معرفی
Professor Petko Kalev is an Adjunct Professor in the Department of Accounting & Data Analytics at La Trobe University Business School. He has held academic roles including Professor of Finance at the University of South Australia (2010–2017) and Senior Lecturer/Lecturer at Monash University (1999–2010). He obtained a PhD in Financial Econometrics from Monash University (2002), an MSc in Statistics from the University of Melbourne (1994), and a B.Sc. in Mathematics from the University of Plovdiv (1982).
His research focuses on Asset Pricing, Market Microstructure, Corporate Finance, Quantitative Finance, and Behavioural & Experimental Finance. Notably, he is recognized for contributions in market microstructure, including studies on asymmetric information, informed trading, and volatility modeling. Recent publications explore retail trader behavior, algorithmic trading dynamics, and carbon risk management in financial markets.
He has secured research funding, including the 2020–2021 grant on stochastic variance-covariance risk in commodity and forex markets. His work frequently addresses topics like price discovery, market efficiency, and the impact of institutional vs. individual investor actions in turbulent markets.
Key research trends in his articles include analyzing post-trade behaviors, lifecycle events' financial impacts, and the interplay between algorithmic trading and market volatility. His contributions bridge empirical finance with practical market mechanisms, emphasizing policy implications for market design and regulation.
