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Stock Market Automation and the Transmission of Information Between Spot and Futures Markets

Brailsford, Tim; Frino, Alex; Hodgson, Allan; West, Andrew - 1999

stock and futures markets. This issue is of particular relevance given the trend of exchanges to introduce automated trading … between the stock and futures markets. The paper then focuses on the period surrounding the move by the Australian stock …

Persistent link: https://www.econbiz.de/10009451288

Differences in the Cost of Trade Execution Services on Floor-Based and Electronic Futures Markets

Bortoli, Luke; Frino, Alex; Jarnecic, Elvis - In: Journal of Financial Services Research 26 (2004) 1, pp. 73-87

Persistent link: https://www.econbiz.de/10005715973

The pricing and efficiency of Australian treasury bond futures

Frino, Alex; He, William Peng; Lepone, Andrew - In: Australasian accounting business and finance journal : AABF 8 (2014) 2, pp. 3-14

Persistent link: https://www.econbiz.de/10010520035

The impact of latency sensitive trading on high frequency arbitrage opportunities

Frino, Alex; Mollica, Vito; Webb, Robert I.; Zhang, Shunquan - In: Pacific-Basin finance journal 45 (2017), pp. 91-102

Persistent link: https://www.econbiz.de/10011800821

Activity in futures : does underlying market size relate to futures trading volume?

Frino, Alex; Jarnecic, Elvis; Zheng, Hui - In: Review of quantitative finance and accounting 34 (2010) 3, pp. 313-325

Persistent link: https://www.econbiz.de/10003970042

The impact of commodity benchmarks on derivatives markets : the case of the dated Brent assessment and Brent futures

Frino, Alex; Ibikunle, Gbenga; Mollica, Vito; Steffen, Tom - In: Journal of banking & finance 95 (2018), pp. 27-43

Persistent link: https://www.econbiz.de/10011966695

The impact of electronic trading on bid-ask spreads : evidence from futures markets in Hong Kong, London, and Sydney

Aitken, Michael J.; Frino, Alex; Hill, Amelia M.; … - In: The journal of futures markets 24 (2004) 7, pp. 675-696

Persistent link: https://www.econbiz.de/10002108815

An empirical analysis of price and time priority and pro rata trade execution algorithms in screen-traded markets

Frino, Alex; Hill, Amelia; Jarnecic, Elvis - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 41-48

Persistent link: https://www.econbiz.de/10001500038

Life in the pits: competitive market making and inventory control - further Australian evidence

Frino, Alex; Forrest, Peter; Duffy, Matthew - In: Journal of multinational financial management 9 (1999) 3/4, pp. 373-385

Persistent link: https://www.econbiz.de/10001506205

The propensity for local traders in futures markets to ride losses : evidence of irrational or rational behavior?

Frino, Alex; Johnstone, David; Zheng, Hui - In: Journal of banking & finance 28 (2004) 2, pp. 353-372

Persistent link: https://www.econbiz.de/10001863273