Petko S. Kalev
Petko S. Kalev
Professor of FInance, La Trobe University
Подтвержден адрес электронной почты в домене - Главная страница
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
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
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 test of the Samuelson hypothesis using realized range
PS Kalev, HN Duong
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008
Are price limits really bad for equity markets?
SS Deb, PS Kalev, VB Marisetty
Journal of Banking & Finance 34 (10), 2462-2471, 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
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
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
Managerial overconfidence, government intervention and corporate financing decision
FD Foster, PS Kalev, IWK Ting, HH Lean, QL Kweh, NA Azizan
International Journal of Managerial Finance, 2016
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
Monash University
JF Nie, BC Muddle
Victoria, Australia, unpublished research, 1993
Stealth trading in volatile markets
S Chakravarty, P Kalev, LT Pham
forthcoming, http://www. bond. edu. au/bus/research/Stealth% 20Trading …, 2005
Liquidity provision and informed trading by individual investors
X Tian, B Do, HN Duong, PS Kalev
Pacific-Basin Finance Journal 35, 143-162, 2015
The information content of the term structure of interest rates
PS Kalev, BA Inder
Applied Economics 38 (1), 33-45, 2006
Intraweek and intraday trade patterns and dynamics
PS Kalev, LT Pham
Pacific-Basin Finance Journal 17 (5), 547-564, 2009
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