Petko S. Kalev

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Short selling, divergence of opinion and volatility in the corporate bond market
Journal of Economic Dynamics and Control
2023-07-04Paper
Does the bid-ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment
Journal of Economic Dynamics and Control
2022-07-08Paper
Volatility swaps and volatility options on discretely sampled realized variance
Journal of Economic Dynamics and Control
2018-11-02Paper
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration
Annals of Finance
2012-03-06Paper


Research outcomes over time


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