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Items where Person is "Pukthuanthong-K"

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Number of items: 10.

2019

Jegadeesh, Narasimhan and Noh, Joonki and Pukthuanthong, Kuntara et al. (2019) Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation. Journal of Financial Economics, 133 (2). pp. 273-298. ISSN 0304-405X. https://resolver.caltech.edu/CaltechAUTHORS:20190214-123253711

Pukthuanthong, Kuntara and Roll, Richard (2019) Changing Expected Returns Can Induce Spurious Serial Correlation. Social Science Working Paper, 1446. California Institute of Technology , Pasadena, CA. (Unpublished) https://resolver.caltech.edu/CaltechAUTHORS:20191018-115420925

Pukthuanthong, Kuntara and Roll, Richard and Subrahmanyam, Avanidhar (2019) A Protocol for Factor Identification. Review of Financial Studies, 32 (4). pp. 1573-1607. ISSN 0893-9454. https://resolver.caltech.edu/CaltechAUTHORS:20190620-093004868

2017

Pukthuanthong, Kuntara and Roll, Richard and Subrahmanyam, Avanidhar (2017) A Protocol for Factor Identification. Social Science Working Paper, 1431. California Institute of Technology , Pasadena, CA. (Unpublished) https://resolver.caltech.edu/CaltechAUTHORS:20171128-144249809

2015

Pukthuanthong, Kuntara and Roll, Richard (2015) An Agnostic and Practically Useful Estimator of the Stochastic Discount Factor. Social Science Working Paper, 1405. California Institute of Technology , Pasadena, CA. (Unpublished) https://resolver.caltech.edu/CaltechAUTHORS:20170726-110645423

2014

Pukthuanthong, Kuntara and Roll, Richard and Wang, Junbo (2014) Resolving the Errors-in-Variables Bias in Risk Premium Estimation. Social Science Working Paper, 1392. California Institute of Technology , Pasadena, CA. (Unpublished) https://resolver.caltech.edu/CaltechAUTHORS:20170726-114922004

2011

Pukthuanthong, Kuntara and Roll, Richard (2011) Gold and the Dollar (and the Euro, Pound, and Yen). Journal of Banking and Finance, 35 (8). pp. 2070-2083. ISSN 0378-4266. https://resolver.caltech.edu/CaltechAUTHORS:20190426-145910554

2009

Pukthuanthong, Kuntara and Roll, Richard (2009) Global market integration: An alternative measure and its application. Journal of Financial Economics, 94 (2). pp. 214-232. ISSN 0304-405X. https://resolver.caltech.edu/CaltechAUTHORS:20190503-083946043

2007

Pukthuanthong, Kuntara and Roll, Richard and Walker, Thomas (2007) How employee stock options and executive equity ownership affect long-term IPO operating performance. Journal of Corporate Finance, 13 (5). pp. 695-720. ISSN 0929-1199. https://resolver.caltech.edu/CaltechAUTHORS:20190503-125448764

2006

Elayan, Fayez A. and Pukthuanthong, Kuntara and Roll, Richard (2006) Investor Reaction to Inter-corporate Business Contracting: Evidence and Explanation. Economic Notes, 35 (3). pp. 253-291. ISSN 0391-5026. https://resolver.caltech.edu/CaltechAUTHORS:20190502-143835293

This list was generated on Sat Aug 8 00:23:34 2020 PDT.