Timothy Alan Krause

    • 60 Citations
    • 4 h-Index
    20132019

    Research output per year

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

    Research Output

    • 60 Citations
    • 4 h-Index
    • 9 Article
    • 1 Chapter
    Filter
    Article
    2019

    Student Managed Funds – a panel discussion

    Holzhauer, H. M., Krause, T. A., Russell, J., Harrell, D. & Bandopadhyaya, A., Jan 1 2019, In : Managerial Finance.

    Research output: Contribution to journalArticle

    1 Scopus citations
    2018

    Hedge fund returns and uncertainty

    Krause, T. A., Jan 1 2018, (Accepted/In press) In : North American Journal of Economics and Finance.

    Research output: Contribution to journalArticle

    International Equity Index and Currency Futures: Commodity Currencies or Emerging Versus Developed Markets?

    Krause, T. A. & Tse, Y., Nov 14 2018, In : Emerging Markets Finance and Trade. 54, 14, p. 3294-3311 18 p.

    Research output: Contribution to journalArticle

    2016

    Risk management and firm value: Recent theory and evidence

    Krause, T. A. & Tse, Y., Mar 7 2016, In : International Journal of Accounting and Information Management. 24, 1, p. 56-81 26 p.

    Research output: Contribution to journalArticle

    14 Scopus citations

    Socially responsible investing in hedge funds

    Filbeck, G., Krause, T. A. & Reis, L., Oct 1 2016, In : Journal of Asset Management. 17, 6, p. 408-421 14 p.

    Research output: Contribution to journalArticle

    2015

    Exchange traded funds, size-based portfolios, and market efficiency

    Kadapakkam, P. R., Krause, T. & Tse, Y., Jul 1 2015, In : Review of Quantitative Finance and Accounting. 45, 1, p. 89-110 22 p.

    Research output: Contribution to journalArticle

    7 Scopus citations
    2014

    Exchange-traded funds, liquidity and volatility

    Krause, T. A., Ehsani, S. & Lien, D., Dec 26 2014, In : Applied Financial Economics. 24, 24, p. 1617-1630 14 p.

    Research output: Contribution to journalArticle

    14 Scopus citations

    Implied volatility dynamics among exchange-traded funds and their largest component stocks

    Krause, T. A. & Lien, D., Sep 1 2014, In : Journal of Derivatives. 22, 1, p. 7-26 20 p.

    Research output: Contribution to journalArticle

    2 Scopus citations
    2013

    Volatility and return spillovers in Canadian and U.S. industry ETFs

    Krause, T. A. & Tse, Y., Jan 1 2013, In : International Review of Economics and Finance. 25, p. 244-259 16 p.

    Research output: Contribution to journalArticle

    21 Scopus citations