User profiles for K. Pukthuanthong
Kuntara PukthuanthongUniversity of Missouri Verified email at missouri.edu Cited by 4387 |
Global market integration: An alternative measure and its application
K Pukthuanthong, R Roll - Journal of Financial Economics, 2009 - Elsevier
… are proportional, k=(1−k)=0.5, the correlation is perfect while for all other values of k, it is less
than 1.0. For … For k>0.5, the correlation remains above 0.8 all the way out to k=1.6 while for …
than 1.0. For … For k>0.5, the correlation remains above 0.8 all the way out to k=1.6 while for …
Venture capital in China: a culture shock for Western investors
K Pukthuanthong, T Walker - Management Decision, 2007 - emerald.com
Purpose – This study seeks to examine the peculiarities of the venture capital market in
China and seeks to compare it with Western markets. Design/methodology/approach – The …
China and seeks to compare it with Western markets. Design/methodology/approach – The …
The effect of capital ratios on the risk, efficiency and profitability of banks: Evidence from OECD countries
Using a sample of 1992 banks from 39 OECD countries during the 1999–2013 period, we
examine whether the imposition of higher capital ratios is effective in reducing risk and …
examine whether the imposition of higher capital ratios is effective in reducing risk and …
International diversification with frontier markets
… PC data up until 2007 from Pukthuanthong and Roll and construct PCs … a k t + β 0 t + β 1 t
⁎ b r e a k t + e t , in which a d j R t 2 represents the adjusted R-square from the Pukthuanthong …
⁎ b r e a k t + e t , in which a d j R t 2 represents the adjusted R-square from the Pukthuanthong …
Gold and the Dollar (and the Euro, Pound, and Yen)
K Pukthuanthong, R Roll - Journal of Banking & Finance, 2011 - Elsevier
Usually, gold and the Dollar are negatively related; when the Dollar price of gold increases,
the Dollar depreciates against other currencies. This is intuitively puzzling because it seems …
the Dollar depreciates against other currencies. This is intuitively puzzling because it seems …
Positive and negative synergies between the CEO's and the corporate board's human and social capital: A study of biotechnology firms
C Sundaramurthy, K Pukthuanthong… - Strategic Management …, 2014 - Wiley Online Library
This paper contributes to the corporate governance literature by developing and testing
theory regarding positive and negative synergies between the CEO 's and the board's human …
theory regarding positive and negative synergies between the CEO 's and the board's human …
A protocol for factor identification
K Pukthuanthong, R Roll… - The Review of Financial …, 2019 - academic.oup.com
We propose a protocol for identifying genuine risk factors. A genuine risk factor must be
related to the covariance matrix of returns, must be priced in the cross-section of returns, and …
related to the covariance matrix of returns, must be priced in the cross-section of returns, and …
Corporate social responsibility and M&A uncertainty
We contribute to the corporate social responsibility (CSR) literature by investigating whether
the CSR of acquirers impacts mergers and acquisitions (M&A) completion uncertainty. …
the CSR of acquirers impacts mergers and acquisitions (M&A) completion uncertainty. …
Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation
… ) E ( r i ) = γ 0 + ∑ k = 1 K β i , k γ k where E(r i ) is the expected excess return on stock i, β i,
k is the sensitivity of stock i to factor k, and γ k is the risk premium on factor k. γ 0 is the excess …
k is the sensitivity of stock i to factor k, and γ k is the risk premium on factor k. γ 0 is the excess …
A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news
K Obaid, K Pukthuanthong - Journal of Financial Economics, 2022 - Elsevier
By applying machine learning to the accurate and cost-effective classification of photos based
on sentiment, we introduce a daily market-level investor sentiment index (Photo Pessimism…
on sentiment, we introduce a daily market-level investor sentiment index (Photo Pessimism…