Working Papers Kuntara Pukthuanthong

# Title Authors Created
1446 Changing Expected Returns Can Induce Spurious Serial Correlation Pukthuanthong, Kuntara
Roll, Richard
07/10/2019
1431 A Protocol for Factor Identification Pukthuanthong, Kuntara
Roll, Richard
Subrahmanyam, Avanidhar
07/28/2017
1405 An Agnostic and Practically Useful Estimator of the Stochastic Discount Factor Pukthuanthong, Kuntara
Roll, Richard
03/05/2015
1392 Resolving the Errors-in-Variables Bias in Risk Premium Estimation Roll, Richard
Wang, Junbo
Pukthuanthong, Kuntara
07/21/2014