Kristoffer Glover : Citation Profile


Are you Kristoffer Glover?

University of Technology Sydney

5

H index

4

i10 index

119

Citations

RESEARCH PRODUCTION:

4

Articles

13

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 10
   Journals where Kristoffer Glover has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 5 (4.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgl29
   Updated: 2021-10-16    RAS profile: 2021-08-19    
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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)

Beckmann, Joscha (5)

Czudaj, Robert (5)

Roubaud, David (5)

Bouri, Elie (4)

Krištoufek, Ladislav (3)

ter Ellen, Saskia (2)

GUPTA, RANGAN (2)

Cites to:

Baur, Dirk (10)

He, Xuezhong (8)

Westerhoff, Frank (8)

Phillips, Peter (6)

Hommes, Cars (6)

Chiarella, Carl (6)

Yu, Jun (5)

lucey, brian (5)

Reitz, Stefan (5)

Winker, Peter (4)

Huang, Weihong (4)

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 (2021 and 2020)


YearTitle of citing document
2020Numerical Simulation of Exchange Option with Finite Liquidity: Controlled Variate Model. (2020). Pirvu, Traian A ; Zhang, Kevin S. In: Papers. RePEc:arx:papers:2006.07771.

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2021Only Time Will Tell: Credible Dynamic Signaling. (2020). Starkov, Egor. In: Papers. RePEc:arx:papers:2007.09568.

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2021On the value of non-Markovian Dynkin games with partial and asymmetric information. (2020). Palczewski, Jan ; Merkulov, Nikita ; de Angelis, Tiziano. In: Papers. RePEc:arx:papers:2007.10643.

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2020Date-stamping the Tadawul bubble through the SADF and GSADF econometric approaches. (2020). Cruz Rambaud, Salvador ; Cruz-Rambaud, Salvador ; Martin-Cervantes, Pedro Antonio. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00061.

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2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin. (2020). Krištoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:212-224.

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2020Nonlinear dynamics of gold and the dollar. (2020). Yu, Jishuang ; Guo, Yongxiu ; He, Qing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300577.

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2020Strategic bank closure and deposit insurance valuation. (2020). Terence, Ka Wai ; Wong, Tat Wing ; Leung, Kwai Sun. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:96-105.

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2020Investing in gold – Market timing or buy-and-hold?. (2020). Dichtl, Hubert ; Baur, Dirk G ; Wendt, Viktoria-Sophie ; Drobetz, Wolfgang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306227.

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2021Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. (2021). Kallinterakis, Vasileios ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000703.

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2021From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks. (2021). Matkovskyy, Roman ; Bouraoui, Taoufik ; Dowling, Michael ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309894.

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2021Comparing behavioural heterogeneity across asset classes. (2021). , Remco ; Hommes, Cars H ; Ellen, Saskia Ter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:747-769.

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2020Do bitcoin and precious metals do any good together? An extreme dependence and risk spillover analysis. (2020). Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s030142071930371x.

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2021Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Qureshi, Fiza ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000830.

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2020Cryptocurrencies as hedges and safe-havens for US equity sectors. (2020). Hussain, Syed Jawad ; Bouri, Elie ; Roubaud, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:294-307.

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2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis. (2020). Bouri, Elie ; Roubaud, David ; Hussain, Syed Jawad ; Lucey, Brian ; Kristoufek, Ladislav. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:156-164.

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2021Gold and US sectoral stocks during COVID-19 pandemic. (2021). Salisu, Afees ; Lucey, Brian ; Vo, Xuan Vinh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000453.

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2020Optimal stopping problems for running minima with positive discounting rates. (2020). Gapeev, Pavel V. In: Statistics & Probability Letters. RePEc:eee:stapro:v:167:y:2020:i:c:s0167715220302029.

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2020Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies. (2020). Hille, Erik ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310143.

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2020Listen to the Signals from an Interactive Agent-Based Model. (2020). Cheng, Po-Keng. In: Working Papers. RePEc:hal:wpaper:hal-02982908.

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2021Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models. (2021). Swensen, Anders Rygh ; RyghSwensen, Anders ; Johansen, Soeren. In: Discussion Papers. RePEc:kud:kuiedp:2107.

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2021Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan. (2021). Imran, Zulfiqar Ali ; Ahad, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:107613.

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2021Investigating the Effective Factors in the Growth of Private Sector Investment in Iran. (2021). Haji, Gholamali ; Shojaee, Abdul Nasser ; Behnamian, Mehdi. In: Quarterly Journal of Applied Theories of Economics. RePEc:ris:qjatoe:0215.

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2020.

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2021Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach. (2021). Zhou, Siwen. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01776-4.

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Works by Kristoffer Glover:


YearTitleTypeCited
2020Dynkin games with incomplete and asymmetric information In: Papers.
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paper4
2019Short Selling with Margin Risk and Recall Risk In: Papers.
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paper0
2019With or without replacement? Sampling uncertainty in Shepps urn scheme In: Papers.
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paper0
2014Heterogeneous expectations in the gold market: Specification and estimation In: Journal of Economic Dynamics and Control.
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article26
2016Leveraged investments and agency conflicts when cash flows are mean reverting In: Journal of Economic Dynamics and Control.
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article1
2015Speculative trading in the gold market In: International Review of Financial Analysis.
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article18
2014The trade-off theory revisited: on the effect of operating leverage In: International Journal of Managerial Finance.
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article5
2013The Trade-off Theory Revisited: On the Effect of Operating Leverage.(2013) In: Research Paper Series.
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This paper has another version. Agregated cites: 5
paper
2010On nonlinear models of markets with finite liquidity: Some cautionary notes In: Published Paper Series.
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paper3
2014Optimal prediction of the last-passage time of a transient diffusion In: Published Paper Series.
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paper0
2017Dynkin games with heterogeneous beliefs In: Published Paper Series.
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paper5
2009The British Asian Option In: Research Paper Series.
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paper4
2010The British Russian Option In: Research Paper Series.
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paper4
2011Three-Dimensional Brownian Motion and the Golden Ratio Rule In: Research Paper Series.
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paper8
2012Leveraged Investments and Agency Conflicts When Prices Are Mean Reverting In: Research Paper Series.
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paper1
2012The Destruction of a Safe Haven Asset? In: Working Paper Series.
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paper26
2012A Gold Bubble? In: Working Paper Series.
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paper14

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