Presentation: Price Fluctuation, Price Discovery and Computerized Strategic Trading in Volatile Markets
Professor, University of South Australia
Dr Kalev is Professor in finance and the founding Director of the Centre for Applied Financial Studies at the School of Commerce at the University of South Australia Business School. Professor Kalev is also the founding Director and Executive Chair of the annual Behavioural Finance and Capital MarketsConference in Adelaide.
He is a member of the SIRCA research committee and has strong links with industry, notably through Q-group Australia. Petko is a prolific researcher with a great many publications in top international journals, and a sought-after speaker at international conferences, business school seminar programs and leading finance (banking) institutions where he has presented over 80 invited papers in Australia, Europe, North and South America.
Professor Kalev is most known and recognised for his empirical research contributions in market microstructure: asymmetric information and informed trading, market quality, price discovery and volatility modelling. He is a joint winner of the 2004 Barclays Global Investors Research Award at the AFBC in Sydney.
He has also acted as a consultant and expert witness in a number of matters and is a member of FINSIA, FIRN, CMCRC, FMA, and Q Group Australia. Professor Kalev holds a PhD in Financial Econometrics from Monash University, a Master of Science in Statistics from the University of Melbourne and, a Bachelor of Science Degree in Mathematics from the University of Plovdiv.