Klaus Grobys

1.2k total citations
84 papers, 787 citations indexed

About

Klaus Grobys is a scholar working on Finance, Economics and Econometrics and Information Systems. According to data from OpenAlex, Klaus Grobys has authored 84 papers receiving a total of 787 indexed citations (citations by other indexed papers that have themselves been cited), including 60 papers in Finance, 57 papers in Economics and Econometrics and 25 papers in Information Systems. Recurrent topics in Klaus Grobys's work include Financial Markets and Investment Strategies (50 papers), Market Dynamics and Volatility (36 papers) and Complex Systems and Time Series Analysis (28 papers). Klaus Grobys is often cited by papers focused on Financial Markets and Investment Strategies (50 papers), Market Dynamics and Volatility (36 papers) and Complex Systems and Time Series Analysis (28 papers). Klaus Grobys collaborates with scholars based in Finland, United States and France. Klaus Grobys's 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 and has published in prestigious journals such as Economics Letters, Finance research letters and International Review of Financial Analysis.

In The Last Decade

Klaus Grobys

68 papers receiving 749 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Klaus Grobys Finland 14 562 445 397 92 83 84 787
Dimitrios Koutmos United States 14 710 1.3× 439 1.0× 514 1.3× 154 1.7× 70 0.8× 37 907
Nicola Borri Italy 12 457 0.8× 385 0.9× 292 0.7× 37 0.4× 37 0.4× 36 665
Amin Shams United States 6 336 0.6× 240 0.5× 327 0.8× 43 0.5× 34 0.4× 8 519
Andrew Meegan Ireland 11 1.3k 2.3× 511 1.1× 1.1k 2.8× 91 1.0× 38 0.5× 13 1.5k
Georges Azzi Lebanon 6 1.2k 2.1× 459 1.0× 1.0k 2.6× 85 0.9× 94 1.1× 11 1.4k
Maurice Peat Australia 14 419 0.7× 306 0.7× 264 0.7× 68 0.7× 134 1.6× 35 669
Emiliano Pagnotta Singapore 8 255 0.5× 263 0.6× 211 0.5× 82 0.9× 104 1.3× 13 482
Alexander Brauneis Austria 10 544 1.0× 345 0.8× 423 1.1× 73 0.8× 18 0.2× 26 682
Matthieu Bouvard France 10 205 0.4× 283 0.6× 148 0.4× 46 0.5× 131 1.6× 17 475
JT Hamrick Israel 5 367 0.7× 190 0.4× 524 1.3× 69 0.8× 19 0.2× 8 641

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
1.
Grobys, Klaus, Juha-Pekka Junttila, & James W. Kolari. (2025). A stablecoin that’s actually stable: A portfolio optimization approach. Journal of Financial Stability. 81. 101458–101458.
2.
Grobys, Klaus, et al.. (2025). Cryptocurrency momentum has (not) its moments. Financial markets and portfolio management. 39(4). 443–476.
3.
Grobys, Klaus, et al.. (2024). A common component of Fama and French factor variances. The North American Journal of Economics and Finance. 75. 102292–102292.
4.
Grobys, Klaus. (2024). Is gold in the process of a bubble formation? New evidence from the ex-post global financial crisis period. Research in International Business and Finance. 75. 102727–102727. 1 indexed citations
5.
Grobys, Klaus, et al.. (2024). Combining low-volatility and momentum: recent evidence from the Nordic equities. Applied Economics. 57(26). 3543–3559.
6.
Grobys, Klaus. (2024). On co-dependent power-law behavior across cryptocurrencies. Finance research letters. 63. 105295–105295. 1 indexed citations
7.
Grobys, Klaus, Juha-Pekka Junttila, James W. Kolari, & Niranjan Sapkota. (2021). On the stability of stablecoins. Journal of Empirical Finance. 64. 207–223. 88 indexed citations
8.
Grobys, Klaus & James W. Kolari. (2021). Choosing factors: the international evidence. Applied Economics. 54(6). 633–647. 4 indexed citations
9.
Grobys, Klaus. (2021). What Do We Know About the Second Moment of Financial Markets?. SSRN Electronic Journal.
10.
Grobys, Klaus, et al.. (2019). Combining value and momentum: evidence from the Nordic equity market. Applied Economics. 51(26). 2872–2884. 5 indexed citations
11.
Grobys, Klaus. (2015). Is the Asset Growth Anomaly Driven by Macroeconomic States. SSRN Electronic Journal.
12.
Grobys, Klaus. (2015). Are Volatility Spillovers between Currency and Equity Market Driven by Economic States? Evidence from the US Economy. SSRN Electronic Journal. 1 indexed citations
13.
Grobys, Klaus. (2014). Momentum in Global Equity Markets in Times of Troubles: Does the Economic State Matter?. SSRN Electronic Journal. 1 indexed citations
14.
Grobys, Klaus. (2013). An Empirical Analysis of Changes of the Impact of Federal Budget Deficits on Stock Market Returns: Evidence from the US Economy. SSRN Electronic Journal. 1 indexed citations
15.
Grobys, Klaus. (2012). Have bull and bear markets changed over time? Empirical evidence from the US-stock market. Econstor (Econstor). 1(1). 151–171. 3 indexed citations
16.
Grobys, Klaus. (2012). Active PortofolioManagement in the Presence of Regime Switching: What Are the Benefits of Defensive Asset Allocation Strategies If the Investor Faces Bear Markets?. RePEc: Research Papers in Economics. 4(1). 15–31. 4 indexed citations
17.
Grobys, Klaus. (2012). What are the benefits of globally invested mutual funds? Evidence from statistical arbitrage models. Journal of Applied Finance and Banking. 2(1). 1–1. 1 indexed citations
18.
Grobys, Klaus. (2011). Are Different National Stock Markets Driven by the Same Stochastic Hidden Variable. RePEc: Research Papers in Economics. 3(1). 21–30. 2 indexed citations
19.
Grobys, Klaus. (2010). Do Business Cycles Exhibit Beneficial Information for Portfolio Management? An Empirical Application of Statistical Arbitrage. RePEc: Research Papers in Economics. 2(1). 41–56. 3 indexed citations
20.
Grobys, Klaus. (2010). Have volatility spillover effects of cointegrated European stock markets increased over time. RePEc: Research Papers in Economics. 2(2). 83–94. 7 indexed citations

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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