Gold and the dollar (and the euro, pound, and yen), with Richard Roll, Journal of Banking and Finance, 2011, 35(8), 2070-2083.
Finance
Kuntara Pukthuanthong
Professor of Finance, Robert J. Trulaske, Jr. Professor of Finance
Office
360 Cornell Hall
Address
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. 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.
Education
PhD, Finance, University of California; MBA, Finance, Washington University; BA, Economics, Chulalongkorn University
Awards
3rd 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
Publications
International Diversification with Frontier Markets with David Berger and Jimmy Yang, Journal of Financial Economics, 2011, 101(1), 227-242.
Why should we like firms that voluntarily disclose? Evidence from profit warning firms, Journal of Investing, Winter 2010, Vol. 19, No. 4: pp. 66–83
Multinational Finance and Global Financial Market Integration, in Hossein Bidgoli (ed.), Handbook of Technology Management, 2010
Who benefits from market integration? A comparative study of Yankee IPOs from high and low integrated markets, Journal of Financial Transformation, 2010, 29(1), 116-130.