A Bayesian Dynamic Hedonic Regression Model for Art Prices

2019 ◽  
Author(s):  
Urbi Garay ◽  
Gavino Puggioni ◽  
German Molina ◽  
Enrique ter Horst
Keyword(s):  
Regression Model ◽  
Hedonic Regression ◽  
Art Prices

The Economics of Blockchain-Based Virtual Worlds: A Hedonic Regression Model for Virtual Land

2021 ◽  
Author(s):  
Mitchell Goldberg ◽  
Peter Kugler ◽  
Fabian Schär
Keyword(s):  
Regression Model ◽  
Virtual Worlds ◽  
Hedonic Regression

A Hedonic Regression Model for Internet Domain Name Valuation

2003 ◽  
Vol 22 (2) ◽  
pp. 90-98 ◽  
Author(s):  
G. Michael Phillips
Keyword(s):  
Regression Model ◽  
Hedonic Regression ◽  
Domain Name

scholarly journals Benchmark for REIT Performance in Malaysia Using Hedonic Regression Model

2014 ◽  
Vol 6 (9) ◽  
Author(s):  
Olusegun Olaopin Olanrele ◽  
Rosli Said ◽  
Mohd Nasir Daud
Keyword(s):  
Regression Model ◽  
Hedonic Regression

Performance analysis of investing in Chinese oil paintings based on a hedonic regression model of price index

2017 ◽  
Vol 7 (3) ◽  
pp. 323-342
Author(s):  
Fang Wang ◽  
Xu Zheng
Keyword(s):  
Regression Model ◽  
Price Index ◽  
Portfolio Diversification ◽  
Hedonic Regression ◽  
Oil Painting ◽  
Content Type ◽  
Oil Paintings ◽  
Auction Houses ◽  
Capm Model ◽  
Diversification Benefit

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 model is applied to construct a semiannual price index for Chinese oil paintings from 2000 to 2014. The CAPM model, downside β and standard portfolio optimization are used for analyzing portfolio diversification. Findings The hedonic regression shows that the majority of hedonic variables, such as dimension, artist’s reputation, living status, medium and auction houses, are statistically significant in estimation. Not only the return from oil painting investments is higher than other equities, but also the β coefficient of the CAPM model and downside β indicate that Chinese oil painting may be a good hedging instrument against stock market risk. Furthermore, the portfolio optimizations under standard assumptions suggest that oil paintings as an alternative investment provide diversification benefit. Originality/value This paper provides a new and comprehensive analysis of characteristics and risks of investing in the Chinese oil paintings.

scholarly journals Determinants of House Prices in Turkey : A Hedonic Regression Model

2008 ◽  
Vol 1 (9) ◽  
pp. 65-76 ◽  
Author(s):  
Sibel SELİM
Keyword(s):  
Regression Model ◽  
House Prices ◽  
Hedonic Regression

Proximity to Natural Amenities: A Seemingly Unrelated Hedonic Regression Model with Spatial Durbin and Spatial Error Processes

2016 ◽  
Vol 47 (4) ◽  
pp. 461-480 ◽  
Author(s):  
Germán M. Izón ◽  
Michael S. Hand ◽  
Daniel W. Mccollum ◽  
Jennifer A. Thacher ◽  
Robert P. Berrens
Keyword(s):  
Regression Model ◽  
Hedonic Regression ◽  
Spatial Error ◽  
Natural Amenities
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