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Short-term contrarian investing - is it profitable? ... Yes and no

Lee, Darren D.; Chan, Howard Wei-hong; Faff, Robert W.; … - In: Journal of multinational financial management 13 (2003) 4/5, pp. 385-404

Persistent link: https://www.econbiz.de/10001782067

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/10003895391

Anonymity and order submissions

Huu Nhan Duong; Kalev, Petko S. - In: Pacific-Basin finance journal 25 (2013), pp. 101-118

Persistent link: https://www.econbiz.de/10010346754

An examination of commonality in liquidity : new evidence from the Australian stock exchange

Sujoto, C.; Kalev, Petko S.; Faff, Robert W. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 32 (2008) 3, pp. 55-79

Persistent link: https://www.econbiz.de/10003812092

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

Pre-trade transparency and the information content of the limit order book

Huu Nhan Duong; Kalev, Petko S.; Sun, Yang - In: Market microstructure and nonlinear dynamics : keeping …, (pp. 25-50). 2014

Persistent link: https://www.econbiz.de/10010480487

Fractals in trade duration : capturing long-range dependence and heavy tailedness in modeling trade duration

Sun, Wei; Račev, Svetlozar T.; Fabozzi, Frank J.; … - In: Annals of finance 4 (2008) 2, pp. 217-241

Persistent link: https://www.econbiz.de/10003644932

Liquidity provision and informed trading by individual investors

Tian, Xiao; Do, Binh; Huu Nhan Duong; Kalev, Petko S. - In: Pacific-Basin finance journal 35 (2015) 1, pp. 143-162

Persistent link: https://www.econbiz.de/10011538122

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

Liquidity Provision and Informed Trading by Individual Investors

Tian, Xiao - 2015

This study examines the relation between individual investor trading and future stock returns in the Australian equity market. We find that the net trading of Australian individual investors is positively related to future returns. We show that this association is driven by individual investors...

Persistent link: https://www.econbiz.de/10013034289