Narrow search
Showing 1 - 6 of 6
Cover Image
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
Cover Image
Fundamental Value Hypothesis and Return Behavior : Evidence from Emerging Equity Markets
Jirasakuldech, Benjamas; Emekter, Riza; Went, Peter - 2009
This study examines the return behavior of 15 emerging equity markets for persistent deviations from the fundamental value hypothesis. The duration dependence test shows that rational expectations bubble do not cause deviations from fundamental value in any of the markets. Markov chain test...
Persistent link: https://www.econbiz.de/10014210456
Cover Image
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
Cover Image
Conditional volatility of equity real estate investment trust returns : a pre- and post-1993 comparison
Jirasakuldech, Benjamas; Campbell, Robert D.; Emekter, Riza - In: The journal of real estate finance and economics 38 (2009) 2, pp. 137-154
Persistent link: https://www.econbiz.de/10003810925
Cover Image
Do residual earnings price ratios explain cross-sectional variations in stock returns?
Dudney, Donna M.; Jirasakuldech, Benjamas; Zorn, Thomas S. - In: Managerial finance 41 (2015) 7, pp. 692-713
Persistent link: https://www.econbiz.de/10011336611
Cover Image
The effect of government debt quantity shocks on the term structure of interest rates
Emekter, Riza - 2004
Persistent link: https://www.econbiz.de/10003383672