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Art as an investment: Short and long-term comovements in major painting markets
Author(s) -
Andrew C. Worthington,
Helen Higgs
Publication year - 2003
Publication title -
empirical economics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.605
H-Index - 56
eISSN - 1435-8921
pISSN - 0377-7332
DOI - 10.1007/s00181-003-0152-x
Subject(s) - cointegration , equity (law) , economics , painting , variance decomposition of forecast errors , financial economics , diversification (marketing strategy) , granger causality , error correction model , econometrics , business , art , art history , political science , marketing , law
Art and collectibles, portfolio diversification, market efficiency, risk and return, C32, D12, G11,

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