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Intraweek and intraday trade patterns and dynamics
Kalev, Petko S.; Pham, Linh T. - In: Pacific-Basin finance journal 17 (2009) 5, pp. 547-564
Persistent link: https://www.econbiz.de/10008311745
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Intraweek and intraday trade patterns and dynamics
Kalev, Petko S.; Pham, Linh T. - In: Pacific-Basin finance journal 17 (2009) 5, pp. 547-565
Persistent link: https://www.econbiz.de/10008882596
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Public information arrival and volatility of intraday stock returns
Kalev, Petko S.; Liu, Wai-Man; Pham, Peter K.; … - In: Journal of banking & finance 28 (2004) 6, pp. 1441-1468
Persistent link: https://www.econbiz.de/10005884054
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Underpricing, stock allocation, ownership structure and post-listing liquidity of newly listed firms
Pham, Peter K.; Kalev, Petko S.; Steen, Adam B. - In: Journal of banking & finance 27 (2003) 5, pp. 919-948
Persistent link: https://www.econbiz.de/10005887200
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Can time difference deter arbitrage opportunities?
Bogomolov, Timofei; Liu, Lixian; Kalev, Petko S. - In: The journal of asset management 14 (2013) 2, pp. 79-94
Persistent link: https://www.econbiz.de/10010159701
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Order aggressiveness of institutional and individual investors
Duong, Huu Nhan; Kalev, Petko S.; Krishnamurti, … - In: Pacific-Basin finance journal 17 (2009) 5, pp. 533-546
Persistent link: https://www.econbiz.de/10008311746
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A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence
Sun, Wei; Rachev, Svetlozar; Fabozzi, Frank J.; Kalev, … - In: Empirical economics : a journal of the Institute for … 36 (2009) 1, pp. 201
Persistent link: https://www.econbiz.de/10008170141
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A test of the Samuelson Hypothesis using realized range
Kalev, Petko S.; Duong, Huu Nhan - In: The journal of futures markets 28 (2008) 7, pp. 680-696
Persistent link: https://www.econbiz.de/10008046531
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Foreign versus local investors: Who knows more? Who makes more?
Kalev, Petko S.; Nguyen, Anh H.; Oh, Natalie Y. - In: Journal of banking & finance 32 (2008) 11, pp. 2376-2389
Persistent link: https://www.econbiz.de/10008110390
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The Samuelson hypothesis in futures markets: An analysis using intraday data
Duong, Huu Nhan; Kalev, Petko S. - In: Journal of banking & finance 32 (2008) 4, pp. 489-500
Persistent link: https://www.econbiz.de/10007988553