TY  - JOUR
T1  - Earnings conference calls and institutional monitoring: Evidence from textual analysis
JF  - Journal of Financial Research
Y1  - 2020
A1  - Berger,Dave
A1  - Cao,Xueli
A1  - Pukthuanthong,Kuntara
KW  - Finance
U2  - a
U4  - 144818911232
ID  - 144818911232
ER  - 

TY  - JOUR
T1  - Fragility, stress, and market returns
JF  - Journal of Banking & Finance
Y1  - 2016
A1  - Berger,Dave
A1  - Pukthuanthong,Kuntara
KW  - Finance
U2  - a
U4  - 57419567104
ID  - 57419567104
ER  - 

TY  - HEAR
T1  - On valuing human capital and relating it to macro variables
Y1  - 2016
A1  - Berger,Dave
A1  - Roll,Richard
A1  - Pukthuanthong,Kuntara
KW  - Finance
JA  - Financial Management Association Annual Meeting
CY  - Las Vegas
U2  - c
U4  - 144819625984
ID  - 144819625984
ER  - 

TY  - JOUR
T1  - Is the diversification benefit of frontier markets realizable by mean-variance investors? The evidence of investable funds
JF  - Journal of Portfolio Management
Y1  - 2013
A1  - Berger,Dave
A1  - Pukthuanthong,Kuntara
A1  - Yang,Jimmy
KW  - Finance
VL  - 39
U2  - a
U4  - 53000775681
ID  - 53000775681
ER  - 

TY  - JOUR
T1  - Market fragility and international market crashes
JF  - Journal of Financial Economics
Y1  - 2012
A1  - Berger,Dave
A1  - Pukthuanthong,Kuntara
KW  - Finance
AB  - We 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.
VL  - 105
CP  - 3
U2  - a
U4  - 33748656129
ID  - 33748656129
ER  - 

TY  - JOUR
T1  - International diversification with frontier markets
JF  - Journal of Financial Economics
Y1  - 2011
A1  - Berger,Dave
A1  - Pukthuanthong,Kuntara
A1  - Yang,Jimmy
KW  - Finance
AB  - We 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.
VL  - 101
CP  - 1
U2  - a
U4  - 30702147585
ID  - 30702147585
ER  - 

TY  - HEAR
T1  - International diversification with frontier markets
Y1  - 2010
A1  - Berger,Dave
A1  - Pukthuanthong,Kuntara
A1  - Yang,Jimmy
KW  - Finance
JA  - NTU Seminar
CY  - Taipei
U2  - c
U4  - 33400158209
ID  - 33400158209
ER  - 

TY  - HEAR
T1  - International Diversification with Frontier Markets
Y1  - 2010
A1  - Berger,Dave
A1  - Yang,Jimmy
A1  - Pukthuanthong,Kuntara
KW  - Finance
JA  - Financial Management Association
CY  - New York, New York
U2  - c
U4  - 33700190209
ID  - 33700190209
ER  -