Petko S. Kalev
Petko S. Kalev
Professor of FInance, La Trobe University
Verified email at - Homepage
Cited by
Cited by
Public information arrival and volatility of intraday stock returns
PS Kalev, WM Liu, PK Pham, E Jarnecic
Journal of Banking & Finance 28 (6), 1441-1467, 2004
Underpricing, stock allocation, ownership structure and post-listing liquidity of newly listed firms
PK Pham, PS Kalev, AB Steen
Journal of Banking & Finance 27 (5), 919-947, 2003
Foreign versus local investors: Who knows more? Who makes more?
PS Kalev, AH Nguyen, NY Oh
Journal of Banking & Finance 32 (11), 2376-2389, 2008
The Samuelson hypothesis in futures markets: An analysis using intraday data
HN Duong, PS Kalev
Journal of Banking & Finance 32 (4), 489-500, 2008
Order aggressiveness of institutional and individual investors
HN Duong, PS Kalev, C Krishnamurti
Pacific-Basin Finance Journal 17 (5), 533-546, 2009
Are price limits really bad for equity markets?
SS Deb, PS Kalev, VB Marisetty
Journal of Banking & Finance 34 (10), 2462-2471, 2010
Short-term contrarian investing—is it profitable?… Yes and No
DD Lee, H Chan, RW Faff, PS Kalev
Journal of Multinational Financial Management 13 (4-5), 385-404, 2003
A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence
W Sun, S Rachev, FJ Fabozzi, PS Kalev
Empirical economics 36 (1), 201-229, 2009
Trading volume, realized volatility and jumps in the Australian stock market
H Shahzad, HN Duong, PS Kalev, H Singh
Journal of International Financial Markets, Institutions and Money 31, 414-430, 2014
A test of the Samuelson hypothesis using realized range
PS Kalev, HN Duong
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008
The intraday price behaviour of Australian and New Zealand cross-listed stocks
E Lok, PS Kalev
International Review of Financial Analysis 15 (4-5), 377-397, 2006
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration
W Sun, S Rachev, FJ Fabozzi, PS Kalev
Annals of Finance 4 (2), 217-241, 2008
Order book slope and price volatility
HN Duong, PS Kalev
Manuscript, Department of Accounting and Finance, Monash University, 2008
Volatility swaps and volatility options on discretely sampled realized variance
G Lian, C Chiarella, PS Kalev
Journal of Economic Dynamics and Control 47, 239-262, 2014
Algorithmic and high frequency trading in Asia-Pacific, now and the future
H Zhou, PS Kalev
Pacific-Basin Finance Journal 53, 186-207, 2019
Liquidity provision and informed trading by individual investors
X Tian, B Do, HN Duong, PS Kalev
Pacific-Basin Finance Journal 35, 143-162, 2015
Price limits and volatility
SS Deb, PS Kalev, VB Marisetty
Pacific-Basin Finance Journal 45, 142-156, 2017
Intraweek and intraday trade patterns and dynamics
PS Kalev, LT Pham
Pacific-Basin finance journal 17 (5), 547-564, 2009
Stealth trading in volatile markets
S Chakravarty, P Kalev, LT Pham
forthcoming, http://www. bond. edu. au/bus/research/Stealth% 20Trading …, 2005
Investor protection and market liquidity revisited
X Shi, M Dempsey, HN Duong, PS Kalev
Corporate Governance 15 (4), 517-529, 2015
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