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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

Further analysis of the liquidity and information components of institutional orders : active versus passive funds

Frino, Alex; Gallagher, David R.; Oetomo, Teddy N. - In: Pacific-Basin finance journal 14 (2006) 5, pp. 439-452

Persistent link: https://www.econbiz.de/10003387074

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

Execution costs associated with institutional trades on the Australian stock exchange

Aitken, Michael J. - In: Pacific-Basin finance journal 4 (1996) 1, pp. 45-58

Persistent link: https://www.econbiz.de/10001204434

Why Do Institutional Investors Use Reputable Brokers?

Frino, Alex - 2018

Using a unique dataset of Australian equity fund managers that spans 18.5 years, we examine why institutional traders may prefer more reputable full-service brokers to discount (or less reputable) brokers. In particular, we examine two possible determinants in this choice: execution ability and...

Persistent link: https://www.econbiz.de/10012938180

Are hedgers informed? : an examination of the price impact of large trades in illiquid agricultural futures markets

Frino, Alex; Lepone, Andrew; Mollica, Vito; Zhang, Shunquan - In: The journal of futures markets 36 (2016) 6, pp. 612-622

Persistent link: https://www.econbiz.de/10011568463