Concepedia
Statistics
Publications
26
Citations
1.1K
H-Index
16
Active since
2003
Affiliations
Monash University(Current)
University of South Australia
La Trobe University
Deakin University
Australian Regenerative Medicine Institute
Petko S. Kalev is an author at Monash University specializing in business, finance, and asset pricing.
Top concepts
BusinessFinanceFinancial EconomicsEconomicsAsset PricingEconomic AnalysisMarket MicrostructureVolatility ModelingEmpirical FinanceAccounting
Publications per year
2003–2022
Public information arrival and volatility of intraday stock returns
Petko S. Kalev, Wai‐Man Liu, Peter K. Pham et al. · Journal of Banking & Finance · 2003 · 231 citations
Volatility Modeling, Financial Economics, Asset Pricing +5
Underpricing, stock allocation, ownership structure and post-listing liquidity of newly listed firms
Peter K. Pham, Petko S. Kalev, Adam Steen · Journal of Banking & Finance · 2003 · 115 citations · Full text
Market Microstructure, Empirical Finance, Ownership Structure +7
Foreign versus local investors: Who knows more? Who makes more?
Petko S. Kalev, Anh Huu Nguyen, Natalie Y. Oh · Journal of Banking & Finance · 2008 · 102 citations
Local Investors, International Finance, International Capital Market +4
The Samuelson hypothesis in futures markets: An analysis using intraday data
Huu Nhan Duong, Petko S. Kalev · Journal of Banking & Finance · 2007 · 68 citations
Market Microstructure, Empirical Finance, Economics +11
Order aggressiveness of institutional and individual investors
Huu Nhan Duong, Petko S. Kalev, Chandrasekhar Krishnamurti · Pacific-Basin Finance Journal · 2009 · 65 citations
Behavioral Finance, Finance, Business +1
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