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Timothy A. Krause
Timothy A. Krause
Penn State Erie - The Behrend College
Verified email at psu.edu - Homepage
Title
Cited by
Cited by
Year
Risk management and firm value: recent theory and evidence
TA Krause, Y Tse
International Journal of Accounting and information management 24 (1), 56-81, 2016
1522016
Exchange-traded funds, liquidity and volatility
T Krause, S Ehsani, D Lien
Applied Financial Economics 24 (24), 1617-1630, 2014
862014
Volatility and return spillovers in Canadian and US industry ETFs
T Krause, Y Tse
International Review of Economics & Finance 25, 244-259, 2013
842013
Exchange traded funds, size-based portfolios, and market efficiency
PR Kadapakkam, T Krause, Y Tse
Review of Quantitative Finance and Accounting 45, 89-110, 2015
172015
Socially responsible investing in hedge funds
G Filbeck, TA Krause, L Reis
Journal of Asset Management 17, 408-421, 2016
162016
Exchange traded funds, liquidity, and market volatility
TA Krause, S Ehsani, DD Lien
Applied Financial Economics, 2013
122013
Hedge funds and systemic risk
WA Kaal, TA Krause
Hedge Funds: Structure, Strategies, and Performance, 305-319, 2017
72017
Implied volatility dynamics among exchange-traded funds and their largest component stocks
TA Krause, D Lien
The Journal of Derivatives 22 (1), 7-26, 2014
52014
Student managed funds–a panel discussion
HM Holzhauer, TA Krause, J Russell, D Harrell, A Bandopadhyaya
Managerial Finance 46 (4), 458-472, 2020
42020
Hedge fund returns and uncertainty
TA Krause
The North American Journal of Economics and Finance 47, 597-601, 2019
32019
An empirical index of Knightian uncertainty
S Ehsani, T Krause, D Lien
Working Paper University of Texas at San Antonio, 2013
32013
Put-Call Parity in Equity Options Markets: Recent Evidence
TA Krause
Theoretical Economics Letters 9 (04), 563, 2019
12019
International Equity Index and Currency Futures: Commodity Currencies or Emerging Versus Developed Markets?
TA Krause, Y Tse
Emerging Markets Finance and Trade 54 (14), 3294-3311, 2018
12018
Faculty Advisor, Intrieri Family Student Managed Fund
TA Krause
Equity Markets, Valuation, and Analysis, 2020
2020
Market Efficiency in Emerging Markets ETFs
TA Krause
Int J Financ Econ Trade 3 (3), 64-73, 2019
2019
Financial Market Trading Simulations
TA Krause, EJ Robbins
Journal of Financial Education 44 (2), 302-323, 2018
2018
Risk and Uncertainty in Style Rotation
TA Krause
Financial Services Review 27(2), 189-207, 2018
2018
Pricing of futures contracts
TA Krause
Commodities: Markets, Performance, and Strategies, 277-297, 2018
2018
Assistant Professor of Finance, Penn State Behrend Faculty Advisor, Intrieri Family Student Managed Fund
TA KRAUSE
Commodities: Markets, Performance, and Strategies, 2018
2018
Implied Volatility Factors
T Krause, BD Lien
2015
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