Econ Rev 39: 538–548.

  13. Ginsburgh V, Mei J, Moses M (2006) On the computation of prices indices. In: Ginsburgh V, Throsby D (eds) Handbook of the economics of art and culture. Elsevier, Amsterdam.

  14. Goetzmann WN (1993) Accounting for taste: art and the financial markets over three centuries. Am Econ Rev 83: 1370–1376.

  15. Hamilton JH (1994) Time series analysis. Princeton University Press, Princeton.
    Paper not yet in RePEc: Add citation now
  16. Harper JR (1977) Painting in Canada: a history, 2nd edn. University of Toronto, Toronto.
    Paper not yet in RePEc: Add citation now
  17. Higgs H, Worthington A (2005) Financial returns and price determinants in the Australian art market 1973–2003. Econ Rec 81: 113–123.

  18. Hodgson DJ (2011) An analysis of pricing and returns in the market for French Canadian paintings. Appl Econ 43: 63–73.

  19. Hodgson DJ, Vorkink KP (2004) Asset pricing theory and the valuation of Canadian paintings. Can J Econ 37: 629–655.

  20. Mandel B (2010) Investment in visual arts: evidence from international transactions. Paper presented at 2010 ACEI World Congress, Copenhagen.
    Paper not yet in RePEc: Add citation now
  21. Meese RA, Wallace NE (1997) The construction of residential housing price indices: a comparison of repeat-sales, hedonic-regression, and hybrid approaches. J Real Estate Financ Econ 14: 51–73.

  22. Mei J, Moses M (2002) Art as an investment and the underperformance of masterpieces. Am Econ Rev 92: 1656–1668.

  23. Mok HMK, Ko VMK, Woo SSM, Kwok KYS (1993) Modern Chinese paintings: an investment alternative. South Econ J 92: 808–816.
    Paper not yet in RePEc: Add citation now
  24. Perron P, Rodriguez G (2001) Residual based tests for cointegration with GLS detrended data. Working paper, Boston University.

  25. Phillips PCB, Perron P (1988) Testing for a unit root in time series regression. Biometrika 75: 335–346.
    Paper not yet in RePEc: Add citation now
  26. Reid D (1973) A concise history of Canadian painting. Oxford, Toronto.
    Paper not yet in RePEc: Add citation now
  27. Reid D (1979) Our own country Canada. National Gallery of Canada, Ottawa.
    Paper not yet in RePEc: Add citation now
  28. Reid D (1988) A concise history of Canadian painting, 2nd edn. Oxford, Toronto.
    Paper not yet in RePEc: Add citation now
  29. Seckin A, Atukeren E (2006) Art and the economy: a first look at the market for paintings in Turkey. Econ Bull 26: 1–13.

  30. Sotheby’s (1975) Canadian art at auction, 1968–1975. Sotheby’s, Toronto.
    Paper not yet in RePEc: Add citation now
  31. Sotheby’s (1980) Canadian art at auction, 1975–1980. Sotheby’s, Toronto.
    Paper not yet in RePEc: Add citation now
  32. Valsan C (2002) Canadian versus American art: what pays off and why. J Cult Econ 26: 203–216.

  33. Westbridge AR (1981) Canadian art sales index, 1977–2008. Westbridge, Vancouver.
    Paper not yet in RePEc: Add citation now
  34. Whalley J, Xin X (2009) Home and regional biases and border effects in Armington type models. Econ Model 26: 309–319.

  35. Worthington AC, Higgs H (2003) Art as an investment: short and long-term co-movements in major painting markets. Empir Econ 28: 649–668.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Which price, if we all like it? Effects of liking and emotional consensus on art prices in auctions. (2021). Blum, Marie.
    In: Working Papers of LaRGE Research Center.
    RePEc:lar:wpaper:2021-11.

    Full description at Econpapers || Download paper

  2. The three stages of an auction: how do the bid dynamics influence auction prices? Evidence from live art auctions. (2021). BLAZY, Régis ; Blum, Marie.
    In: Working Papers of LaRGE Research Center.
    RePEc:lar:wpaper:2021-10.

    Full description at Econpapers || Download paper

  3. Auction hosts: are they really impartial?. (2021). Blum, Marie.
    In: Working Papers of LaRGE Research Center.
    RePEc:lar:wpaper:2021-09.

    Full description at Econpapers || Download paper

  4. Determinants of art prices and performance by movements: Long-run evidence from an emerging market. (2021). Garay, Urbi.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:127:y:2021:i:c:p:413-426.

    Full description at Econpapers || Download paper

  5. Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures. (2021). Krištoufek, Ladislav ; Demir, Ender ; Mitra, Subrata Kumar ; Assaf, Ata.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000317.

    Full description at Econpapers || Download paper

  6. Art investment: hedging or safe haven through financial crises. (2020). TOGAN, Asli ; Ozturkkal, Ayse ; Togan-Erican, Asli.
    In: Journal of Cultural Economics.
    RePEc:kap:jculte:v:44:y:2020:i:3:d:10.1007_s10824-019-09371-2.

    Full description at Econpapers || Download paper

  7. Prices of works of art by living and deceased artists auctioned in Poland from 1989 to 2012. (2019). Adrianna, Szyszka ; Sylwester, Biaows.
    In: Economics and Business Review.
    RePEc:vrs:ecobur:v:5:y:2019:i:4:p:112-127:n:6.

    Full description at Econpapers || Download paper

  8. Artworks without names: an insight into the market for anonymous paintings. (2019). Radermecker, Anne-Sophie.
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/296529.

    Full description at Econpapers || Download paper

  9. American art as an investment: new evidence from an alternative approach. (2019). Skinner, Sarah J ; Jackson, John D.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9448-8.

    Full description at Econpapers || Download paper

  10. The impact of color palettes on the prices of paintings. (2019). Stepanova, Elena.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:2:d:10.1007_s00181-017-1413-4.

    Full description at Econpapers || Download paper

  11. Artworks without names: an insight into the market for anonymous paintings. (2019). , Anne-Sophie.
    In: Journal of Cultural Economics.
    RePEc:kap:jculte:v:43:y:2019:i:3:d:10.1007_s10824-019-09344-5.

    Full description at Econpapers || Download paper

  12. Cultural and economic value: a critical review. (2019). Angelini, Francesco ; Castellani, Massimiliano.
    In: Journal of Cultural Economics.
    RePEc:kap:jculte:v:43:y:2019:i:2:d:10.1007_s10824-018-9334-4.

    Full description at Econpapers || Download paper

  13. Cultural and economic value: A (p)review. (2018). Angelini, Francesco ; Castellani, Massimiliano.
    In: Working Paper series.
    RePEc:rim:rimwps:17-10.

    Full description at Econpapers || Download paper

  14. Dynamics of the Turkish paintings market: A comprehensive empirical study. (2018). SARI, Emre ; Gözgör, Giray ; Demir, Ender.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:36:y:2018:i:c:p:180-194.

    Full description at Econpapers || Download paper

  15. The impact of color palettes on the prices of paintings. (2017). Stepanova, Elena.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2017/25.

    Full description at Econpapers || Download paper

  16. Don’t let the easy be the enemy of the good. Returns from art investments: What is wrong with it?. (2017). Zanola, Roberto ; Vecco, Marilena.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:140:y:2017:i:c:p:120-129.

    Full description at Econpapers || Download paper

  17. Art as an investment in a historical perspective. (2016). David, Geraldine.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:2361da4b-d827-4cae-91ce-1e128715553d.

    Full description at Econpapers || Download paper

  18. Towards data oriented analysis of the art market: survey and outlook. (2016). Filipiak, Dominik.
    In: e-Finanse.
    RePEc:rze:efinan:v:12:y:2016:i:1:p:21-31.

    Full description at Econpapers || Download paper

  19. Pricing color intensity and lightness in contemporary art auctions. (2016). Graddy, Kathryn ; Pownall, Rachel.
    In: Research in Economics.
    RePEc:eee:reecon:v:70:y:2016:i:3:p:412-420.

    Full description at Econpapers || Download paper

  20. Do U.S. paintings follow the CAPM? Findings disaggregated by subject, artist, and value of the work. (2016). Agnello, Richard.
    In: Research in Economics.
    RePEc:eee:reecon:v:70:y:2016:i:3:p:403-411.

    Full description at Econpapers || Download paper

  21. The Art Market in the European Union. (2015). Luciska, Anna .
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:21:y:2015:i:1:p:67-79:10.1007/s11294-014-9503-y.

    Full description at Econpapers || Download paper

  22. A new financial metric for the art market. (2015). Cifuentes, Arturo ; Charlin, Ventura.
    In: Papers.
    RePEc:arx:papers:1309.6929.

    Full description at Econpapers || Download paper

  23. Peculiarities of selection of investment artworks. (2014). Jureviien, Daiva ; Kostecka, Boena .
    In: Acta Oeconomica Pragensia.
    RePEc:prg:jnlaop:v:2014:y:2014:i:5:id:453:p:71-88.

    Full description at Econpapers || Download paper

  24. The Economics of Aesthetics and Three Centuries of Art Price Records. (2014). Spaenjers, Christophe ; Goetzmann, William ; Mamonova, Elena .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20440.

    Full description at Econpapers || Download paper

  25. The auction market for artworks and their physical dimensions: Australia—1986 to 2009. (2014). Forster, John ; Higgs, Helen.
    In: Journal of Cultural Economics.
    RePEc:kap:jculte:v:38:y:2014:i:1:p:85-104.

    Full description at Econpapers || Download paper

  26. Are Art Auction Estimates Biased?. (2013). Ekelund, Robert ; Tollison, Robert D ; Jackson, John D.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:80:y:2013:i:2:p:454-465.

    Full description at Econpapers || Download paper

  27. A new financial metric for the art market. (2013). Cifuentes, Arturo ; Charlin, Ventura.
    In: MPRA Paper.
    RePEc:pra:mprapa:50186.

    Full description at Econpapers || Download paper

  28. Visual autocorrelation of prices. (2013). Ozdilek, Unsal.
    In: Journal of Cultural Economics.
    RePEc:kap:jculte:v:37:y:2013:i:2:p:203-223.

    Full description at Econpapers || Download paper

  29. Buying Beauty: On Prices and Returns in the Art Market. (2013). Spaenjers, Christophe ; Renneboog, Luc.
    In: Management Science.
    RePEc:inm:ormnsc:v:59:y:2013:i:1:p:36-53.

    Full description at Econpapers || Download paper

  30. Dynamic price dependence of Canadian and international art markets: an empirical analysis. (2012). Seckin, Aylin ; HODGSON, Douglas ; Sekin, Aylin.
    In: Empirical Economics.
    RePEc:spr:empeco:v:43:y:2012:i:2:p:867-890.

    Full description at Econpapers || Download paper

  31. Better off Dead? Prices Realised for Australian Paintings Sold at Auction. (2012). Fry, Tim ; Coate, Bronwyn ; Tim R. L. Fry, .
    In: ACEI Working Paper Series.
    RePEc:cue:wpaper:awp-02-2012.

    Full description at Econpapers || Download paper

  32. Art Prices. (2011). Sagot-Duvauroux, Dominuque .
    In: Chapters.
    RePEc:elg:eechap:13789_5.

    Full description at Econpapers || Download paper

  33. Demand. (2011). Lvy-Garboua, Louis ; Montmarquette, Claude.
    In: Chapters.
    RePEc:elg:eechap:13789_26.

    Full description at Econpapers || Download paper

  34. A model for pricing Italian Contemporary Art paintings at auction. (2011). Palomba, Giulio ; Marinelli, Nicoletta.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:51:y:2011:i:2:p:212-224.

    Full description at Econpapers || Download paper

  35. Price determinants of Aboriginal art, and its role as an alternative asset class. (2011). Coleman, Les ; Taylor, Dominic .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:6:p:1519-1529.

    Full description at Econpapers || Download paper

  36. La Numismática como objeto de inversión y valoración/Numismatics as an object of investment and valuation. (2010). De La Poza, E. ; MELLADO, CABALLER V..
    In: Estudios de Economia Aplicada.
    RePEc:lrk:eeaart:28_2_11.

    Full description at Econpapers || Download paper

  37. Price determinants and genre effects in the Korean art market: a partial linear analysis of size effect. (2010). Nahm, Joonwoo .
    In: Journal of Cultural Economics.
    RePEc:kap:jculte:v:34:y:2010:i:4:p:281-297.

    Full description at Econpapers || Download paper

  38. Australian Art Market Prices during the Global Financial Crisis and two earlier decades. (2010). Higgs, Helen.
    In: Discussion Papers in Economics.
    RePEc:gri:epaper:economics:201003.

    Full description at Econpapers || Download paper

  39. Dynamic Price Dependence of Canadian and World Art Markets: An Empirical Analysis. (2010). Seckin, Aylin ; HODGSON, Douglas .
    In: EcoMod2010.
    RePEc:ekd:002596:259600074.

    Full description at Econpapers || Download paper

  40. Buying Beauty : On Prices and Returns in the Art Market. (2009). Spaenjers, Christophe ; Renneboog, Luc ; Renneboog, L. D. R., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:1ff2278f-d1ef-480f-994d-5eb7941585cf.

    Full description at Econpapers || Download paper

  41. Buying Beauty : On Prices and Returns in the Art Market. (2009). Spaenjers, Christophe ; Renneboog, Luc ; Renneboog, L. D. R., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:1ff2278f-d1ef-480f-994d-5eb7941585cf.

    Full description at Econpapers || Download paper

  42. Old master paintings, export veto and price formation: an empirical study. (2009). .
    In: European Journal of Law and Economics.
    RePEc:kap:ejlwec:v:28:y:2009:i:2:p:149-161.

    Full description at Econpapers || Download paper

  43. A Model for Pricing the Italian Contemporary Art Paintings at Auction. (2008). Palomba, Giulio ; Marinelli, Nicoletta.
    In: Working Papers.
    RePEc:anc:wpaper:316.

    Full description at Econpapers || Download paper

  44. Modelling aesthetic variables in the valuation of paintings: an interval goal programming approach. (2007). Aznar, J ; Guijarro, F.
    In: Journal of the Operational Research Society.
    RePEc:pal:jorsoc:v:58:y:2007:i:7:d:10.1057_palgrave.jors.2602218.

    Full description at Econpapers || Download paper

  45. On the computation of art indices in art. (2006). Moses, Michael ; Mei, Jianping ; Ginsburgh, Victor.
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/7290.

    Full description at Econpapers || Download paper

  46. Art Prices and Race: Paintings by African American Artists and Their White Contemporaries. (2006). Agnello, Richard ; Xu, Xiaowen.
    In: Working Papers.
    RePEc:dlw:wpaper:06-06.

    Full description at Econpapers || Download paper

  47. Do U.S. Paintings Follow the CAPM? Findings Disaggregated by Subject, Artist, and Value of the Work. (2006). Agnello, Richard.
    In: Working Papers.
    RePEc:dlw:wpaper:06-02.

    Full description at Econpapers || Download paper

  48. Financial Returns and Price Determinants in the Australian Art Market, 1973–2003*. (2005). Worthington, Andrew ; Higgs, Helen.
    In: The Economic Record.
    RePEc:bla:ecorec:v:81:y:2005:i:253:p:113-123.

    Full description at Econpapers || Download paper

  49. The Demand for the Arts. (2002). Lévy-Garboua, Louis.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-10.

    Full description at Econpapers || Download paper

  50. A Model for Pricing the Italian Contemporary Art Paintings at Auction. (). Marinelli, Nicoletta ; Palomba, Giulio.
    In: EHUCHAPS.
    RePEc:ehu:ehucha:01-07.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-22 19:55:40 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.