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

R Emekter, Y Tu, B Jirasakuldech, M Lu - Applied Economics, 2015 - Taylor & Francis
… The Highest loan amounts requested are from borrowers with ‘B’ credit grade, which
contribute 29.56% of total amount of loans requested. The total number of applicants for this ‘…

A characteristic serpin cleavage product of thyroxine-binding globulin appears in sepsis sera

B Jirasakuldech, GC Schussler, MG Yap… - The Journal of …, 2000 - academic.oup.com
T 4 -binding globulin (TBG), the principal thyroid hormone-binding protein of serum, is a
member of the serine protease inhibitor (serpin) superfamily. We report a characteristic serpin …

Conditional volatility of equity real estate investment trust returns: a pre-and post-1993 comparison

B Jirasakuldech, RD Campbell, R Emekter - The Journal of Real Estate …, 2009 - Springer
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 …

Are there rational speculative bubbles in REITs?

B Jirasakuldech, RD Campbell, JR Knight - The journal of real estate …, 2006 - Springer
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 …

Empirical analysis of investors' herding behaviours during the market structural changes and crisis events: evidence from Thailand

B Jirasakuldech, R Emekter - Global Economic Review, 2021 - Taylor & Francis
This study investigates herding behaviour of investors in Thailand under different market
conditions, crisis periods, and major market structural changes. The results show that herding …

Efficiency in the market for REITs: Further evidence

B Jirasakuldech, J Knight - Journal of Real Estate Portfolio …, 2005 - Taylor & Francis
This paper tests the efficiency of the market for Real Estate Investment Trusts (REITs) from
1972 to the present. The data is segmented chronologically to take into account the effect of …

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

R Emekter, B Jirasakuldech, P Went - Applied Financial Economics, 2012 - Taylor & Francis
The presence of rational speculative bubbles in 28 commodities is investigated using the
duration dependence test on the stochastic interest-adjusted basis. Eleven of 28 commodities …

Do Thai stock prices deviate from fundamental values?

B Jirasakuldech, R Emekter, RP Rao - Pacific-Basin Finance Journal, 2008 - Elsevier
The stock market in Thailand experienced several apparent boom and bust cycles in recent
years, which raises the question of whether equity prices in Thailand reflect their …

Financial disclosure, investor protection and stock market behavior: an international comparison

B Jirasakuldech, DM Dudney, TS Zorn… - Review of quantitative …, 2011 - Springer
The main purpose of this study is to examine the relationship between financial opacity,
investor protection and stock market behavior for sixteen countries. We use the 1995 CIFAR …

P/E changes: some new results

T Zorn, D Dudney, B Jirasakuldech - Journal of Forecasting, 2009 - Wiley Online Library
The P/E ratio is often used as a metric to compare individual stocks and the market as a whole
relative to historical valuations. We examine the factors that affect changes in the inverse …