Petko S. Kalev - Google Scholar Citations

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Citations	1174	660
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Robert FaffProfessor of Finance, The University of QueenslandVerified email at business.uq.edu.au
Adam SteenProfessor in Finance, Charles Sturt UniversityVerified email at csu.edu.au
Svetlozar RachevProfessor of Applied MathematicsVerified email at ttu.edu
Dr. Dr. Edward W. SunSenior Professor of Data Science & FinTech; KEDGE Business School FranceVerified email at kedgebs.com
Wai-Man LiuAssociate Professor, Australian National UniversityVerified email at anu.edu.au
Elvis JarnecicSenior Lecturer of Finance, University of SydneyVerified email at sydney.edu.au
Guanghua LianVerified email at berkeley.edu
Saikat Sovan DebDeakin UniversityVerified email at deakin.edu.au
Chandrasekhar KrishnamurtiProfessor of Finance, University of South AustraliaVerified email at unisa.edu.au
Sugato ChakravartyPurdue UniversityVerified email at purdue.edu
Harminder SinghDeakin University, AustraliaVerified email at deakin.edu.au
P. Joakim WesterholmAcademic University of Sydney Business SchoolVerified email at sydney.edu.au
Binh DoMonash UniversityVerified email at monash.edu
Carl ChiarellaProfessor of Quantitative FinanceVerified email at uts.edu.au
Harrison ZhouProfessor of Statistics, Yale UniversityVerified email at yale.edu
Associate Professor Kartick GuptaUniversity of South AustraliaVerified email at unisa.edu.au
Michael DempseyTon Duc Thang UniversityVerified email at tdtu.edu.vn
Ariful HoqueSenior Lecturer, Murdoch UniversityVerified email at murdoch.edu.au
Avanidhar SubrahmanyamGoldyne and Irwin Hearsh Distinguished Professor, UCLAVerified email at anderson.ucla.edu

Petko S. Kalev

Professor of FInance, La Trobe University

Verified email at latrobe.edu.au - Homepage

Market Microstructure Market Efficiency and Investors Behaviour Investments


Title	Cited by	Year
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	238	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	139	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	91	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	74	2008
Order aggressiveness of institutional and individual investors HN Duong, PS Kalev, C Krishnamurti Pacific-Basin Finance Journal 17 (5), 533-546, 2009	66	2009
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, 2009	52	2009
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	50	2003
A test of the Samuelson hypothesis using realized range PS Kalev, HN Duong Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008	40	2008
Are price limits really bad for equity markets? SS Deb, PS Kalev, VB Marisetty Journal of Banking & Finance 34 (10), 2462-2471, 2010	38	2010
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	34	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	27	2008
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	23	2014
Order book slope and price volatility HN Duong, PS Kalev Manuscript, Department of Accounting and Finance, Monash University, 2008	23	2008
Stealth trading in volatile markets S Chakravarty, P Kalev, LT Pham forthcoming, http://www. bond. edu. au/bus/research/Stealth% 20Trading …, 2005	19	2005
Liquidity, investor sentiment and price discount of SEOs in Australia FD Foster, PS Kalev, E Asem, J Chung, X Cui, GY Tian International Journal of Managerial Finance, 2016	17	2016
MONAS H UNIVERSITY IM FUNDAMENTALS	15	1993
Liquidity provision and informed trading by individual investors X Tian, B Do, HN Duong, PS Kalev Pacific-Basin Finance Journal 35, 143-162, 2015	14	2015
Managerial overconfidence, government intervention and corporate financing decision IWK Ting, HH Lean, QL Kweh, NA Azizan International Journal of Managerial Finance 12 (1), 4-24, 2016	13	2016
Intraweek and intraday trade patterns and dynamics PS Kalev, LT Pham Pacific-Basin Finance Journal 17 (5), 547-564, 2009	12	2009
An analysis of the flipping activities in early aftermarket trading LH Tran, PS Kalev, J Westerholm Unpublished manuscript, 1-41, 2007	12	2007

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