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The effect of algorithmic trading on market liquidity : evidence around earnings announcements on Borsa Italiana

Frino, Alex; Mollica, Vito; Monaco, Eleonora; Palumbo, … - In: Pacific-Basin finance journal 45 (2017), pp. 82-90

Persistent link: https://www.econbiz.de/10011800818

The impact of co-location of securities exchanges' and traders' computer servers on market liquidity

Frino, Alex; Mollica, Vito; Webb, Robert I. - In: The journal of futures markets 34 (2014) 1, pp. 20-33

Persistent link: https://www.econbiz.de/10010254959

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

The house money effect and local tradors on the Sydney futures exchange

Frino, Alex; Grant, Joel; Johnstone, David - In: Pacific-Basin finance journal 16 (2008) 1/2, pp. 8-25

Persistent link: https://www.econbiz.de/10003708817

Local trader profitability in futures markets : liquidity and position taking profits

Frino, Alex; Jarnecic, Elvis; Feletto, Roger - In: The journal of futures markets 30 (2010) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10003962216

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

Investor characteristics and the disposition effect

Frino, Alex; Lepone, Grace; Wright, Danika - In: Pacific-Basin finance journal 31 (2015), pp. 1-12

Persistent link: https://www.econbiz.de/10011471494

Short-sales constraints and market quality : evidence from the 2008 short-sales bans

Frino, Alex; Lecce, Steven; Lepone, Andrew - In: International review of financial analysis 20 (2011) 4, pp. 225-236

Persistent link: https://www.econbiz.de/10009295682

The behavioural aspects of financial literacy

Gerth, Florian; Lopez, Katia; Reddy, Krishna; Ramiah, Vikash - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-16

In this paper, we investigate the contribution of behavioural characteristics to the financial literacy of UAE residents after controlling for demographic factors. Specifically, we test the relationship between financial literacy and behavioural biases such as representativeness, self-serving,...

Persistent link: https://www.econbiz.de/10012627655

An empirical analysis of algorithmic trading around earnings announcements

Frino, Alex; Prodromou, Tina; Wang, George H. K.; … - In: Pacific-Basin finance journal 45 (2017), pp. 34-51

Persistent link: https://www.econbiz.de/10011800806