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Impact of Algorithmic Trading...
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Börsenkurs
Australia
43
Australien
43
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
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15
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14
Elektronisches Handelssystem
14
Theorie
14
Theory
14
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12
Estimation
12
Index futures
12
Index-Futures
12
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12
Ankündigungseffekt
11
Anlageverhalten
11
Announcement effect
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Trading volume
11
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10
Insider trading
10
Insiderhandel
9
Liquidity
9
Liquidität
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Aktienmarkt
8
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Transaktionskosten
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USA
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Börsenmakler
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English
41
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Frino, Alex
41
Mollica, Vito
7
Zheng, Hui
7
Lepone, Andrew
6
Aitken, Michael J.
4
McInish, Thomas H.
4
Webb, Robert I.
4
Aspris, Angelo
3
Lecce, Steven
3
Romano, Maria Grazia
3
Segara, Reuben
3
Cummings, James Richard
2
Gerace, Dionigi
2
Lau, Sie-ting
2
Prodromou, Tina
2
Sayers, Stuart
2
Wang, George H. K.
2
West, Andrew
2
Zhang, Shunquan
2
Chau, Jane
1
Cummings, James R.
1
Flint, Anthony
1
Foley, Sam
1
Foley, Sean
1
Galati, Luca
1
Harris, Frederick H. deB.
1
Jarnecic, Elvis
1
Johnstone, David
1
Jones, Stewart
1
Kalev, Petko S.
1
Kovacevic, Ognjen
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Lau Sie Ting
1
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Ma, Shiguang
1
MacCorry, Michael S.
1
McInish, Thomas G.
1
Monaco, Eleonora
1
Palumbo, Riccardo
1
Sensenbrenner, Frank
1
Swan, Peter L.
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The journal of futures markets
8
Pacific-Basin finance journal
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
2
Working paper series
2
25th Australasian Finance and Banking Conference 2012
1
27th Australasian Finance and Banking Conference 2014 Paper
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in Pacific Basin financial markets
1
Australian journal of management
1
Discussion paper
1
Finance and Corporate Governance Conference 2011 Paper
1
International review of financial analysis
1
Journal of business finance & accounting : JBFA
1
Review of Pacific Basin financial markets and policies
1
Studi economici : rivista quadrimestrale
1
The financial review : the official publication of the Eastern Finance Association
1
The international journal of finance
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
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ECONIS (ZBW)
41
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1
Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Frino, Alex
;
Mollica, Vito
;
Romano, Maria Grazia
;
Zhou, …
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 359-373
Persistent link: https://www.econbiz.de/10011950679
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
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:
5
Further analysis of the speed of response to large trades in interest rate futures
Cummings, James Richard
;
Frino, Alex
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 705-724
Persistent link: https://www.econbiz.de/10003985081
Saved in:
6
Anonymity, stealth trading, and the information content of broker identity
Frino, Alex
;
Johnstone, David
;
Zheng, Hui
- In:
The financial review : the official publication of the …
45
(
2010
)
3
,
pp. 501-522
Persistent link: https://www.econbiz.de/10009374253
Saved in:
7
Transaction fees and trading strategies in financial markets
Frino, Alex
;
Mollica, Vito
;
Romano, Maria Grazia
- In:
Studi economici : rivista quadrimestrale
68
(
2013
)
3
,
pp. 25-49
Persistent link: https://www.econbiz.de/10010513389
Saved in:
8
Does international order flow contribute to price discovery in futures markets?
Frino, Alex
;
Webb, Robert I.
;
Zheng, Hui
- In:
The journal of futures markets
32
(
2012
)
12
,
pp. 1124-1143
Persistent link: https://www.econbiz.de/10009697772
Saved in:
9
Market behavior of institutional investors around bankruptcy announcements
Frino, Alex
;
Jones, Stewart
;
Lepone, Andrew
;
Wong, Jin Boon
- In:
Journal of business finance & accounting : JBFA
41
(
2014
)
1/2
,
pp. 270-295
Persistent link: https://www.econbiz.de/10010336538
Saved in:
10
The impact of trading halts on liquidity and price volatility : evidence from the Australian stock exchange
Frino, Alex
;
Lecce, Steven
;
Segara, Reuben
- In:
Pacific-Basin finance journal
19
(
2011
)
3
,
pp. 298-307
Persistent link: https://www.econbiz.de/10009271683
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