Note: The 2012, 2013 publications have not been audited.
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2011 School of Accounting, Economics and Finance
Kalev, Petko S.* and Duong, Huu Nhan (2011) Firm-specific news arrival and the volatility of intraday stock index and futures returns, in Mitra, Gautam and Mitra, Leela (eds), The handbook of news analytics in finance, pp. 271-288, John Wiley, Chichester, England [B1]
DRO entry for this publication
2009 School of Accounting, Economics and Finance
Duong, Huu Nhan, Kalev, Petko* and Krishnamurti, Chandrasekhar* (2009) Order aggressiveness of institutional and individual investors, Pacific-Basin finance journal, vol. 17, no. 5, pp. 533-546, Elsevier B.V., Amsterdam, The Netherlands [C1]
ERA journal ID: 32913 – Scopus EID: 2-s2.0-70049108097
Citation counts:Scopus - 3,
Thomson - 3
DRO entry for this publication
2008 School of Accounting, Economics and Finance
Duong, Huu Nhan and Kalev, Petko S.* (2008) The Samuelson hypothesis in futures markets : an analysis using intraday data, Journal of banking and finance, vol. 32, no. 4, pp. 489-500, Elservier Ltd., Amsterdam, Netherlands [C1.1]
ERA journal ID: 19530 – Scopus EID: 2-s2.0-41149091322
Citation counts:Scopus - 7,
Thomson - 7
DRO entry for this publication
Kalev, Petko S.* and Duong, Huu Nhan (2008) A test of the Samuelson hypothesis using realized range, Journal of futures markets, vol. 28, no. 7, pp. 680-696, John Wiley & Sons, Malden, Mass. [C1.1]
ERA journal ID: 19575 – Scopus EID: 2-s2.0-44349111191
Citation counts:Scopus - 3,
Thomson - 3
DRO entry for this publication
All years
Research Income - Industry and Other Funding - Australian
Duong, H and Kalev, P*. Market resiliency [V.1]
- 2009: $5,455
No completions found or audited.
DRO to publications collection last synchronised: Saturday 25th May 2013 10:04pm