Transferring cognitive talent across domains to reduce the disposition effect in investment von Rotaru, Kristian, Kalev, Petko S., Yadav, Nitin, Bossaerts, Peter

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Public information arrival and volatility of intraday stock returns von Kalev, Petko S., Liu, Wai-Man, Pham, Peter K., Jarnecic, Elvis

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Short selling, divergence of opinion and volatility in the corporate bond market von Duong, Huu Nhan, Kalev, Petko S., Tian, Xiao

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Algorithmic and high frequency trading in Asia-Pacific, now and the future von Zhou, Hao, Kalev, Petko S.

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Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing von Kalev, Petko S., Saxena, Konark, Zolotoy, Leon

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Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment von Duong, Huu Nhan, Kalev, Petko S., Tian, Xiao Jason

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Retail trading activity and major lifecycle events: The case of divorce von Grant, Andrew, Kalev, Petko S., Subrahmanyam, Avanidhar, Joakim Westerholm, P.

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The evolution of price discovery in us equity and derivatives markets von Wallace, Damien, Kalev, Petko S., Lian, Guanhua

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Algorithmic trading in turbulent markets von Zhou, Hao, Kalev, Petko S., Frino, Alex

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Pricing Currency Options with Intra-Daily Implied Volatility von Hoque, Ariful, Kalev, Petko

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Information content of the limit order book for crude oil futures price volatility von Tian, Xiao, Duong, Huu Nhan, Kalev, Petko S.

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Who trades in competing firms around earnings announcements von Mudalige, Priyantha, Duong, Huu Nhan, Kalev, Petko S., Gupta, Kartick

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Volatility swaps and volatility options on discretely sampled realized variance von Lian, Guanghua, Chiarella, Carl, Kalev, Petko S.

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Information or noise: What does algorithmic trading incorporate into the stock prices? von Zhou, Hao, Elliott, Robert J., Kalev, Petko S.

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Price limits and volatility von Deb, Saikat Sovan, Kalev, Petko S, Marisetty, Vijaya B

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The Samuelson hypothesis in futures markets: An analysis using intraday data von Duong, Huu Nhan, Kalev, Petko S.

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Liquidity provision and informed trading by individual investors von Tian, Xiao, Do, Binh, Duong, Huu Nhan, Kalev, Petko S.

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Trading volume, realized volatility and jumps in the Australian stock market von Shahzad, Hassan, Duong, Huu Nhan, Kalev, Petko S., Singh, Harminder

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Are price limits really bad for equity markets? von Deb, Saikat Sovan, Kalev, Petko S., Marisetty, Vijaya B.

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Foreign versus local investors: Who knows more? Who makes more? von Kalev, Petko S., Nguyen, Anh H., Oh, Natalie Y.

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