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 | 173 | 2016 |
Exchange-traded funds, liquidity and volatility T Krause, S Ehsani, D Lien Applied Financial Economics 24 (24), 1617-1630, 2014 | 94 | 2014 |
Volatility and return spillovers in Canadian and US industry ETFs T Krause, Y Tse International Review of Economics & Finance 25, 244-259, 2013 | 86 | 2013 |
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 | 17 | 2015 |
Socially responsible investing in hedge funds G Filbeck, TA Krause, L Reis Journal of Asset Management 17, 408-421, 2016 | 16 | 2016 |
Exchange traded funds, liquidity, and market volatility TA Krause, S Ehsani, DD Lien Applied Financial Economics, 2013 | 14 | 2013 |
Hedge funds and systemic risk WA Kaal, TA Krause Hedge Funds: Structure, Strategies, and Performance, 305-319, 2017 | 7 | 2017 |
Implied volatility dynamics among exchange-traded funds and their largest component stocks TA Krause, D Lien Journal of Derivatives 22 (1), 7, 2014 | 6 | 2014 |
Student managed funds–a panel discussion HM Holzhauer, TA Krause, J Russell, D Harrell, A Bandopadhyaya Managerial Finance 46 (4), 458-472, 2020 | 4 | 2020 |
Hedge fund returns and uncertainty TA Krause The North American Journal of Economics and Finance 47, 597-601, 2019 | 3 | 2019 |
An empirical index of Knightian uncertainty S Ehsani, T Krause, D Lien Working Paper University of Texas at San Antonio, 2013 | 3 | 2013 |
Put-Call Parity in Equity Options Markets: Recent Evidence TA Krause Theoretical Economics Letters 9 (04), 563, 2019 | 1 | 2019 |
Financial Market Trading Simulations TA Krause, EJ Robbins Journal of Financial Education 44 (2), 302-323, 2018 | 1 | 2018 |
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 | 1 | 2018 |
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 |
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 |