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

8

DOWNLOADS
Rank 31,692

SSRN RANKINGS

Top 31,692

in Total Papers Downloads

2,040

SSRN CITATIONS
Rank 49,932

SSRN RANKINGS

Top 49,932

in Total Papers Citations

5

CROSSREF CITATIONS

8

Scholarly Papers (8)

1.

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 559 (64,301)
Citation 11

Abstract:

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

2.

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 514 (71,415)
Citation 4

Abstract:

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

3.

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 323 (122,142)
Citation 3

Abstract:

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

4.

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

Number of pages: 36 Posted: 28 Aug 2012 Last Revised: 28 Sep 2020
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 University of Manchester
Downloads 277 (143,647)

Abstract:

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capital requirements, banking, real options, optimal control

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 252 (158,082)
Citation 2

Abstract:

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

6.

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 72 (412,628)
Citation 1

Abstract:

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investment, real option, mean reversion, agency conflicts

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 39 (542,716)

Abstract:

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

8.

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 4 (782,369)

Abstract:

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