If you made any changes in Pure these will be visible here soon.

Research Output 2002 2018

Filter
Article
2018
49 Downloads (Pure)
Open Access
File
Computational techniques
Banking crisis
Bank failure
Market concentration
Solvency
2016
3 Citations (Scopus)

The optimal timing of open market stock repurchases

Krause, A. & Hsu, C-C., 2016, In : Emerging Markets Finance and Trade. 52, 4, p. 776-785

Research output: Contribution to journalArticle

Repurchase
Optimal timing
Stock repurchases
Continuous time
Authorization
2012
64 Citations (Scopus)
147 Downloads (Pure)
Open Access
File
Systemic risk
Lending
Network model
Bank failure
Banking system
2011
Call markets
Trading rules
Trading volume
Evolutionary
Multi-objective optimization
4 Citations (Scopus)

Competition is bad for consumers: Analysis of an artificial payment card market

Alexandrova-Kabadjova, B., Tsang, E. & Krause, A., Mar 2011, In : Journal of Advanced Computational Intelligence and Intelligent Informatics. 15, 2, p. 188-196 9 p.

Research output: Contribution to journalArticle

Marketing
Elasticity
Costs
3 Citations (Scopus)

Market structure and information in payment card markets

Alexandrova-Kabadjova, B., Tsang, E. & Krause, A., Aug 2011, In : International Journal of Automation and Computing. 8, 3, p. 364-370 7 p.

Research output: Contribution to journalArticle

Externalities
Agent-based Model
Long-run
Market
Interaction

Profit-maximizing strategies for an artificial payment card market: Is learning possible?

Alexandrova-Kabadjova, B., Tsang, E. & Krause, A., May 2011, In : Journal of Intelligent Learning Systems and Applications. 3, 2, p. 70-81

Research output: Contribution to journalArticle

Payment card
Profit
Incremental
Learning algorithm
Simulation
2010
9 Citations (Scopus)

Determinants of the method of payment in mergers and acquisitions

Ismail, A. & Krause, A., Nov 2010, In : The Quarterly Review of Economics and Finance. 50, 4, p. 471-484

Research output: Contribution to journalArticle

Mergers and acquisitions
Method of payment
Payment
Announcement returns
Tax
1 Citation (Scopus)

Determining the optimal market structure using near-zero intelligence traders

Li, X. & Krause, A., Dec 2010, In : Journal of Economic Interaction and Coordination. 5, 2, p. 155-167

Research output: Contribution to journalArticle

Trading rules
Market structure
Traders
Call markets
Learning algorithm
2009
8 Citations (Scopus)
57 Downloads (Pure)
File
Decision theory
2006
7 Citations (Scopus)

Fat tails and multi-scaling in a simple model of limit order markets

Krause, A., Aug 2006, In : Physica A: Statistical Mechanics and its Applications. 368, 1, p. 183-190

Research output: Contribution to journalArticle

4 Citations (Scopus)

Risk, capital requirements, and the asset structure of companies

Krause, A., 2006, In : Managerial Finance. 32, 9, p. 774-785

Research output: Contribution to journalArticle

2005

Optimal stock allocation in specialist markets

Krause, A., Mar 2005, In : Research in Economics. 59, 1, p. 23-39

Research output: Contribution to journalArticle

2004
1 Citation (Scopus)

Predicting crashes in a model of evolving networks

Krause, A., Mar 2004, In : Complexity. 9, 4, p. 24-30

Research output: Contribution to journalArticle

Crash
Score Function
Self-organization
Population Size
Model
2003

Crashes in bond markets and the hedging mortgage-backed securities

Krause, A., 2003, In : Journal of Fixed Income. 13, 3, p. 19-32

Research output: Contribution to journalArticle

15 Citations (Scopus)

Exploring the limitations of value at risk: how good is it in practice?

Krause, A., 2003, In : Journal of Risk Finance. 4, 2, p. 19-28

Research output: Contribution to journalArticle

Inventory effects on daily returns in financial markets

Krause, A., 2003, In : International Journal of Theoretical and Applied Finance. 6, 7, p. 739-765

Research output: Contribution to journalArticle

The independence of financial analysts: evaluation of an alternative proposal

Krause, A., 2003, In : Journal of Investment Compliance. 4, 3, p. 52-57

Research output: Contribution to journalArticle

2002

Coherent risk measurement: an introduction

Krause, A., 2002, In : Balance Sheet. 10, 4, p. 13-17

Research output: Contribution to journalArticle