00540nas a2200133   4500008004100000245009100041210006900132260000900201653001200210100001700222700001500239700002700254856012500281       2020                        eng d00aEarnings conference calls and institutional monitoring: Evidence from textual analysis0 aEarnings conference calls and institutional monitoring Evidence   c202010aFinance1 aBerger, Dave1 aCao, Xueli1 aPukthuanthong, Kuntara  u/biblio/earnings-conference-calls-and-institutional-monitoring-evidence-textual-analysis00390nas a2200121   4500008004100000245004200041210004000083260000900123653001200132100001700144700002700161856008000188       2016                        eng d00aFragility, stress, and market returns0 aFragility stress and market returns  c201610aFinance1 aBerger, Dave1 aPukthuanthong, Kuntara  u/biblio/fragility-stress-and-market-returns00492nas a2200133   4500008004100000245006400041210006100105260002000166653001200186100001700198700001800215700002700233856009800260       2016                        eng d00aOn valuing human capital and relating it to macro variables0 avaluing human capital and relating it to macro variables  aLas Vegasc201610aFinance1 aBerger, Dave1 aRoll, Richard1 aPukthuanthong, Kuntara  u/biblio/valuing-human-capital-and-relating-it-macro-variables00624nas a2200157   4500008004100000245012700041210006900168260000900237300001000246490000700256653001200263100001700275700002700292700001600319856013100335       2013                        eng d00aIs the diversification benefit of frontier markets realizable by mean-variance investors? The evidence of investable funds0 adiversification benefit of frontier markets realizable by meanva  c2013  a36-480 v3910aFinance1 aBerger, Dave1 aPukthuanthong, Kuntara1 aYang, Jimmy  u/biblio/diversification-benefit-frontier-markets-realizable-mean-variance-investors-evidence-001126nas a2200157   4500008004100000245005400041210005400095260000900149300001200158490000800170520063800178653001200816100001700828700002700845856009600872       2012                        eng d00aMarket fragility and international market crashes0 aMarket fragility and international market crashes  c2012  a565-5800 v1053 aWe extend the Pukthuanthong and Roll (2009) measure of integration to provide an estimate of systemic risk within international equity markets. Our measure indicates an increasing likelihood of market crashes. The conditional probability of market crashes increases substantially following increases of our risk measure. High levels of our risk measure indicate the probability of a global crash is greater than the probability of local crash. That is, conditional on high levels of systemic risk, the probability of a severe crash across multiple markets is larger than the probability of a crash within a smaller number of markets.10aFinance1 aBerger, Dave1 aPukthuanthong, Kuntara  u/biblio/market-fragility-and-international-market-crashes-001198nas a2200169   4500008004100000245005600041210005600097260000900153300001200162490000800174520068100182653001200863100001700875700002700892700001600919856009300935       2011                        eng d00aInternational diversification with frontier markets0 aInternational diversification with frontier markets  c2011  a227-2420 v1013 aWe provide an analysis of frontier market equities with respect to world market integration and diversification. Principal component results reveal that frontier markets exhibit low levels of integration. In contrast with developed and emerging markets, frontier markets offer no indication of increasing integration through time. Furthermore, individual frontier market countries do not exhibit consistent rates of changing integration. Structural break tests identify breakpoints in integration, as well as integration dynamics across countries. We show that frontier markets have low integration with the world market and thereby offer significant diversification benefits.10aFinance1 aBerger, Dave1 aPukthuanthong, Kuntara1 aYang, Jimmy  u/biblio/international-diversification-frontier-markets-200469nas a2200133   4500008004100000245005600041210005600097260001700153653001200170100001700182700002700199700001600226856009300242       2010                        eng d00aInternational diversification with frontier markets0 aInternational diversification with frontier markets  aTaipeic201010aFinance1 aBerger, Dave1 aPukthuanthong, Kuntara1 aYang, Jimmy  u/biblio/international-diversification-frontier-markets-300481nas a2200133   4500008004100000245005600041210005600097260002900153653001200182100001700194700001600211700002700227856009300254       2010                        eng d00aInternational Diversification with Frontier Markets0 aInternational Diversification with Frontier Markets  aNew York, New Yorkc201010aFinance1 aBerger, Dave1 aYang, Jimmy1 aPukthuanthong, Kuntara  u/biblio/international-diversification-frontier-markets-4