Professor Dunbar's research focuses on
asset pricing,
futures markets,
fin tech and the
impact of environmental, social, and government policy on investment.
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Featured works:
article: AUTHORS. (YEAR).
TITLE AS LINK. JOURNAL, VOL(ISS),PG
OR
conference paper/presentation: AUTHORS. (YEAR, DATES).
TITLE AS LINK. [Conference paper]. In EVENT TITLE. (PP). LOCATION.
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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
Dunbar, K., & Owusu-Amoako, J. (2022b). Hedging the extreme risk of cryptocurrency. The North American Journal of Economics and Finance, 63, 101813. https://doi.org/10.1016/j.najef.2022.101813