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Impact of Algorithmic Trading...
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Subject
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Australia
Australien
43
Börsenkurs
41
Share price
41
Securities trading
29
Wertpapierhandel
29
Bid-ask spread
20
Geld-Brief-Spanne
20
Market microstructure
18
Marktmikrostruktur
18
Derivat
15
Derivative
15
Volatility
15
Volatilität
15
Electronic trading
14
Elektronisches Handelssystem
14
Theorie
14
Theory
14
Behavioural finance
12
Estimation
12
Index futures
12
Index-Futures
12
Schätzung
12
Ankündigungseffekt
11
Anlageverhalten
11
Announcement effect
11
Trading volume
11
Handelsvolumen der Börse
10
Insider trading
10
Insiderhandel
9
Liquidity
9
Liquidität
9
Aktienmarkt
8
Stock market
8
Transaction costs
8
Transaktionskosten
8
USA
7
United States
7
Börsenmakler
6
Institutional investor
6
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5
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2
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Article
34
Book / Working Paper
9
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Article in journal
33
Aufsatz in Zeitschrift
33
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
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1
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1
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Language
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English
43
Author
All
Frino, Alex
43
Lepone, Andrew
10
Jarnecic, Elvis
8
Aitken, Michael J.
7
McInish, Thomas H.
4
Johnstone, David
3
Mollica, Vito
3
Segara, Reuben
3
Cummings, James Richard
2
Gerace, Dionigi
2
Lau, Sie-ting
2
Lecce, Steven
2
Sayers, Stuart
2
Zheng, Hui
2
Bortoli, Luke
1
Bortoli, Luke Gareth
1
Cummings, James R.
1
Duffy, Matthew
1
Forrest, Peter
1
Fung, Joseph K. W.
1
Gallagher, David R.
1
Grant, Joel
1
Harris, Frederick H. deB.
1
He, William Peng
1
Hill, Amelia
1
Hill, Amelia M.
1
Kruk, Jennifer
1
Lau Sie Ting
1
Lepone, Grace
1
MacCorry, Michael S.
1
McInish, Thomas G.
1
McKenzie, Michael D.
1
Oetomo, Teddy
1
Oetomo, Teddy N.
1
Peat, Maurice
1
Swan, Peter L.
1
Tomas, Michael J.
1
Vassallo, Anthony
1
Walter, Terry S.
1
Webb, Robert I.
1
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Published in...
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The journal of futures markets
9
Pacific-Basin finance journal
6
Journal of banking & finance
3
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
2
Working paper series
2
Abacus : a journal of accounting, finance and business studies
1
Advances in Pacific Basin financial markets
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Australasian accounting business and finance journal : AABF
1
Australian journal of management
1
Discussion paper
1
Economics '94 : conference proceedings ; creating jobs by investing in growth
1
Journal of financial services research : JFSR
1
Journal of multinational financial management
1
Review of Pacific Basin financial markets and policies
1
Review of quantitative finance and accounting
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
43
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1
How do we boost savings and investment?
Frino, Alex
- In:
Economics '94 : conference proceedings ; creating jobs …
,
(pp. 63-71)
.
1994
Persistent link: https://www.econbiz.de/10001291764
Saved in:
2
The impact of block trades on stock market behaviour : further transaction time analysis
Aitken, Michael J.
;
Frino, Alex
;
Sayers, Stuart
-
1993
Persistent link: https://www.econbiz.de/10000882341
Saved in:
3
Opening prices on the ASX and the SES
McInish, Thomas H.
;
Frino, Alex
;
Lau Sie Ting
-
1995
Persistent link: https://www.econbiz.de/10000602533
Saved in:
4
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
Saved in:
5
Differences in the cost of trade execution services on floor-based and electronic futures markets
Bortoli, Luke Gareth
;
Frino, Alex
;
Jarnecic, Elvis
- In:
Journal of financial services research : JFSR
26
(
2004
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10002120370
Saved in:
6
Derivative use, fund flows and investment manager performance
Frino, Alex
;
Lepone, Andrew
;
Wong, Brad
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 925-933
Persistent link: https://www.econbiz.de/10003836457
Saved in:
7
An event time study of the price reaction to large retail trades
Frino, Alex
;
Jarnecic, Elvis
;
Lepone, Andrew
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
2
,
pp. 617-632
Persistent link: https://www.econbiz.de/10003852644
Saved in:
8
The option value of the limit order book
Frino, Alex
;
Jarnecic, Elvis
;
McInish, Thomas H.
- In:
Advances in quantitative analysis of finance and …
3
(
2006
),
pp. 57-71
Persistent link: https://www.econbiz.de/10003424663
Saved in:
9
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
Saved in:
10
Limit order book transparency, execution risk, and market liquidity : evidence from the Sydney futures exchange
Bortoli, Luke
;
Frino, Alex
;
Fung, Joseph K. W.
; …
- In:
The journal of futures markets
26
(
2006
)
12
,
pp. 1147-1167
Persistent link: https://www.econbiz.de/10003392008
Saved in:
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