Kristoffer J. Glover

University of Technology Sydney (UTS) - UTS Business School

Sydney

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 33,488

SSRN RANKINGS

Top 33,488

in Total Papers Downloads

2,897

SSRN CITATIONS
Rank 43,077

SSRN RANKINGS

Top 43,077

in Total Papers Citations

14

CROSSREF CITATIONS

8

Scholarly Papers (10)

1.

The Destruction of a Safe Haven Asset?

Number of pages: 19 Posted: 07 Sep 2012
Dirk G. Baur and Kristoffer J. Glover
University of Western Australia - Business School and University of Technology Sydney (UTS) - UTS Business School
Downloads 751 (64,932)
Citation 4

Abstract:

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safe haven, gold, investor behavior, funding constraints, contagion

2.

Speculative Trading in the Gold Market

International Review of Financial Analysis, Vol. 39, May 2015
Number of pages: 27 Posted: 25 Oct 2012 Last Revised: 23 Sep 2015
Dirk G. Baur and Kristoffer J. Glover
University of Western Australia - Business School and University of Technology Sydney (UTS) - UTS Business School
Downloads 635 (80,417)
Citation 15

Abstract:

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speculation, gold, bubble, heterogeneous agents, chartists, explosive process

3.

Capital Ideas: Optimal Capital Reserve Strategies for a Bank and Its Regulator

Number of pages: 41 Posted: 28 Aug 2012 Last Revised: 02 Dec 2022
Kristoffer J. Glover, Paul V. Johnson, Geoffrey Evatt and Mingliang Cheng
University of Technology Sydney (UTS) - UTS Business School, University of Manchester, School of Mathematics, University of Manchester and The University of Manchester
Downloads 376 (150,982)

Abstract:

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capital requirements, banking, real options, optimal control

4.

Heterogeneous Expectations in the Gold Market: Specification and Estimation

Journal of Economic Dynamics and Control, Vol. 40, 2014
Number of pages: 40 Posted: 24 Dec 2011 Last Revised: 23 Sep 2015
Dirk G. Baur and Kristoffer J. Glover
University of Western Australia - Business School and University of Technology Sydney (UTS) - UTS Business School
Downloads 338 (169,613)
Citation 3

Abstract:

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gold price, heterogeneous agents, switching, bubbles, STR models

5.

The Trade-Off Theory Revisited: On the Effect of Operating Leverage

Number of pages: 22 Posted: 16 Mar 2013
Kristoffer J. Glover and Gerhard Hambusch
University of Technology Sydney (UTS) - UTS Business School and University of Technology Sydney
Downloads 293 (197,372)
Citation 3

Abstract:

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Trade-off theory, abandonment option, financial leverage, operating leverage

6.

Default Risk Linkages in a Structural Credit Model

Number of pages: 74 Posted: 05 May 2021 Last Revised: 14 Nov 2023
Jan Ericsson, Alexandre Jeanneret, Lucie Y. Lu and Kristoffer J. Glover
McGill University, UNSW Business School, University of Melbourne, Faculty of Business and Economics and University of Technology Sydney (UTS) - UTS Business School
Downloads 212 (271,192)

Abstract:

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Credit Risk, Structural Models, Asset Prices, Leverage, Volatility, Spillovers

7.

Financially Constrained Index Futures Arbitrage

Number of pages: 30 Posted: 30 Aug 2021 Last Revised: 30 Nov 2021
Kristoffer J. Glover and Hardy Hulley
University of Technology Sydney (UTS) - UTS Business School and University of Technology, Sydney (UTS) - Finance Discipline Group
Downloads 104 (485,720)

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Index futures arbitrage, limits to arbitrage, financing constraints, optimal stopping

8.

Leveraged Investments and Agency Conflicts When Cash Flows are Mean Reverting

Number of pages: 34 Posted: 12 Sep 2012 Last Revised: 15 Mar 2016
Kristoffer J. Glover and Gerhard Hambusch
University of Technology Sydney (UTS) - UTS Business School and University of Technology Sydney
Downloads 104 (485,720)
Citation 3

Abstract:

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investment, real option, mean reversion, agency conflicts

9.

Short Selling with Margin Risk and Recall Risk

Number of pages: 36 Posted: 14 Jan 2022
Kristoffer J. Glover and Hardy Hulley
University of Technology Sydney (UTS) - UTS Business School and University of Technology, Sydney (UTS) - Finance Discipline Group
Downloads 65 (642,974)

Abstract:

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Short selling; Margin risk; Recall risk; Optimal stopping; Free-boundary problem; Limits to arbitrage

10.

A Comment on the Relationship between Operating Leverage and Financial Leverage

Number of pages: 14 Posted: 13 May 2024
Kristoffer J. Glover
University of Technology Sydney (UTS) - UTS Business School
Downloads 19 (981,946)

Abstract:

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operating leverage; financial leverage; leverage substitution; real options; abandonment option; default option