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Does it Pay to Invest in Art? A Selection-Corrected Returns Perspective

Arthur Korteweg, Roman Kräussl and Patrick Verwijmeren.

in The Review of Financial Studies

April 2016; p ublished online October 2015 .

Journal Article. Subjects: Econometric and Statistical Methods and Methodology: General; Econometric Modelling; Market Structure and Pricing; Economics; Economic Sociology. 13949 words.

This paper shows the importance of correcting for sample selection when investing in illiquid assets that trade endogenously. Using a sample of 32,928 paintings that sold repeatedly between...

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