Testing the Efficiency of the Art Market Using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks-Reference-Cited by-同舟云学术

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Testing the Efficiency of the Art Market Using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks

Published:2017-06-12 Issue:4 Volume:86 Page:488-511
ISSN:1463-6786
Container-title:The Manchester School
language:en
Short-container-title:The Manchester School

Author:

Aye Goodness C.¹,Chang Tsang Yao²,Chen Wen-Yi³,Gupta Rangan¹^ORCID,Wohar Mark⁴^ORCID

Affiliation:

1. Department of Economics; University of Pretoria

2. Department of Finance; Feng Chia University

3. Department of Senior Citizen Service Management; National Taichung University of Science and Technology

4. Department of Economics; University of Nebraska at Omaha, Loughborough University, UK

Publisher

Wiley

Subject

Economics and Econometrics

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/manc.12192/fullpdf

Reference45 articles.

1. Artprice 2013 http://imgpublic.artprice.com/pdf/trends2013_en_fr_de_es_online.pdf

2. Auctions and the Price of Art;Ashenfelter;Journal of Economic Literature,2003

3. An Analysis of the Price Dynamics Between the Turkish and the International Paintings Markets;Atukeren;Applied Financial Economics,2009

4. Aye , G. C. Gil-Alana , L. A. Gupta , R. Wohar , M. 2016

5. Revisiting Purchasing Power Parity in African Countries: Panel Stationary Test with Sharp and Smooth Breaks;Bahmani-Oskooee;Applied Financial Economics,2014

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