Klaus Grobys

1.2k citations
84 papers · 787 indexed · h-index 14
Topics
Financial Markets and Investment Strategies (50 papers)Market Dynamics and Volatility (36 papers)Complex Systems and Time Series Analysis (28 papers)

In The Last Decade

Klaus Grobys

68 papers receiving 749 citations

Peers

Klaus Grobys
Comparison fields: 5 of 45
  • Economics and Econometrics 562
  • Finance 445
  • Information Systems 397
  • Management Science and Operations Research 92
  • Accounting 83
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Citations per year

Countries citing papers authored by Klaus Grobys

Since Specialization
Citations

This map shows the geographic impact of Klaus Grobys's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Klaus Grobys with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Klaus Grobys more than expected).

Fields of papers citing papers by Klaus Grobys

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Klaus Grobys. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Klaus Grobys. The network helps show where Klaus Grobys may publish in the future.

Co-authorship network of co-authors of Klaus Grobys

This figure shows the co-authorship network connecting the top 25 collaborators of Klaus Grobys. A scholar is included among the top collaborators of Klaus Grobys based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Klaus Grobys. Klaus Grobys is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
#WorkIndexed citations
1 0
2 0
3 0
4 1
5 0
6 1
7 88
8 4
9 0
10 5
11
Is the Asset Growth Anomaly Driven by Macroeconomic States
0
12
Are Volatility Spillovers between Currency and Equity Market Driven by Economic States? Evidence from the US Economy
1
13
Momentum in Global Equity Markets in Times of Troubles: Does the Economic State Matter?
1
14
An Empirical Analysis of Changes of the Impact of Federal Budget Deficits on Stock Market Returns: Evidence from the US Economy
1
15
Have bull and bear markets changed over time? Empirical evidence from the US-stock market
3
16
Active PortofolioManagement in the Presence of Regime Switching: What Are the Benefits of Defensive Asset Allocation Strategies If the Investor Faces Bear Markets?
4
17
What are the benefits of globally invested mutual funds? Evidence from statistical arbitrage models
1
18
Are Different National Stock Markets Driven by the Same Stochastic Hidden Variable
2
19
Do Business Cycles Exhibit Beneficial Information for Portfolio Management? An Empirical Application of Statistical Arbitrage
3
20
Have volatility spillover effects of cointegrated European stock markets increased over time
7

About Klaus Grobys

Klaus Grobys is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance, having authored 84 papers that have together received 787 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (50 papers), Market Dynamics and Volatility (36 papers) and Complex Systems and Time Series Analysis (28 papers). The work is most often cited by research in Finance (445 citations), Economics and Econometrics (562 citations) and Information Systems (397 citations). Klaus Grobys has collaborated with scholars based in Finland, United States and France. Frequent co-authors include Niranjan Sapkota, Juha-Pekka Junttila, James W. Kolari, Shaker Ahmed, Toan Luu Duc Huynh, Janne Äijö, Sami Vähämaa, Timothy King and Syed Jawad Hussain Shahzad. Their work appears in journals such as Economics Letters, Finance research letters and International Review of Financial Analysis.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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