Online Peer-to-Peer (P2P) lending has emerged recently. This micro loan market could offer
certain benefits to both borrowers and lenders. Using data from the Lending Club, which is …

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 …

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 …

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 …

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 …

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 …

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 …

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 …

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 …

We investigate the presence of rational speculative bubbles in the exchange rates of the
British pound, the Canadian dollar, the Danish krone, the Japanese yen and the South African …