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!
| Publication | Date of Publication | Type |
|---|---|---|
| Short selling, divergence of opinion and volatility in the corporate bond market Journal of Economic Dynamics and Control | 2023-07-04 | Paper |
| Does the bid-ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment Journal of Economic Dynamics and Control | 2022-07-08 | Paper |
| Volatility swaps and volatility options on discretely sampled realized variance Journal of Economic Dynamics and Control | 2018-11-02 | Paper |
| Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration Annals of Finance | 2012-03-06 | Paper |
Research outcomes over time
This page was built for person: Petko S. Kalev