Similar Search Results

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/10009765828

Flexible price limits : the case of Tokyo Stock Exchange

Deb, Saikat Sovan; Kalev, Petko S.; Marisetty, Vijaya B. - In: Journal of international financial markets, … 24 (2013), pp. 66-84

Persistent link: https://www.econbiz.de/10009726472

Are price limits really bad for equity markets?

Deb, Saikat Sovan; Kalev, Petko S.; Marisetty, Vijaya B. - In: Journal of banking & finance 34 (2010) 10, pp. 2462-2471

Persistent link: https://www.econbiz.de/10008858317

Individual investors' trading activities and price volatility

Huu Nhan Duong; Kalev, Petko S. - In: Market microstructure and nonlinear dynamics : keeping …, (pp. 155-188). 2014

Persistent link: https://www.econbiz.de/10010480468

The intraday price behaviour of Australian and New Zealand cross-listed stocks

Lok, Emily; Kalev, Petko S. - In: International review of financial analysis 15 (2006) 4/5, pp. 377-397

Persistent link: https://www.econbiz.de/10003377250

Anonymity and the information content of the limit order book

Huu Nhan Duong; Kalev, Petko S. - In: Journal of international financial markets, … 30 (2014), pp. 205-219

Persistent link: https://www.econbiz.de/10011293762

Trading volume, realized volatility and jumps in the Australian stock market

Shahzad, Hassan; Huu Nhan Duong; Kalev, Petko S.; … - In: Journal of international financial markets, … 31 (2014), pp. 414-430

Persistent link: https://www.econbiz.de/10011299302

Individual and institutional trading volume around firm-specific announcements

Mudalige, Priyantha; Kalev, Petko S.; Huu Nhan Duong - In: International journal of managerial finance : IJMF 12 (2016) 4, pp. 422-444

Persistent link: https://www.econbiz.de/10011597651

Price limits and volatility

Deb, Saikat Sovan; Kalev, Petko S.; Marisetty, Vijaya … - In: Pacific-Basin finance journal 45 (2017), pp. 142-156

Persistent link: https://www.econbiz.de/10011800860

Individual and Institutional Trading Volume Around Firm-Specific Announcements

Mudalige, Priyantha - 2016

We investigate the immediate impact of firm-specific announcements on the trading volume of individual and institutional investors on the Australian Securities Exchange (ASX). Institutional investors exhibit abnormal trading volume before and after announcements. However, individual investors...

Persistent link: https://www.econbiz.de/10013000856