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Conditional Volatility of Equity Real Estate Investment Trust Returns : A Pre- and Post-1993 Comparison

Jirasakuldech, Benjamas - 2008

We examine the dynamic behavior of Equity Real Estate Investment Trust (EREIT) volatility in a GARCH context 1972-2006 using monthly EREIT returns, and comparing volatility performance for quot;earlyquot; Equity REITs 1972-1992 with that of quot;modernquot; EREITs 1993-2006. Consistent with...

Persistent link: https://www.econbiz.de/10012769699

Are there rational speculative bubbles in REITs?

Jirasakuldech, Benjamas; Campbell, Robert D.; Knight, … - In: The journal of real estate finance and economics 32 (2006) 2, pp. 105-127

Persistent link: https://www.econbiz.de/10003305699

Are There Rational Speculative Bubbles in Reits?

Jirasakuldech, Benjamas - 2005

This study tests for the presence of rational speculative bubbles in the Equity REIT industry. We analyze REIT prices using a vector of macroeconomic fundamentals. Using the unit root test and cointegration procedures, we find no evidence of rational bubbles in the REIT market. Tests for...

Persistent link: https://www.econbiz.de/10012784348

Rational speculative bubbles and commodities markets : application of duration dependence test?

Emekter, Riza; Jirasakuldech, Benjamas; Went, Peter - In: Applied financial economics 22 (2012) 7/9, pp. 581-596

Persistent link: https://www.econbiz.de/10009624351

Nonlinear dynamics in foreign exchange excess returns : tests of asymmetry

Emekter, Riza; Jirasakuldech, Benjamas; Snaith, Sean M. - In: Journal of multinational financial management 19 (2009) 3, pp. 179-192

Persistent link: https://www.econbiz.de/10003841621

Evaluating credit risk and loan performance in online Peer-to-Peer (P2P) lending

Emekter, Riza; Tu, Yanbin; Jirasakuldech, Benjamas; Lu, Min - In: Applied economics 47 (2015) 1/3, pp. 54-70

Persistent link: https://www.econbiz.de/10010463952

Rational speculative bubbles and duration dependence in exchange rates : an analysis of five currencies

Jirasakuldech, Benjamas; Emekter, Riza; Went, Peter - In: Applied financial economics 16 (2006) 3, pp. 233-243

Persistent link: https://www.econbiz.de/10003291884

Do Thai stock prices deviate from fundamental values?

Jirasakuldech, Benjamas; Emekter, Riza; Rao, Ramesh P. - In: Pacific-Basin finance journal 16 (2008) 3, pp. 298-315

Persistent link: https://www.econbiz.de/10003757311

Fundamental value hypothesis and return behavior : evidence from emerging equity markets

Jirasakuldech, Benjamas; Emekter, Riza; Went, Peter - In: Review of Pacific Basin financial markets and policies 9 (2006) 1, pp. 97-127

Persistent link: https://www.econbiz.de/10003312665

Business conditions and nonrandom walk behaviour of US stocks and bonds returns

Jirasakuldech, Benjamas; Emekter, Riza; Lee, Unro - In: Applied financial economics 18 (2008) 7/9, pp. 659-672

Persistent link: https://www.econbiz.de/10003739279