EconPapers    
Economics at your fingertips  
 

Details about Kristoffer Glover

Homepage:http://datasearch.uts.edu.au/business/staff/finance/details.cfm?StaffId=7393
Workplace:Finance Discipline Group, Business School, University of Technology Sydney, (more information at EDIRC)

Access statistics for papers by Kristoffer Glover.

Last updated 2019-05-15. Update your information in the RePEc Author Service.

Short-id: pgl29


Jump to Journal Articles

Working Papers

2019

  1. Short Selling with Margin Risk and Recall Risk
    Papers, arXiv.org Downloads

2018

  1. Dynkin games with incomplete and asymmetric information
    Papers, arXiv.org Downloads

2017

  1. Dynkin games with heterogeneous beliefs
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (3)

2014

  1. Optimal prediction of the last-passage time of a transient diffusion
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads

2013

  1. The Trade-off Theory Revisited: On the Effect of Operating Leverage
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (1)
    See also Journal Article in International Journal of Managerial Finance (2014)

2012

  1. A Gold Bubble?
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (12)
  2. Leveraged Investments and Agency Conflicts When Prices Are Mean Reverting
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (1)
  3. The Destruction of a Safe Haven Asset?
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (15)

2011

  1. Three-Dimensional Brownian Motion and the Golden Ratio Rule
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (2)

2010

  1. On nonlinear models of markets with finite liquidity: Some cautionary notes
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (1)
  2. The British Russian Option
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (3)

2009

  1. The British Asian Option
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (4)

Journal Articles

2016

  1. Leveraged investments and agency conflicts when cash flows are mean reverting
    Journal of Economic Dynamics and Control, 2016, 67, (C), 1-21 Downloads View citations (1)

2015

  1. Speculative trading in the gold market
    International Review of Financial Analysis, 2015, 39, (C), 63-71 Downloads View citations (10)

2014

  1. Heterogeneous expectations in the gold market: Specification and estimation
    Journal of Economic Dynamics and Control, 2014, 40, (C), 116-133 Downloads View citations (20)
  2. The trade-off theory revisited: on the effect of operating leverage
    International Journal of Managerial Finance, 2014, 10, (1), 2-22 Downloads View citations (4)
    See also Working Paper (2013)
 
Page updated 2019-05-19