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Petko S. Kalev
Petko S. Kalev
Professor of FInance, La Trobe University
Verified email at latrobe.edu.au - Homepage
Title
Cited by
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
3062004
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
1882003
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
1342008
The Samuelson hypothesis in futures markets: An analysis using intraday data
HN Duong, PS Kalev
Journal of Banking & Finance 32 (4), 489-500, 2008
1002008
Order aggressiveness of institutional and individual investors
HN Duong, PS Kalev, C Krishnamurti
Pacific-Basin Finance Journal 17 (5), 533-546, 2009
832009
Are price limits really bad for equity markets?
SS Deb, PS Kalev, VB Marisetty
Journal of Banking & Finance 34 (10), 2462-2471, 2010
712010
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
682003
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
662009
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
502014
A test of the Samuelson hypothesis using realized range
PS Kalev, HN Duong
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008
482008
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
462006
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
342008
Order book slope and price volatility
HN Duong, PS Kalev
Manuscript, Department of Accounting and Finance, Monash University, 2008
282008
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
252014
Algorithmic and high frequency trading in Asia-Pacific, now and the future
H Zhou, PS Kalev
Pacific-Basin Finance Journal 53, 186-207, 2019
232019
Price limits and volatility
SS Deb, PS Kalev, VB Marisetty
Pacific-Basin Finance Journal 45, 142-156, 2017
212017
Liquidity provision and informed trading by individual investors
X Tian, B Do, HN Duong, PS Kalev
Pacific-Basin Finance Journal 35, 143-162, 2015
212015
Intraweek and intraday trade patterns and dynamics
PS Kalev, LT Pham
Pacific-Basin finance journal 17 (5), 547-564, 2009
202009
Stealth trading in volatile markets
S Chakravarty, P Kalev, LT Pham
forthcoming, http://www. bond. edu. au/bus/research/Stealth% 20Trading …, 2005
172005
Investor protection and market liquidity revisited
X Shi, M Dempsey, HN Duong, PS Kalev
Corporate Governance 15 (4), 517-529, 2015
142015
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