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Finance

Kuntara Pukthuanthong

Professor, Robert J. Trulaske, Jr. Professor of Finance
Phone
573-884-9785
Office
420 Cornell Hall

Dr. Pukthuanthong’s 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. Her 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'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.

Education

BA, Economics, Chulalongkorn University; MBA, Finance, Washington University; PhD, Finance, University of California

Awards

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 Management (2019) for A Toolkit for Factor-Mimicking Portfolios

Recent Publications

Insider Trading in Rumored Takeover Targets with Fred Davis, Hamed Khardivar, and Thomas Walker at forthcoming European 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.

A Protocol for Factor Identification; with Richard Roll and Avanidhar Subrahmanyam, The Review of Financial Studies, Volume 32, Issue 4, April 2019, Pages 1573–1607.