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Informed trading, flow toxucity and the impact on intraday trading factors

Wang Chun Wei; Gerace, Dionigi; Frino, Alex - In: Australasian accounting business and finance journal : AABF 7 (2013) 2, pp. 3-24

Persistent link: https://www.econbiz.de/10010246991

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

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

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

Volatility and trading activity following changes in the size of futures contracts

Bjursell, Johann; Frino, Alex; Tse, Yiuman; Wang, … - In: Journal of empirical finance 17 (2010) 5, pp. 967-980

Persistent link: https://www.econbiz.de/10009267230

The relationship between satellite and home market volumes : evidence from cross-listed Singapore futures contracts

Frino, Alex; Harris, Frederick H. deB.; Lepone, Andrew; … - In: Pacific-Basin finance journal 24 (2013), pp. 301-311

Persistent link: https://www.econbiz.de/10010346764

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

Intraday futures market behaviour around major scheduled macroeconomic announcements : Australian evidence

Frino, Alex; Hill, Amelia - In: Journal of banking & finance 25 (2001) 7, pp. 1319-1337

Persistent link: https://www.econbiz.de/10001586896

Price impact of corporate bond trading : evidence from the australian securities exchange

Frino, Alex; Lepone, Andrew; Lepone, Grace - In: Review of Pacific Basin financial markets and policies 22 (2019) 3, pp. 1950020-1-1950020-22

Persistent link: https://www.econbiz.de/10012156159

Trading Activity and Liquidity Effects Around Private Firm Acquisition Announcements : The Case of Earnouts Versus Other Methods of Payment

Monaco, Eleonora - 2018

We investigate trading activity and liquidity effects of methods of payment on the stock prices of acquiring firms around private firm acquisition announcements. We find significant rises in trading activity around acquisition announcement dates irrespective of the payment method used; however,...

Persistent link: https://www.econbiz.de/10012930135