Kristoffer J. Glover

University of Technology Sydney (UTS) - School of Finance and Economics

Haymarket

Sydney, NSW 2007

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

6

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Top 25,947

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1,764

CITATIONS
Rank 18,848

SSRN RANKINGS

Top 18,848

in Total Papers Citations

25

Scholarly Papers (6)

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) - School of Finance and Economics
Downloads 531 (50,622)
Citation 9

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) - School of Finance and Economics
Downloads 389 (74,190)
Citation 5

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) - School of Finance and Economics
Downloads 309 (96,381)
Citation 11

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: 33 Posted: 28 Aug 2012 Last Revised: 08 Aug 2015
Geoffrey Evatt, Paul V. Johnson, Kristoffer J. Glover and Mingliang Cheng
School of Mathematics, University of Manchester, University of Manchester, University of Technology Sydney (UTS) - School of Finance and Economics and University of Manchester
Downloads 254 (118,741)

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) - School of Finance and Economics and University of Technology Sydney
Downloads 214 (140,683)
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) - School of Finance and Economics and University of Technology Sydney
Downloads 67 (332,915)
Citation 1

Abstract:

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investment, real option, mean reversion, agency conflicts