Jianping Mei

Best Publications

• Art as an Investment and the Underperformance of Masterpieces

  Unknown

  506
  Citations

• The predictability of returns on equity REITs and their co-movement with other assets

  Crocker H. Liu;Jianping Mei

  409
  Citations

• Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia

  Jianping Mei;Jose A. Scheinkman;Wei Xiong

  311
  Citations

• Measuring International Economic Linkages with Stock Market Data

  John Ammer;Jianping Mei

  310
  Citations

• Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk

  John Y. Campbell;Jianping Mei

  282
  Citations

• What makes the stock market jump? An analysis of political risk on Hong Kong stock returns

  Harold Y Kim;Jianping P Mei

  257
  Citations

• Credit spreads in the market for highly leveraged transaction loans

  Lazarus A. Angbazo;Jianping Mei;Anthony Saunders

  225
  Citations

• Is there a real estate factor premium

  Jianping Mei;Ahyee Lee

  190
  Citations

• Vested Interest and Biased Price Estimates: Evidence from an Auction Market

  Jianping Mei;Michael Moses

  175
  Citations

• Political Uncertainty, Financial Crisis and Market Volatility

  Jianping Mei;Limin Guo

  170
  Citations

• The Computation of Prices Indices

  Victor Ginsburgh;Jianping Mei;Michael Moses

  156
  Citations

• Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia

  Jianping Mei;Wei Xiong;Wei Xiong;Jose A. Scheinkman;Jose A. Scheinkman;Jose A. Scheinkman

  148
  Citations

• Large Investors, Price Manipulation, and Limits to Arbitrage: An Anatomy of Market Corners

  Franklin Allen;Lubomir Litov;Jianping Mei

  139
  Citations

• Market Manipulation: A Comprehensive Study of Stock Pools

  Guolin Jiang;Paul G. Mahoney;Jianping Mei

  136
  Citations

• The predictability of real estate returns and market timing

  Jianping Mei;Crocker H. Liu

  131
  Citations

• Living with the "enemy": An analysis of foreign investment in the Japanese equity market

  Yasushi Hamao;Jianping Mei

  125
  Citations

• The present value model with time-varying discount rates: Implications for commercial property valuation and investment decisions

  David Geltner;Jianping Mei

  106
  Citations

• An analysis of real-estate risk using the present value model

  Crocker H. Liu;Jianping Mei

  86
  Citations

• Speculative Trading and Stock Prices: An Analysis of Chinese A-B Share Premia

  Jianping Mei;Jose A. Scheinkman;Jose A. Scheinkman;Jose A. Scheinkman;Wei Xiong;Wei Xiong

  84
  Citations

• Art as an Investment and the Underperformance of Masterpieces

  Unknown

  76
  Citations