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Kalev, Petko S.'s
Scholarly Papers
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Total Downloads
1,290 |
Total
Citations
17 |
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1.
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Pham, Peter K. Australian School of Business - University of New South Wales Kalev, Petko S. University of South Australia - Centre for Applied Financial Studies Steen, Adam B. Swinburne University of Technology
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06 Jun 01
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31 Mar 11
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511
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17
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Allocation process, Initial public offerings, Ownership structures, Post-listing liquidity, Underpricing
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2.
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Kalev, Petko S. University of South Australia - Centre for Applied Financial Studies
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490
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Curve fitting, forward rate, parsimonious model, term structure, yield, zero coupon bond
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3.
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Kalev, Petko S. University of South Australia - Centre for Applied Financial Studies Zolotoy, Leon Melbourne Business School
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72
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asymmetry, economic value, Fama–French model, information shocks, systematic risk
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4.
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Edgar, Matthew ANZ (Australia and New Zealand) Banking Group, Ltd. Kalev, Petko S. University of South Australia - Centre for Applied Financial Studies Faff, Robert W. University of Queensland Sujoto, Charly ANZ (Australia and New Zealand) Banking Group, Ltd.
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72
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herding, limit order book, commonality in liquidity
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5.
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Gallagher, David R. Centre for International Finance and Regulation Kalev, Petko S. University of South Australia - Centre for Applied Financial Studies van Wyk, Eben RBS Equities (Australia) Limited
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62
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analysts over‐optimism, analysts skew, short selling, short interest
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6.
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Duong, Huu Nhan Monash University - Department of Accounting and Finance Kalev, Petko S. University of South Australia - Centre for Applied Financial Studies Mudalige, Priyantha affiliation not provided to SSRN
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29 Aug 12
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02 Oct 12
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42
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Institutional investors, Individual investors, Abnormal volume, Standard volume, Firm specific news, Scheduled news, Unscheduled news
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7.
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Toward a Flexible Price Limit System
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Deb, Saikat S. Deakin University - School of Accounting, Economics and Finance Kalev, Petko S. University of South Australia - Centre for Applied Financial Studies Marisetty, Vijaya B. RMIT University
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Posted:
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25 Mar 08
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Last Revised:
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26 Aug 09
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41
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Deb, Saikat S. Deakin University - School of Accounting, Economics and Finance Kalev, Petko S. University of South Australia - Centre for Applied Financial Studies Marisetty, Vijaya B. RMIT University
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24 Aug 09
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26 Aug 09
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41
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Price Limits, Volatility Spill Over, Market Microstraucture
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Deb, Saikat S. Deakin University - School of Accounting, Economics and Finance Kalev, Petko S. University of South Australia - Centre for Applied Financial Studies Marisetty, Vijaya B. RMIT University
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Price Limits, Volatility Spillover, Probit Model
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8.
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Chan, H. University of Melbourne - Department of Finance Faff, Robert W. University of Queensland Kalev, Petko S. University of South Australia - Centre for Applied Financial Studies Lee, Darren D. University of Queensland - Business School
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Short-term Contrarian Investing, Market Overreaction
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9.
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Kalev, Petko S. University of South Australia - Centre for Applied Financial Studies Liu, Wai-Man (Raymond) School of Finance, Actuarial Studies & Applied Statistics, Australian National University Pham, Peter K. Australian School of Business - University of New South Wales Jarnecic, Elvis University of Sydney
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26 Jun 03
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Last Revised:
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31 Mar 11
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ARCH, Public Information Arrival, Mixture of Distribution Hypothesis, Trading Volume, Volatility Persistence
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Records 1 -
9
of 9 matches
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