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Investor protection and market liquidity revisited

Shi, Xiaofeng; Dempsey, Michael; Duong, Huu Nhan; … - In: Corporate Governance 15 (2015) 4, pp. 517-529

Purpose – This paper aims to establish the relation between corporate governance – as represented by investor protection at both the legal and firm levels – and stock market liquidity. Design/methodology/approach – This paper avails of the unique features of Hong Kong- and China-based...

Persistent link: https://www.econbiz.de/10014695486

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

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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

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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

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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

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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

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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

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Pricing currency options with intra-daily implied volatility

Hoque, Ariful; Kalev, Petko S. - In: Australasian accounting business and finance journal : AABF 9 (2014) 1, pp. 43-56

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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

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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

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