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Petko S. Kalev

SSRN Author Rank: 15,281 by Downloads and 19,208 by Citations

 Professor
 

University of South Australia - Centre for Applied Financial Studies


 37-44 North Terrace, City West Campus
 GPO Box 2471
 Adelaide, South Australia 5001
 Australia
 +61 8 8302 7122 (Phone)
 +61 8 8302 0992 (Fax)
 HOME PAGE: http://www.unisanet.unisa.edu.au/staff/homepage.asp?Name=Petko.Kalev
 email address
 Professor
 

University of South Australia - School of Commerce


 37-44 North Terrace, City West Campus
 GPO Box 2471
 Adelaide, South Australia 5073
 Australia
 +61 8 8302 7122 (Phone)
 +61 8 8302 0992 (Fax)
 HOME PAGE: http://www.unisanet.unisa.edu.au/staff/homepage.asp?Name=Petko.Kalev
 email address

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. Petko S. Kalev's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,238
Total
Citations
16
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
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
Posted:
06 Jun 01
Last Revised:
31 Mar 11
549
(34,366)
15

2.  
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Posted:
01 Feb 04
530
(36,253)
 

3.  
Algorithmic Trading in Volatile Markets | Show Abstract | Download This Paper | Open PDF in Browser |
26th Australasian Finance and Banking Conference 2013
Number of Pages in PDF File: 36
Zhou, Hao
University of South Australia
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Lian, Guanghua
University of South Australia - School of Commerce
Posted:
28 Aug 13
Last Revised:
30 Jun 14
138
(145,018)
 

4.  
Short Selling and Over‐Optimism: Do Short Sellers Profit on the Australian Stock Exchange? | Show Abstract | Download This Paper | Open PDF in Browser |
25th Australasian Finance and Banking Conference 2012, Behavioral Finance and Capital Markets Conference, University of South Australia, 2013 , The Alpha Interface, Book One, Jeffrey Mishlove, PhD
Number of Pages in PDF File: 41
Gallagher, David R.
Centre for International Finance and Regulation (CIFR)
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
van Wyk, Eben
CIMB Securities (Australia) Ltd
Posted:
28 Aug 12
Last Revised:
20 Sep 14
125
(153,696)
 

5.  
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.
Posted:
26 Aug 11
111
(178,898)
 

6.  
Time–Varying Dynamics and Asymmetric Effects of the Fama–French Factor Betas | Show Abstract | Download This Paper | Open PDF in Browser |
25th Australasian Finance and Banking Conference 2012
Number of Pages in PDF File: 38
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Zolotoy, Leon
Melbourne Business School
Posted:
28 Aug 12
107
(184,704)
 

7.  
The Evolution of Price Discovery in US Equity and Derivatives Markets | Show Abstract | Download This Paper | Open PDF in Browser |
27th Australasian Finance and Banking Conference 2014 Paper
Number of Pages in PDF File: 41
Wallace, Damien G.
University of South Australia - UniSA Business School
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Lian, Guanghua
University of South Australia - School of Commerce
Posted:
22 Aug 14
Last Revised:
19 Nov 14
72
(199,055)
 

8.  
Duong, Huu Nhan
Monash University - Department of Banking and Finance
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Mudalige, Priyantha
University of South Australia - Business School, Centre for Applied Financial Studies
Posted:
29 Aug 12
Last Revised:
02 Oct 12
68
(236,726)
 

9.  
Grant, Andrew R.
University of Sydney - Discipline of Finance, Faculty of Economics and Business
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Westerholm, P. Joakim
University of Sydney Business School
Posted:
04 Jun 14
62
(207,423)
 

10.  
Trading Volume, Realized Volatility and Jumps on the Australian Stock Market | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of International Financial Markets Institutions and Money, Forthcoming
Number of Pages in PDF File: 33
Shahzad, Hassan
Monash University
Duong, Huu Nhan
Monash University - Department of Banking and Finance
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Singh, Harminder
Deakin University - School of Accounting, Economics and Finance
Posted:
10 May 14
59
(240,412)
 

11.   Incl. Electronic Paper
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
Posted:
25 Mar 08
Last Revised:
26 Aug 09
50
(290,729)
 

12.  
Volatility Swaps and Volatility Options on Discretely Sampled Realized Variance | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Dynamics and Control, Forthcoming
Number of Pages in PDF File: 41
Lian, Guanghua
University of South Australia - School of Commerce
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Posted:
09 Sep 13
Last Revised:
23 Aug 14
47
(271,328)
 

13.  
Trading Volume Around Firm-Specific Announcements | Show Abstract | Download This Paper | Open PDF in Browser |
26th Australasian Finance and Banking Conference 2013
Number of Pages in PDF File: 41
Mudalige, Priyantha
University of South Australia - Business School, Centre for Applied Financial Studies
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Duong, Huu Nhan
Monash University - Department of Banking and Finance
Posted:
26 Aug 13
Last Revised:
21 Oct 13
42
(283,257)
 

14.   Incl. Electronic Paper
Mudalige, Priyantha
University of South Australia - Business School, Centre for Applied Financial Studies
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Gupta, Kartick
University of South Australia
Duong, Huu Nhan
Monash University - Department of Banking and Finance
Posted:
22 Jan 16
Last Revised:
23 Jun 16
23
(381,455)
 

15.  
Anonymity and the Information Content of the Limit Order Book | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of International Financial Markets, Institutions and Money, Vol. 30, 2014
Number of Pages in PDF File: 36
Duong, Huu Nhan
Monash University - Department of Banking and Finance
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Posted:
29 May 14
22
(376,845)
 

16.  
Liquidity Provision and Informed Trading by Individual Investors | Show Abstract | Download This Paper | Open PDF in Browser |
Pacific-Basin Finance Journal, Forthcoming, 2014 Financial Markets & Corporate Governance Conference
Number of Pages in PDF File: 45
Tian, Xiao
University of South Australia
Do, Binh Huu
Monash University
Duong, Huu Nhan
Monash University - Department of Banking and Finance
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Posted:
31 Jan 14
Last Revised:
07 Feb 15
13
(405,381)
 

17.  
Pre-trade Transparency and the Information Content of the Limit Order Book | Show Abstract | Download This Paper | Open PDF in Browser |
Market Microstructure and Nonlinear Dynamics - Keeping Financial Crisis in Context, edited by Gilles Dufrénot, Fredj Jawadi and Wael Louhichi (Eds), Springer-Verlag, 2014, 2012 Financial Markets & Corporate Governance Conference, 24th Australasian Finance and Banking Conference 2011 Paper,
Number of Pages in PDF File: 31
Duong, Huu Nhan
Monash University - Department of Banking and Finance
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Sun, Yang
University of South Australia
Posted:
26 Aug 11
Last Revised:
08 Feb 15
6
(430,077)
 

18.  
The Short-Run Performance of IPOs of Privately Owned and Publicly Owned Firms: A Note from Australia | Show Abstract | Add to Cart |
Multinational Finance Journal, Vol. 5, No. 2, p. 149-154, 2001
Number of Pages in PDF File: 6
Steen, Adam
Monash University
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Turpie, Keith
Swinburne University of Technology
Posted:
08 Jul 15
5
(468,518)
 

19.  
Anonymity and Order Submissions | Show Abstract | Download This Paper | Open PDF in Browser |
Pacific-Basin Finance Journal, Vol. 25, 2013
Number of Pages in PDF File: 37
Duong, Huu Nhan
Monash University - Department of Banking and Finance
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Posted:
07 Aug 09
Last Revised:
07 Feb 15
4
(449,755)
1

20.  
Mudalige, Priyantha
University of South Australia - Business School, Centre for Applied Financial Studies
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Duong, Huu Nhan
Monash University - Department of Banking and Finance
Posted:
22 Jan 16
0
(347,898)
 

21.  
Duong, Huu Nhan
Monash University - Department of Banking and Finance
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Krishnamurti , Chandrasekar
Monash University
Posted:
07 Feb 15
 

22.  
Duong, Huu Nhan
Monash University - Department of Banking and Finance
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Posted:
29 May 14
 

23.  
A Test of the Samuelson Hypothesis Using Realized Range | Show Abstract |
Journal of Futures Markets, Vol 28, issue 7, 2008
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Duong, Huu Nhan
Monash University - Department of Banking and Finance
Posted:
29 May 14
 

24.  
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
Posted:
21 Jul 03
 

25.  
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Liu, Wai-Man (Raymond)
School of Finance, Actuarial Studies & Statistics, Australian National University
Pham, Peter K.
Australian School of Business - University of New South Wales
Jarnecic, Elvis
University of Sydney
Posted:
26 Jun 03
Last Revised:
14 Feb 14
 


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