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~subject:"Index futures"
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Index futures
Australia
43
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
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15
Electronic trading
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Elektronisches Handelssystem
14
Theorie
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14
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12
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12
Index-Futures
12
Schätzung
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Ankündigungseffekt
11
Anlageverhalten
11
Announcement effect
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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
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6
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11
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English
12
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Frino, Alex
12
Cummings, James Richard
2
Lepone, Andrew
2
West, Andrew
2
Berkman, Henk
1
Brailsford, Timothy J.
1
Cummings, James R.
1
Fong, Kingsley
1
Hill, Amelia
1
Kruk, Jennifer
1
McKenzie, Michael D.
1
Mollica, Vito
1
Walter, Terry S.
1
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1
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Journal of banking & finance
3
The journal of futures markets
3
Pacific-Basin finance journal
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Asia-Pacific financial markets : integration, innovation and challenges
1
Australian journal of management
1
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ECONIS (ZBW)
12
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1
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
Saved in:
2
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:
3
Price behaviour surrounding block transactions in stock index futures markets : international evidence
Frino, Alex
;
Kruk, Jennifer
;
Lepone, Andrew
- In:
Asia-Pacific financial markets : integration, …
,
(pp. 289-303)
.
2008
Persistent link: https://www.econbiz.de/10003603106
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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