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Research Output for Petko S Kalev

Note: The 2012, 2013 publications have not been audited.

Jump to: Publications | Grants and Consultancies | HDR completions

Petko S Kalev may be from another institution or only recently joined Deakin University.

Publications

2011 External

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

2010 External

Deb, Saikat Sovan, Kalev, Petko S.* and Marisetty, Vijaya B.* (2010) Are price limits really bad for equity markets?, Journal of banking and finance, vol. 34, no. 10, pp. 2462-2471, Elsevier BV, North-Holland, Amsterdam, Netherlands [C1]
ERA journal ID: 19530 – Scopus EID: 2-s2.0-77955981178
Citation counts: Scopus - 2, Thomson - 2
DRO entry for this publication

2009 External

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 External

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

Grants and Consultancies

All years

Research Income - Industry and Other Funding - Australian

Duong, H and Kalev, P*. Market resiliency [V.1]

• 2009: $5,455

Higher Degree by Research Completions supervised by Petko S Kalev

No completions found or audited.

Legend:

* Not a member of Deakin University at time of output.

DRO to publications collection last synchronised: Wednesday 22nd May 2013 10:04pm