The destruction of a safe haven asset? DG Baur, KJ Glover Available at SSRN 2142283, 2012 | 93 | 2012 |
Heterogeneous expectations in the gold market: Specification and estimation DG Baur, KJ Glover Journal of Economic Dynamics and Control 40, 116-133, 2014 | 43 | 2014 |
Three-dimensional Brownian motion and the golden ratio rule K Glover, H Hulley, G Peskir | 40 | 2013 |
Speculative trading in the gold market DG Baur, KJ Glover International Review of Financial Analysis 39, 63-71, 2015 | 37 | 2015 |
The trade-off theory revisited: On the effect of operating leverage KJ Glover, G Hambusch International Journal of Managerial Finance 10 (1), 2-22, 2014 | 35 | 2014 |
A gold bubble? DG Baur, K Glover Finance Discipline Group, UTS Business School, University of Technology …, 2012 | 31 | 2012 |
On nonlinear models of markets with finite liquidity: some cautionary notes KJ Glover, PW Duck, DP Newton SIAM Journal on Applied Mathematics 70 (8), 3252-3271, 2010 | 27 | 2010 |
Dynkin games with heterogeneous beliefs E Ekström, K Glover, M Leniec Journal of Applied Probability 54 (1), 236-251, 2017 | 19 | 2017 |
Dynkin games with incomplete and asymmetric information T De Angelis, E Ekström, K Glover Mathematics of Operations Research 47 (1), 560-586, 2022 | 18 | 2022 |
The British Russian option K Glover, G Peskir, F Samee Stochastics An International Journal of Probability and Stochastic Processes …, 2011 | 14 | 2011 |
The British Asian option K Glover, G Peskir, F Samee Sequential Analysis 29 (3), 311-327, 2010 | 12 | 2010 |
A behavioural finance approach with fundamentalists and chartists in the gold market D Baur, K Glover University of Technology Sydney Working Paper, 2011 | 10 | 2011 |
Analysis of PDES Arising in Nonlinear and Non-Standard Option Pricing KJ Glover PQDT-Global, 2008 | 9 | 2008 |
Leveraged investments and agency conflicts when cash flows are mean reverting KJ Glover, G Hambusch Journal of Economic Dynamics and Control 67, 1-21, 2016 | 6 | 2016 |
Optimal prediction of the last-passage time of a transient diffusion K Glover, H Hulley SIAM Journal on Control and Optimization 52 (6), 3833-3853, 2014 | 6 | 2014 |
Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach K Glover Stochastic Processes and their Applications 150, 919-937, 2022 | 5 | 2022 |
Short selling with margin risk and recall risk K Glover, H Hulley International Journal of Theoretical and Applied Finance 25 (02), 2250007, 2022 | 5 | 2022 |
Quickest Detection Problems for Ornstein–Uhlenbeck Processes K Glover, G Peskir Mathematics of Operations Research 49 (2), 1045-1064, 2024 | 3 | 2024 |
Leveraged investments and agency conflicts when prices are mean reverting K Glover, G Hambusch Available at SSRN, 2012 | 2 | 2012 |
Capital ideas: optimal capital accumulation strategies for a bank and its regulator KJ Glover, PV Johnson, GW Evatt, M Cheng The European Journal of Finance 29 (18), 2075-2106, 2023 | 1 | 2023 |