Narrow search
Showing 1 - 10 of 12
Cover Image
Commonality in liquidity across international borders : evidence from futures markets
Frino, Alex; Mollica, Vito; Zhou, Zeyang - In: The journal of futures markets 34 (2014) 8, pp. 807-818
Persistent link: https://www.econbiz.de/10010507935
Cover Image
The impact of transaction costs on price discovery : evidence from cross-listed stock index futures contracts
Frino, Alex; West, Andrew - In: Pacific-Basin finance journal 11 (2003) 2, pp. 139-151
Persistent link: https://www.econbiz.de/10001758257
Cover Image
Stock market closure and intraday stock index futures market volatility : 'contagion', bid-ask bias or both?
Fong, Kingsley; Frino, Alex - In: Pacific-Basin finance journal 9 (2001) 3, pp. 219-232
Persistent link: https://www.econbiz.de/10001585394
Cover Image
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
Cover Image
The pricing of stock index futures spreads at contract expiration
Frino, Alex; McKenzie, Michael D. - In: The journal of futures markets 22 (2002) 5, pp. 451-469
Persistent link: https://www.econbiz.de/10001678512
Cover Image
The lead-lag relationship between equities and stock index futures markets around information releases
Frino, Alex; Walter, Terry S.; West, Andrew - In: The journal of futures markets 20 (2000) 5, pp. 467-487
Persistent link: https://www.econbiz.de/10001500120
Cover Image
A note on execution costs for stock index futures : information versus liquidity effects
Berkman, Henk; Brailsford, Timothy J.; Frino, Alex - In: Journal of banking & finance 29 (2005) 3, pp. 565-577
Persistent link: https://www.econbiz.de/10002516846
Cover Image
Tax effects on the pricing of Australian stock index futures
Cummings, James Richard; Frino, Alex - In: Australian journal of management 33 (2008/09) 2, pp. 391-406
Persistent link: https://www.econbiz.de/10003829031
Cover Image
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
Cover Image
Index arbitrage and the pricing relationship between Australian stock index futures and their underlying shares
Cummings, James Richard; Frino, Alex - In: Accounting and finance : journal of the Accounting … 51 (2011) 3, pp. 661-683
Persistent link: https://www.econbiz.de/10009304060