Education
PhD Financial Economics, Fordham University
MS Mathematics, Fairfield University
MBA Economics and Finance, Sacred Heart University
BS Economics, University of the West Indies

Dr. Dunbar is currently a tenured Associate Professor of Finance at WPI. In addition to his extensive experience in teaching and research, he has a wealth of industry experience working with several fortune 500 companies in various capacities.

Professor Dunbar's research has appeared in leading economics and finance journals such as Quantitative Finance, Economic Modeling, International Review of Financial Analysis, and Research in International Business and Finance, amongst others. His research has received considerable attention via citations, and he regularly presents his work at leading international conferences and writes media pieces. His current research examines Blockchain assets for Social Good and Sustainability. His primary research focus is empirical asset pricing, and cryptocurrencies, with a focus on FinTech and futures markets. His transformational work has contributed to various areas in finance that focus on digital assets, financial technologies, and digital transformation from the perspectives of finance and economics

Scholarly Work

Professor Dunbar's research focuses on asset pricing, futures markets, fin tech and the impact of environmental, social, and government policy on investment. Full list of publications in [SITE NAME]

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  • Full list of publications in Google Scholar
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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

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