E-LIB Suche - Ergebnisse für: Kalev, Petko S.

1

Short selling, divergence of opinion and volatility in the ..:

Duong, Huu Nhan ; Kalev, Petko S. ; Tian, Xiao
Journal of Economic Dynamics and Control. 147 (2023) - p. 104592 , 2023

2

Does the bid–ask spread affect trading in exchange operated..:

Duong, Huu Nhan ; Kalev, Petko S. ; Tian, Xiao Jason
Journal of Economic Dynamics and Control. 139 (2022) - p. 104436 , 2022

Link: https://doi.org/10.1016/..

3

Retail trading activity and major lifecycle events: The cas..:

Grant, Andrew ; Kalev, Petko S. ; Subrahmanyam, Avanidhar.
Journal of Banking & Finance. 135 (2022) - p. 106394 , 2022

Link: https://doi.org/10.1016/..

4

Transferring cognitive talent across domains to reduce the ..:

Rotaru, Kristian ; Kalev, Petko S. ; Yadav, Nitin.
Scientific Reports. 11 (2021) 1 - p. , 2021

Link: https://doi.org/10.1038/..

5

How noise trading affects informational efficiency: Evidenc..:

Zhang, Hengbin ; Kalev, Petko S.
Pacific-Basin Finance Journal. 68 (2021) - p. 101605 , 2021

Link: https://doi.org/10.1016/..

6

Who trades in competing firms around earnings announcements:

Mudalige, Priyantha ; Duong, Huu Nhan ; Kalev, Petko S..
Pacific-Basin Finance Journal. 59 (2020) - p. 101219 , 2020

Link: https://doi.org/10.1016/..

7

Algorithmic trading in turbulent markets:

Zhou, Hao ; Kalev, Petko S. ; Frino, Alex
Pacific-Basin Finance Journal. 62 (2020) - p. 101358 , 2020

Link: https://doi.org/10.1016/..

8

The evolution of price discovery in us equity and derivativ..:

Wallace, Damien ; Kalev, Petko S. ; Lian, Guanhua
Journal of Futures Markets. 39 (2019) 9 - p. 1122-1136 , 2019

Link: https://doi.org/10.1002/..

9

Algorithmic and high frequency trading in Asia-Pacific, now..:

Zhou, Hao ; Kalev, Petko S.
Pacific-Basin Finance Journal. 53 (2019) - p. 186-207 , 2019

Link: https://doi.org/10.1016/..

10

Information content of the limit order book for crude oil f..:

Tian, Xiao ; Duong, Huu Nhan ; Kalev, Petko S.
Energy Economics. 81 (2019) - p. 584-597 , 2019

Link: https://doi.org/10.1016/..

11

Coskewness Risk Decomposition, Covariation Risk, and Intert..:

Kalev, Petko S. ; Saxena, Konark ; Zolotoy, Leon
The Journal of Financial and Quantitative Analysis. 54 (2019) 1 - p. 335-368 , 2019

Link: https://www.jstor.org/st..

12

Information or noise: What does algorithmic trading incorpo..:

Zhou, Hao ; Elliott, Robert J. ; Kalev, Petko S.
International Review of Financial Analysis. 63 (2019) - p. 27-39 , 2019

Link: https://doi.org/10.1016/..

13

Coskewness Risk Decomposition, Covariation Risk, and Intert..:

Kalev, Petko S. ; Saxena, Konark ; Zolotoy, Leon
Journal of Financial and Quantitative Analysis. 54 (2018) 1 - p. 335-368 , 2018

Link: https://doi.org/10.1017/..

14

Price limits and volatility:

Deb, Saikat Sovan ; Kalev, Petko S ; Marisetty, Vijaya B
Pacific-Basin Finance Journal. 45 (2017) - p. 142-156 , 2017

Link: https://doi.org/10.1016/..

15

Individual and institutional trading volume around firm-spe..:

Mudalige, Priyantha ; Kalev, Petko S ; Duong, Huu Nhan.
International Journal of Managerial Finance. 12 (2016) 4 - p. 422-444 , 2016

Link: https://doi.org/10.1108/..