A Picture is Worth a Thousand Words: Measuring Investor Sentiment by Combining Machine Learning and Photos from News with Khaled Obaid, Forthcoming, Journal of Financial Economics
700 Tiger Avenue
Columbia, MO 65211
Kuntara Pukthuanthong is a Professor of Finance and the Robert J. Trulaske, Jr. Professor of Finance at the Robert J. Trulaske, Sr. College of Business, University of Missouri - Columbia. Her main research interests are international finance and asset pricing. She received a BA in economics from Chulalongkorn University, Thailand; an MBA in finance from Washington University, and PhD in finance from University of California, Irvine.
Dr. Pukthuanthong's research has been published in the Review of Financial Studies, Journal of Financial Economics, Review of Asset Pricing Studies, Critical Review of Finance, Journal of Banking and Finance, Journal of Financial Markets, Journal of Corporate Finance, Financial Review, Economic Note, Pacific Basin Finance Journal, Applied Financial Economics, Financial Analysts Journal, Journal of Investment Management, Journal of Portfolio Management, Global Finance Journal, International Journal of Managerial Finance, Journal of Applied Corporate Finance, and Venture Capital Journal.
Dr. Pukthuanthong serves as the associate editor for the International Review of Financial Analysis Journal.
Dr. Pukthuanthong's additional experience includes:
- June 2018 – January 2019, Consultant, AXA Rosenberg Investment Management, Los Angeles, CA
- January 2013 – July 2015, Board of Director, Centricity Financial, LLC
- January 2010 – December 2012, Consultant, Flint Rock Global Investors, LLC
- August 2011 – February 2012, Consultant at Research Affiliates, Newport Beach, CA
- 1998-2003, Research Assistant, International Portfolio Management, research with Dr. Lee Thomas III, Managing Director at PIMCO.
EducationPhD, Finance, University of California; MBA, Finance, Washington University; BA, Economics, Chulalongkorn University
Awards3rd prize Winner, Crowell Prize PanAgora Asset Management (2021) for Machine Learning Classification Methods and Portfolio Allocation: An Examination of Market Efficiency; Winemiller Excellence Award (2020) and Hillcrest Behavioral Finance Research Award (2019) for A Picture is Worth a Thousand Words: Market Sentiment from Photos; Crowell prize, PanAgora Asset Management, Jack Treynor Prize Winner, Q Group, Inquire Europe, Inquire UK, Dauphine-Amundi Chair In Asset Management and ICPM University of Toronto for A Protocol for Factor Identification; Finalist, Crowell Prize PanAgora Asset
Insider Trading in Rumored Takeover Targets with Fred Davis, Hamed Khardivar, and Thomas Walker at forthcoming European Financial Management
Informativeness of Mutual Fund Advertisements: Does Advertising Communicate Fund Quality to Investors? with Khaled Obaid, forthcoming Financial Management
Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation with Narasimhan Jegadeeh, Joonki Noh, Richard Roll and Junbo Wang, forthcoming Journal of Financial Economics.