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Performance of socially responsible investment funds
Kalev, Petko S.; Wallace, Damien - In: Contemporary issues in sustainability accounting, …, (pp. 43-69). 2012
Persistent link: https://www.econbiz.de/10009567449
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The evolution of price discovery in us equity and derivatives markets
Wallace, Damien; Kalev, Petko S.; Lian, Guanhua - In: Journal of Futures Markets 39 (2019) 9, pp. 1122-1136
Persistent link: https://www.econbiz.de/10012082209
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Trading Activity and Price Discovery of the Chinese Crude Oil Futures Contract : Evidence from High-Frequency Data
Kalev, Petko S.; McIver, Ron; Wallace, Damien; Wu, Zhongqun - 2023
Using high-frequency intraday data sampled on half-a-second frequencies for the Chinese crude oil futures contract (SC), we examine and compare trading dynamics of SC with both WTI and Brent oil futures contracts. We use a modified volume method to create a continuous SC time series,...
Persistent link: https://www.econbiz.de/10014348293
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A test of the Samuelson hypothesis using realized range
Kalev, Petko S.; Huu Nhan Duong - In: The journal of futures markets 28 (2008) 7, pp. 680-696
Persistent link: https://www.econbiz.de/10003715120
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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
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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/10003791016
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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
Persistent link: https://www.econbiz.de/10003812092
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Order aggressiveness of institutional and individual investors
Huu Nhan Duong; Kalev, Petko S.; Krishnamurti, Chandrasekhar - In: Pacific-Basin finance journal 17 (2009) 5, pp. 533-546
Persistent link: https://www.econbiz.de/10003895343
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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/10003895391
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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
Persistent link: https://www.econbiz.de/10003377250