Nicolas Martelin

Luxembourg School of Finance

4, rue Albert Borschette

Luxembourg, 1246

Luxembourg

SCHOLARLY PAPERS

2

DOWNLOADS

849

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Is There a Bubble in the Art Market?

Journal of Empirical Finance, Vol. 35, 2016
Number of pages: 26 Posted: 08 May 2014 Last Revised: 25 Feb 2016
Roman Kräussl, Thorsten Lehnert and Nicolas Martelin
Universite du Luxembourg - Department of Finance, University of Luxembourg and Luxembourg School of Finance
Downloads 751 (42,976)
Citation 8

Abstract:

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Art market, Alternative investments, Speculative bubbles, Explosive behavior

2.

Stein's Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?

Number of pages: 28 Posted: 22 Oct 2013 Last Revised: 25 Nov 2013
Thorsten Lehnert, Yuehao Lin and Nicolas Martelin
University of Luxembourg, Luxembourg School of Finance and Luxembourg School of Finance
Downloads 98 (337,787)

Abstract:

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Option Markets, Overreaction, Rational Expectations, Mean Reversion, Volatility