Kwamie Dunbar| Worcester Polytechnic Institute

kdunbar@wpi.edu

Kwamie Dunbar

The Business School

Associate Professor of Finance

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

kdunbar@wpi.edu

Owner

Research Interests

Asset pricing

Futures market

Economics and economic theory

Financial markets and institutions

Financial technologies

Decentralized finance (DeFi)

Impact of environmental, social, and government policy on investment

Cryptocurrency

Risk aversion and futures market hedging

Impact of decentralized finance (DeFi) market

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

Full list of publications in Scopus

Full list of publications in Dimensions

Featured works:

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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

Professional Affiliations

American Finance Association (AFA)

Eastern Finance Association (EFA)

Financial Management Association (FMA)

Sustainable Development Goals