@article {1969091,
	title = {Earnings conference calls and institutional monitoring: Evidence from textual analysis},
	journal = {Journal of Financial Research},
	year = {2020},
	month = {2020},
	keywords = {Finance},
	author = {Berger,Dave and Cao,Xueli and Pukthuanthong,Kuntara}
}
@article {1969096,
	title = {Fragility, stress, and market returns},
	journal = {Journal of Banking \& Finance},
	year = {2016},
	month = {2016},
	keywords = {Finance},
	author = {Berger,Dave and Pukthuanthong,Kuntara}
}
@article {1976496,
	title = {On valuing human capital and relating it to macro variables},
	year = {2016},
	month = {2016},
	address = {Las Vegas},
	keywords = {Finance},
	author = {Berger,Dave and Roll,Richard and Pukthuanthong,Kuntara}
}
@article {1969106,
	title = {Is the diversification benefit of frontier markets realizable by mean-variance investors? The evidence of investable funds},
	journal = {Journal of Portfolio Management},
	volume = {39},
	year = {2013},
	month = {2013},
	pages = {36-48},
	keywords = {Finance},
	author = {Berger,Dave and Pukthuanthong,Kuntara and Yang,Jimmy}
}
@article {1969116,
	title = {Market fragility and international market crashes},
	journal = {Journal of Financial Economics},
	volume = {105},
	year = {2012},
	month = {2012},
	pages = {565-580},
	abstract = {We extend the Pukthuanthong and Roll (2009) measure of integration to provide an estimate of systemic risk within international equity markets. Our measure indicates an increasing likelihood of market crashes. The conditional probability of market crashes increases substantially following increases of our risk measure. High levels of our risk measure indicate the probability of a global crash is greater than the probability of local crash. That is, conditional on high levels of systemic risk, the probability of a severe crash across multiple markets is larger than the probability of a crash within a smaller number of markets.},
	keywords = {Finance},
	author = {Berger,Dave and Pukthuanthong,Kuntara}
}
@article {1969136,
	title = {International diversification with frontier markets},
	journal = {Journal of Financial Economics},
	volume = {101},
	year = {2011},
	month = {2011},
	pages = {227-242},
	abstract = {We provide an analysis of frontier market equities with respect to world market integration and diversification. Principal component results reveal that frontier markets exhibit low levels of integration. In contrast with developed and emerging markets, frontier markets offer no indication of increasing integration through time. Furthermore, individual frontier market countries do not exhibit consistent rates of changing integration. Structural break tests identify breakpoints in integration, as well as integration dynamics across countries. We show that frontier markets have low integration with the world market and thereby offer significant diversification benefits.},
	keywords = {Finance},
	author = {Berger,Dave and Pukthuanthong,Kuntara and Yang,Jimmy}
}
@article {1976501,
	title = {International diversification with frontier markets},
	year = {2010},
	month = {2010},
	address = {Taipei},
	keywords = {Finance},
	author = {Berger,Dave and Pukthuanthong,Kuntara and Yang,Jimmy}
}
@article {1976506,
	title = {International Diversification with Frontier Markets},
	year = {2010},
	month = {2010},
	address = {New York, New York},
	keywords = {Finance},
	author = {Berger,Dave and Yang,Jimmy and Pukthuanthong,Kuntara}
}
