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Research Output

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Article
2018
Open Access
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79 Downloads (Pure)
2016

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

4 Citations (Scopus)
2012
Open Access
File
67 Citations (Scopus)
253 Downloads (Pure)
2011

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

4 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

3 Citations (Scopus)

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

2010

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

10 Citations (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

1 Citation (Scopus)
2009
File
11 Citations (Scopus)
110 Downloads (Pure)
2006

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

7 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

4 Citations (Scopus)
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

Predicting crashes in a model of evolving networks

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

Research output: Contribution to journalArticle

1 Citation (Scopus)
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

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

15 Citations (Scopus)

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