Petko S. Kalev

1.3k total citations
66 papers, 811 citations indexed

About

Petko S. Kalev is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Petko S. Kalev has authored 66 papers receiving a total of 811 indexed citations (citations by other indexed papers that have themselves been cited), including 62 papers in Finance, 36 papers in Economics and Econometrics and 30 papers in Accounting. Recurrent topics in Petko S. Kalev's work include Financial Markets and Investment Strategies (51 papers), Corporate Finance and Governance (25 papers) and Market Dynamics and Volatility (20 papers). Petko S. Kalev is often cited by papers focused on Financial Markets and Investment Strategies (51 papers), Corporate Finance and Governance (25 papers) and Market Dynamics and Volatility (20 papers). Petko S. Kalev collaborates with scholars based in Australia, United States and Canada. Petko S. Kalev's co-authors include Huu Nhan Duong, Peter K. Pham, Wai‐Man Liu, Elvis Jarnecic, Adam Steen, Vijaya B. Marisetty, Saikat Deb, Svetlozar T. Rachev, Edward W. Sun and Frank J. Fabozzi and has published in prestigious journals such as SHILAP Revista de lepidopterología, Scientific Reports and Journal of Banking & Finance.

In The Last Decade

Petko S. Kalev

58 papers receiving 758 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Petko S. Kalev Australia	14	637	501	284	110	105	66	811
Jennie Bai United States	15	790 1.2×	437 0.9×	352 1.2×	69 0.6×	156 1.5×	41	1.0k
Mao‐Wei Hung Taiwan	17	856 1.3×	521 1.0×	321 1.1×	105 1.0×	159 1.5×	75	1.1k
Zhaogang Song United States	13	593 0.9×	405 0.8×	153 0.5×	72 0.7×	100 1.0×	55	761
Soosung Hwang South Korea	20	902 1.4×	797 1.6×	223 0.8×	160 1.5×	167 1.6×	80	1.1k
Gonzalo Rubio Spain	15	820 1.3×	560 1.1×	250 0.9×	77 0.7×	216 2.1×	55	985
Mark B. Shackleton United Kingdom	16	859 1.3×	613 1.2×	234 0.8×	78 0.7×	148 1.4×	75	1.0k
Nuttawat Visaltanachoti New Zealand	16	757 1.2×	689 1.4×	300 1.1×	115 1.0×	234 2.2×	82	1.0k
J. Kenton Zumwalt United States	17	809 1.3×	508 1.0×	426 1.5×	124 1.1×	157 1.5×	46	993
Daniel Andrei Canada	10	550 0.9×	489 1.0×	210 0.7×	109 1.0×	95 0.9×	21	702
Snehal Banerjee United States	13	766 1.2×	451 0.9×	433 1.5×	124 1.1×	103 1.0×	36	910

Countries citing papers authored by Petko S. Kalev

Since Specialization

Citations

This map shows the geographic impact of Petko S. Kalev's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Petko S. Kalev with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Petko S. Kalev more than expected).

Fields of papers citing papers by Petko S. Kalev

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Petko S. Kalev. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Petko S. Kalev. The network helps show where Petko S. Kalev may publish in the future.

Co-authorship network of co-authors of Petko S. Kalev

This figure shows the co-authorship network connecting the top 25 collaborators of Petko S. Kalev. A scholar is included among the top collaborators of Petko S. Kalev based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Petko S. Kalev. Petko S. Kalev is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Lee, Alexander, et al.. (2025). Who watches what and why it matters: Attention allocation, tug-of-war, and market resiliency: A pre-registered report. Pacific-Basin Finance Journal. 91. 102730–102730.

Kalev, Petko S., et al.. (2024). Under the microscope: Trade initiation activities around earnings and takeover announcements in a market with continuous disclosure. Global Finance Journal. 63. 101054–101054. 1 indexed citations

Duong, Huu Nhan, et al.. (2023). Short selling, divergence of opinion and volatility in the corporate bond market. Journal of Economic Dynamics and Control. 147. 104592–104592. 5 indexed citations

Lian, Guanghua, Robert J. Elliott, Petko S. Kalev, & Zhaojun Yang. (2022). Approximate pricing of American exchange options with jumps. Journal of Futures Markets. 42(6). 983–1001. 2 indexed citations

Rotaru, Kristian, et al.. (2021). Transferring cognitive talent across domains to reduce the disposition effect in investment. Scientific Reports. 11(1). 23068–23068. 7 indexed citations

Kalev, Petko S., et al.. (2019). Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing. UNSWorks (University of New South Wales, Sydney, Australia). 6 indexed citations

Duong, Huu Nhan, et al.. (2019). Who trades in competing firms around earnings announcements. Pacific-Basin Finance Journal. 59. 101219–101219. 4 indexed citations

Kalev, Petko S., et al.. (2018). Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing. Journal of Financial and Quantitative Analysis. 54(1). 335–368.

Dempsey, Michael, et al.. (2015). Investor protection and market liquidity revisited. Corporate Governance. 15(4). 517–529. 12 indexed citations

10.

Hoque, Ariful & Petko S. Kalev. (2015). Pricing Currency Options with Intra-Daily Implied Volatility. SHILAP Revista de lepidopterología. 9(1). 43–56. 2 indexed citations

11.

Nguyen, Anh, et al.. (2010). Implicit Trading Costs, Divergence of Opinion, and Short-Selling Constraints in the Limit Book Order Market. The Journal of Trading. 5(2). 92–101.

12.

Kalev, Petko S., et al.. (2009). Intraweek and intraday trade patterns and dynamics. Pacific-Basin Finance Journal. 17(5). 547–564. 12 indexed citations

13.

Duong, Huu Nhan & Petko S. Kalev. (2009). Anonymity and Liquidity Provision. SSRN Electronic Journal. 1 indexed citations

14.

Kalev, Petko S., et al.. (2008). Systematic liquidity in the long run. Applied Financial Economics Letters. 4(3). 187–191. 3 indexed citations

15.

Kalev, Petko S. & Huu Nhan Duong. (2008). A test of the Samuelson Hypothesis using realized range. Journal of Futures Markets. 28(7). 680–696. 21 indexed citations

16.

Kalev, Petko S., et al.. (2008). Foreign versus local investors: Who knows more? Who makes more?. Journal of Banking & Finance. 32(11). 2376–2389. 76 indexed citations

17.

Duong, Huu Nhan & Petko S. Kalev. (2007). The Samuelson Hypothesis in Futures Markets: An Analysis Using Intraday Data. SSRN Electronic Journal. 3 indexed citations

18.

Deb, Saikat, Petko S. Kalev, & Vijaya B. Marisetty. (2006). Are Price Limits Really Bad for Equity Markets. RMIT Research Repository (RMIT University Library). 1 indexed citations

19.

Kalev, Petko S. & Brett Inder. (2005). The information content of the term structure of interest rates. Applied Economics. 38(1). 33–45. 6 indexed citations

20.

Steen, Adam, et al.. (2001). The Short-Run Performance of IPOs of Privately Owned and Publicly Owned Firms: A Note from Australia. Multinational Finance Journal. 5(2). 149–154. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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