Kristoffer Glover : Citation Profile

University of Technology Sydney

7

H index

6

i10 index

199

Citations

RESEARCH PRODUCTION:

10

Articles

13

Papers

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 13
   Journals where Kristoffer Glover has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 5 (2.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgl29
   Updated: 2025-12-20    RAS profile: 2024-06-09    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Kristoffer Glover.

Is cited by:

lucey, brian (13)

O'Connor, Fergal (9)

Batten, Jonathan (7)

Shahzad, Syed Jawad Hussain (6)

Czudaj, Robert (5)

Beckmann, Joscha (5)

Roubaud, David (5)

Bouri, Elie (4)

Krištoufek, Ladislav (3)

Hommes, Cars (3)

Boubaker, Sabri (3)

Cites to:

Baur, Dirk (13)

Phillips, Peter (9)

Yu, Jun (8)

Westerhoff, Frank (8)

He, Xuezhong (Tony) (8)

lucey, brian (6)

Hommes, Cars (6)

Campbell, John (5)

Reitz, Stefan (5)

Gilli, Manfred (5)

Perron, Pierre (5)

Main data

Where Kristoffer Glover has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney5
Papers / arXiv.org3
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney3
Working Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney2

Recent works citing Kristoffer Glover (2025 and 2024)

YearTitle of citing document
2024Callable convertible bonds under liquidity constraints and hybrid priorities. (2024). Sun, Haodong ; Liang, Gechun ; Hobson, David. In: Papers. RePEc:arx:papers:2111.02554.

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2024Optimal stopping of Gauss-Markov bridges. (2024). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.05835.

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2025Martingale theory for Dynkin games with asymmetric information. (2025). Smith, Jacob ; Palczewski, Jan ; de Angelis, Tiziano. In: Papers. RePEc:arx:papers:2510.15616.

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2024Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170.

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2025Numerical approximation of Dynkin games with asymmetric information. (2025). Ferrari, Giorgio ; Banas, Lubomir ; Randrianasolo, Tsiry Avisoa. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:733.

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2025Optimal Policy Characterization for a Class of Multi-Dimensional Ergodic Singular Stochastic Control Problems. (2025). Ferrari, Giorgio ; Cannerozzi, Federico ; Calvia, Alessandro. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:754.

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2024Volatility Spillover: Garch Analysis of S&P 500s Influence on Precious Metals. (2024). Grubisic, Zoran ; Lazic, Milena ; Duran, Edo. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:13:y:2024:i:2:p:187-211.

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2024Safe Haven for Crude Oil: Bitcoin or Precious Metals? New Insight from Time Varying Coefficient-Vector Autoregressive Model. (2024). Touhami, Kamel ; Abidi, Ilyes. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-20.

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2024Impact of Oil Price Shocks on Crypto and Conventional Financial Assets during Financial Crises: Evidence from the Russian Financial Market. (2024). Ullah, Mirzat ; Sohag, Kazi ; Mariev, Oleg ; Mayburov, Igor ; Kayani, Umar ; Nawaz, Farrukh ; Doroshenko, Svetlana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-43.

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2025Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach. (2025). Hommes, Cars ; di Francesco, Tommaso. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000582.

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2024Larger supply, shorter life? Exploring evidence from alternative cryptocurrencies on decentralized exchanges. (2024). Ye, Wenqiang ; Chang, Zhuoran ; Hua, Xia. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005135.

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2025The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

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2024A comment on the relationship between operating leverage and financial leverage. (2024). Glover, Kristoffer. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400552x.

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2024Pricing media sentiment: Evidence from global mergers and acquisitions. (2024). Shams, Syed ; Bose, Sudipta ; Sheikhbahaei, Ali. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001987.

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2024Farm debt and the over-exploitation of natural capital. (2024). Guthrie, Graeme. In: Resource and Energy Economics. RePEc:eee:resene:v:77:y:2024:i:c:s0928765524000150.

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2024Gold in household portfolios during a pandemic: Evidence from India. (2024). Mohapatra, Sanket ; Chatterjee, Oindrila ; Gopalakrishnan, Balagopal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1288-1306.

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2024Optimal stopping of an Ornstein–Uhlenbeck bridge. (2024). Garcia-Portugues, E ; Dauria, B ; Azze, A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:172:y:2024:i:c:s0304414924000486.

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2024Lp optimal prediction of the last zero of a spectrally negative Lévy process. (2024). Pedraza, Jose M ; Baurdoux, Erik J. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119468.

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2025On the last zero process with an application in corporate bankruptcy. (2025). Baurdoux, Erik J ; Pedraza, Jos M. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128366.

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2024Unveiling Outperformance: A Portfolio Analysis of Top AI-Related Stocks against IT Indices and Robotics ETFs. (2024). Dammak, Wael ; Sayari, Sonia ; Karoui, Ali Trabelsi ; Jeribi, Ahmed. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:3:p:52-:d:1356521.

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2025What are asset price bubbles? A survey on definitions of financial bubbles. (2025). Baumann, Michael Heinrich ; Janischewski, Anja. In: MPRA Paper. RePEc:pra:mprapa:123676.

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2025What are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles. (2025). Baumann, Michael Heinrich ; Janischewski, Anja. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep065.

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2025Bayesian games with nested information. (2025). Levy, Yehuda ; Solan, Eilon ; Jacobovic, Royi. In: Theoretical Economics. RePEc:the:publsh:6461.

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2024The Impact of Equity Financing on Financial Performance: Evidence from Jordan. (2024). almanaseer, Sufian ; Sufian, Almanaseer. In: Foundations of Management. RePEc:vrs:founma:v:16:y:2024:i:1:p:157-176:n:1010.

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2025Investor Sentiment, Mispricing, and Limited Arbitrage in the Futures Market. (2025). Yang, Heejin ; Ryu, Doowon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:879-895.

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2025Sustainable development and investor confidence: The safe‐haven appeal of green‐bond issuing firms. (2025). Azad, Shivam ; Tulasi, S L. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:1:p:1249-1268.

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Works by Kristoffer Glover:

YearTitleTypeCited
2020Dynkin games with incomplete and asymmetric information In: Papers.
[Full Text][Citation analysis]		paper9
2022Dynkin Games with Incomplete and Asymmetric Information.(2022) In: Mathematics of Operations Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2019Short Selling with Margin Risk and Recall Risk In: Papers.
[Full Text][Citation analysis]		paper1
2022SHORT SELLING WITH MARGIN RISK AND RECALL RISK.(2022) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2022With or without replacement? Sampling uncertainty in Shepps urn scheme In: Papers.
[Full Text][Citation analysis]		paper0
2014Heterogeneous expectations in the gold market: Specification and estimation In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article31
2016Leveraged investments and agency conflicts when cash flows are mean reverting In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2015Speculative trading in the gold market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article25
2022Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article4
2014The trade-off theory revisited: on the effect of operating leverage In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article4
2024Quickest Detection Problems for Ornstein–Uhlenbeck Processes In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article1
2023Capital ideas: optimal capital accumulation strategies for a bank and its regulator In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2010On nonlinear models of markets with finite liquidity: Some cautionary notes In: Published Paper Series.
[Full Text][Citation analysis]		paper5
2014Optimal prediction of the last-passage time of a transient diffusion In: Published Paper Series.
[Full Text][Citation analysis]		paper3
2017Dynkin games with heterogeneous beliefs In: Published Paper Series.
[Full Text][Citation analysis]		paper5
2009The British Asian Option In: Research Paper Series.
[Full Text][Citation analysis]		paper5
2010The British Russian Option In: Research Paper Series.
[Full Text][Citation analysis]		paper4
2011Three-Dimensional Brownian Motion and the Golden Ratio Rule In: Research Paper Series.
[Full Text][Citation analysis]		paper13
2012Leveraged Investments and Agency Conflicts When Prices Are Mean Reverting In: Research Paper Series.
[Full Text][Citation analysis]		paper1
2013The Trade-off Theory Revisited: On the Effect of Operating Leverage In: Research Paper Series.
[Full Text][Citation analysis]		paper11
2012The Destruction of a Safe Haven Asset? In: Working Paper Series.
[Full Text][Citation analysis]		paper58
2012A Gold Bubble? In: Working Paper Series.
[Full Text][Citation analysis]		paper16
2022Financially constrained index futures arbitrage In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1

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