SDG 4: Quality Education - Ensure inclusive and equitable quality education and promote lifelong learning opportunities for all
SDG 7: Affordable and Clean Energy - Ensure access to affordable, reliable, sustainable and modern energy for all
SDG 9: Industry, Innovation, and Infrastructure - Build resilient infrastructure, promote inclusive and sustainable industrialization and foster innovation
SDG 11: Sustainable Cities and Communities - Make cities and human settlements inclusive, safe, resilient and sustainable
SDG 12: Responsible Consumption and Production - Ensure sustainable consumption and production patterns
SDG 13: Climate Action - Take urgent action to combat climate change and its impacts
Professor Dunbar's research focuses on asset pricing, futures markets, fintech and the impact of environmental, social, and government policy on investment.
- Full list of publications in Google Scholar
- Full list of publications in Scopus
- Full list of publications in Dimensions
Dunbar, K., Treku, D., Sarnie, R., and Hoover, J., (2023). What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis. Finance Research Letters, Volume 57, 104262, https://doi.org/10.1016/j.frl.2023.104262.
Dunbar, K., and Owusu-Amoako (2023). Role of hedging on crypto returns predictability: A new habit-based explanation. Finance Research Letters, Volume 55, Part B, 104009, https://doi.org/10.1016/j.frl.2023.104009.
Dunbar, K., and Owusu-Amoako (2023). Predictability of crypto returns: The impact of trading behavior. Journal of Behavioral and Experimental Finance, Volume 39, 100812, https://doi.org/10.1016/j.jbef.2023.100812.
Dunbar, K., and Owusu-Amoako (2023). Predicting inflation expectations: A habit-based explanation under hedging. International Review of Financial Analysis. Volume 89, 102816, https://doi.org/10.1016/j.irfa.2023.102816.
Jackson, D., Dunbar, K., Sarkis, J., and Sarnie, R., (2023). Advancing Fintech through a transdisciplinary approach. I-Science. Vol. 26, Issue 9, 107694, https://doi.org/10.1016/j.isci.2023.107694.
Dunbar, K. (2021). Pricing the hedging factor in the cross-section of stock returns. The North American Journal of Economics and Finance, 56, 101376. https://doi.org/10.1016/j.najef.2021.101376
Dunbar, K. (2022). Impact of the COVID-19 event on U.S. banks’ financial soundness. Research in International Business and Finance, 59, 101520. https://doi.org/10.1016/j.ribaf.2021.101520
Dunbar, K., & Jiang, J. (2020). What do movements in financial traders’ net long positions reveal about aggregate stock returns? The North American Journal of Economics and Finance, 51, 100908. https://doi.org/10.1016/j.najef.2019.01.005
Dunbar, K., & Owusu-Amoako, J. (2021). The impact of hedging on risk-averse agents’ output decisions. Economic Modelling, 104, 105638. https://doi.org/10.1016/j.econmod.2021.105638
Dunbar, K., & Owusu-Amoako, J. (2022a). Cryptocurrency returns under empirical asset pricing. International Review of Financial Analysis, 82, 102216. https://doi.org/10.1016/j.irfa.2022.102216