Petko S. Kalev is a Professor in Finance and the Director of the Centre for Applied Financial Studies (CAFS) — School of Commerce, at the University of South Australia Business School. 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. Prior to joining the University of South Australia in February 2010, Professor Kalev worked at the Department of Accounting and Finance, Monash University (1999–2010). Professor Kalev has several research interests ranging from Asset Pricing, Capital Markets & Market Microstructure, Market Efficiency, Corporate Finance, Assets Management, Quantitative Finance and Behavioural Finance. Professor Kalev is most known and recognised for his empirical research contributions to the field of Market Microstructure: Asymmetric Information and Informed Trading, Market Quality, Price Discovery and Volatility Modelling. Professor Petko Kalev is the founder and Director of CAFS, at the School of Commerce (October 2010). On his initiative, UniSA became the first participating member, located outside of New South Wales of the $100 million Capital Markets Cooperative Research Centre (CM CRC). Professor Kalev has strong links with the finance industry — he is a past Committee member of both Q-group Australia and Q-group Melbourne chapter. Currently he is a member of the SIRCA research committee. Professor Kalev is also the founder and executive chair of an annual research conference on Behavioral Finance and Capital Markets (2011 – present). Petko has an outstanding scholarship and professional leadership track record at the tertiary level for an Australian academic. More specifically, he has been playing an exceptional leadership role in teaching research subjects (units) with a research component at the tertiary level; in supervising and mentoring research students (Honours and PhD students); in performing research in interdisciplinary areas (eg Finance, Financial Economics and/or Financial Econometrics); in publishing in highly ranked and reputable international A* journals and in creating partnerships between the academia the finance industry. Petko is joint winner with Sugato Chakravarty and Linh Pham of the Barclays Global Investors Research Award, of for the best paper on Capital Markets/Funds Management with a focus on the Australasian markets (Australasian Finance and Banking Conference – Sydney, December 2004). He also holds the best paper award at the FMA European meeting in Turin 2009 – a joined paper with his ex-PhD student Huu N. Duong. Petko disseminates knowledge and research in the discipline of Finance by presenting invited lectures, workshops, seminars and research papers at leading national and international institutions, and networking with leading Departments and scholars, thus enhancing the reputation of the University I represent. Over the last four years, Petko has presented more than 40 seminars and other research papers at leading institutions, such as the Board of Governors of the Federal Reserve System – Division of International Finance, Washington DC, Cambridge University (Judge Business School), Erasmus University, University of Bonn (3 seminars), University of Mannheim (3 seminars), University of Calgary (Haskayne School of Business), Georgetown University (McDonough School of Business), University of Hawaii, (Shidler College of Business), Massey University, Bond University, New Bulgarian University, University of Sinos (Sao Leopoldo), Federal University (Porto Alegre), UNWE (Sofia), Catholic University of Mons, ANU, UNSW (3 seminars), UWA (2 seminars), The University of Melbourne (2 seminars), The University of Sydney (3 seminars), University of Queensland (2 seminars), RMIT, UTS (3 seminars), Macquarie University, Monash University (7 seminars), and others; or to practitioners’ organisations (affiliations) such as CSIRO and the Q-Group of Australia (Goldman Sachs JBWere). Supervisor Homepage
Areas of expertise: Capital Markets / Microstructure / Corporate Finance / Corporate Governance / Market Efficiency / Investments/Funds Management /
Behavioural Finance / Quantitative Finance / Special Topics in Time Series / Empirical Economics / Financial Econometrics