| Public information arrival and volatility of intraday stock returns PS Kalev, WM Liu, PK Pham, E Jarnecic Journal of Banking & Finance 28 (6), 1441-1467, 2004 | 307 | 2004 |
| Underpricing, stock allocation, ownership structure and post-listing liquidity of newly listed firms PK Pham, PS Kalev, AB Steen Journal of Banking & Finance 27 (5), 919-947, 2003 | 193 | 2003 |
| Foreign versus local investors: Who knows more? Who makes more? PS Kalev, AH Nguyen, NY Oh Journal of Banking & Finance 32 (11), 2376-2389, 2008 | 140 | 2008 |
| The Samuelson hypothesis in futures markets: An analysis using intraday data HN Duong, PS Kalev Journal of Banking & Finance 32 (4), 489-500, 2008 | 104 | 2008 |
| Order aggressiveness of institutional and individual investors HN Duong, PS Kalev, C Krishnamurti Pacific-Basin Finance Journal 17 (5), 533-546, 2009 | 85 | 2009 |
| Are price limits really bad for equity markets? SS Deb, PS Kalev, VB Marisetty Journal of Banking & Finance 34 (10), 2462-2471, 2010 | 75 | 2010 |
| A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence W Sun, S Rachev, FJ Fabozzi, PS Kalev Empirical economics 36 (1), 201-229, 2009 | 66 | 2009 |
| Short-term contrarian investing—is it profitable?… Yes and No DD Lee, H Chan, RW Faff, PS Kalev Journal of Multinational Financial Management 13 (4-5), 385-404, 2003 | 60 | 2003 |
| Trading volume, realized volatility and jumps in the Australian stock market H Shahzad, HN Duong, PS Kalev, H Singh Journal of International Financial Markets, Institutions and Money 31, 414-430, 2014 | 53 | 2014 |
| A test of the Samuelson hypothesis using realized range PS Kalev, HN Duong Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 48 | 2008 |
| The intraday price behaviour of Australian and New Zealand cross-listed stocks E Lok, PS Kalev International Review of Financial Analysis 15 (4-5), 377-397, 2006 | 46 | 2006 |
| Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration W Sun, S Rachev, FJ Fabozzi, PS Kalev Annals of Finance 4 (2), 217-241, 2008 | 34 | 2008 |
| Order book slope and price volatility HN Duong, PS Kalev Manuscript, Department of Accounting and Finance, Monash University, 2008 | 29 | 2008 |
| Volatility swaps and volatility options on discretely sampled realized variance G Lian, C Chiarella, PS Kalev Journal of Economic Dynamics and Control 47, 239-262, 2014 | 25 | 2014 |
| Algorithmic and high frequency trading in Asia-Pacific, now and the future H Zhou, PS Kalev Pacific-Basin Finance Journal 53, 186-207, 2019 | 23 | 2019 |
| Liquidity provision and informed trading by individual investors X Tian, B Do, HN Duong, PS Kalev Pacific-Basin Finance Journal 35, 143-162, 2015 | 23 | 2015 |
| Price limits and volatility SS Deb, PS Kalev, VB Marisetty Pacific-Basin Finance Journal 45, 142-156, 2017 | 21 | 2017 |
| Intraweek and intraday trade patterns and dynamics PS Kalev, LT Pham Pacific-Basin Finance Journal 17 (5), 547-564, 2009 | 20 | 2009 |
| Stealth trading in volatile markets S Chakravarty, P Kalev, LT Pham forthcoming, http://www. bond. edu. au/bus/research/Stealth% 20Trading …, 2005 | 17 | 2005 |
| The evolution of price discovery in us equity and derivatives markets D Wallace, PS Kalev, G Lian Journal of Futures Markets 39 (9), 1122-1136, 2019 | 15 | 2019 |
Robert FaffProfessor of Finance, The University of Queensland在 business.uq.edu.au 的电子邮件经过验证
