Benjamas Jirasakuldech

University of the Pacific (UOP) - Eberhardt School of Business

Assistant Professor of Finance

3601 Pacific Avenue

Stockton, CA 95211

United States

SCHOLARLY PAPERS

9

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1,997

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (9)

1.

Bubbles in Commodities Markets

Number of pages: 42 Posted: 14 Feb 2009
Peter Went, Benjamas Jirasakuldech and Riza Emekter
CLS Bank International, University of the Pacific (UOP) - Eberhardt School of Business and Robert Morris University
Downloads 687 (43,054)
Citation 4

Abstract:

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commodities markets, commodities futures, duration dependence, non-parametric methods, convenience yield, speculative bubble

2.

P/E Movements: Some New Results

Number of pages: 25 Posted: 12 Feb 2004
Donna Dudney, Benjamas Jirasakuldech and Thomas S. Zorn
University of Nebraska at Lincoln - Department of Finance, University of the Pacific (UOP) - Eberhardt School of Business and University of Nebraska at Lincoln - Department of Finance
Downloads 358 (96,266)
Citation 1

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Price/Earnings ratio, market valuation, sentiment

3.

Financial Disclosure and Speculative Bubbles: An International Comparison

Number of pages: 37 Posted: 05 Jun 2002
Benjamas Jirasakuldech and Thomas S. Zorn
University of the Pacific (UOP) - Eberhardt School of Business and University of Nebraska at Lincoln - Department of Finance
Downloads 323 (108,057)

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Financial Disclosure, Speculative Bubbles, Duration Dependence, International Comparison

4.

Financial Disclosure and Speculative Bubbles: An International Test of Asymmetry

Number of pages: 64 Posted: 30 Oct 2002
Benjamas Jirasakuldech, Thomas S. Zorn and John M. Geppert
University of the Pacific (UOP) - Eberhardt School of Business, University of Nebraska at Lincoln - Department of Finance and University of Nebraska at Lincoln - Department of Finance
Downloads 243 (145,398)

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financial disclosure, speculative bubbles, tests of asymmetry

5.

Rational Speculative Bubbles and Commodities Markets: Application of Duration Dependence Test

Applied Financial Economics, Forthcoming
Number of pages: 33 Posted: 25 Aug 2011
Peter Went, Benjamas Jirasakuldech and Riza Emekter
CLS Bank International, University of the Pacific (UOP) - Eberhardt School of Business and Robert Morris University
Downloads 196 (178,361)
Citation 6

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commodities markets, commodities futures, duration dependence, non-parametric methods, convenience yield, speculative bubble

6.

Rational Speculative Bubbles and Duration Dependence in Exchange Rates: An Analysis of Five Currencies

Applied Financial Economics, Vol. 16, 2006
Number of pages: 12 Posted: 14 Feb 2009
Benjamas Jirasakuldech, Riza Emekter and Peter Went
University of the Pacific (UOP) - Eberhardt School of Business, Robert Morris University and CLS Bank International
Downloads 116 (273,784)

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7.

Fundamental Value Hypothesis and Return Behavior: Evidence from Emerging Equity Markets

Review of Pacific Basin Financial Markets and Policies (RPBFMP), Vol. 9, No. 1, 2006
Number of pages: 32 Posted: 14 Feb 2009
Benjamas Jirasakuldech, Riza Emekter and Peter Went
University of the Pacific (UOP) - Eberhardt School of Business, Robert Morris University and CLS Bank International
Downloads 74 (364,678)

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Fundamental value hypothesis; rational bubbles; emerging markets

8.

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

Journal of Real Estate Finance and Economics, Vol. 38, No. 2, 2009
Posted: 20 Oct 2008
Benjamas Jirasakuldech, Robert D. Campbell and Riza Emekter
University of the Pacific (UOP) - Eberhardt School of Business, Hofstra University and Robert Morris University

Abstract:

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real estate, real estate investment trusts, REITs, GARCH, price volatility, conditional volatility, volatility persistence, macroeconomic volatility

9.

Are There Rational Speculative Bubbles in Reits?

Journal of Real Estate Finance and Economics, Vol. 32, No. 2, 2006
Posted: 09 Sep 2005
Benjamas Jirasakuldech, Robert D. Campbell and John R. Knight
University of the Pacific (UOP) - Eberhardt School of Business, Hofstra University and University of the Pacific - Eberhardt School of Business

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REITs, Russell 2000, Rational Expectations Bubbles, Duration Dependence