Petko S. Kalev

Order Aggressiveness of Institutional and Individual Investors

Chandrasekhar Krishnamurti, Huu Nhan Duong, P. Kalev, 2009 .

Short-term contrarian investing--is it profitable? ... Yes and No

Howard Chan, Robert W. Faff, Darren D. Lee, 2003 .

Firm-specific news arrival and the volatility of intraday stock index and futures returns

Huu Nhan Duong, P. Kalev, Petko S. Kalev, 2012 .

Foreign versus local investors: Who knows more? Who makes more?

Anh Hoang Nguyen, P. Kalev, Natalie Y. Oh, 2008 .

A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence

Svetlozar T. Rachev, Frank J. Fabozzi, Wei Sun, 2009 .

Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration

Svetlozar T. Rachev, Frank J. Fabozzi, Wei Sun, 2008 .

Public Information Arrival and Volatility of Intraday Stock Returns

Petko S. Kalev, Elvis Jarnecic, Wai-Man Raymond Liu, 2004 .