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~subject:"Marktmikrostruktur"
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Impact of Algorithmic Trading...
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Marktmikrostruktur
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
Derivat
15
Derivative
15
Volatility
15
Volatilität
15
Electronic trading
14
Elektronisches Handelssystem
14
Theorie
14
Theory
14
Behavioural finance
12
Estimation
12
Index futures
12
Index-Futures
12
Schätzung
12
Ankündigungseffekt
11
Anlageverhalten
11
Announcement effect
11
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
Institutional investor
6
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Free
7
Undetermined
1
Type of publication
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Article
14
Book / Working Paper
4
Type of publication (narrower categories)
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Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Non-commercial literature
1
Working Paper
1
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Language
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English
18
Author
All
Frino, Alex
18
Lepone, Andrew
5
Zheng, Hui
4
Gerace, Dionigi
3
Johnstone, David
3
Jarnecic, Elvis
2
Webb, Robert I.
2
Aspris, Angelo
1
Berkman, Henk
1
Brailsford, Timothy J.
1
Duffy, Matthew
1
Fong, Kingsley
1
Forrest, Peter
1
Galati, Luca
1
He, William Peng
1
Kalev, Petko S.
1
Kruk, Jennifer
1
Mollica, Vito
1
Walter, Terry S.
1
Wang Chun Wei
1
Wei, Wang Chun
1
West, Andrew
1
Zhou, Hao
1
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Institution
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Centre for Analytical Finance <Århus>
1
Published in...
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Pacific-Basin finance journal
4
Australasian accounting business and finance journal : AABF
3
Journal of banking & finance
2
The journal of futures markets
2
Abacus : a journal of accounting, finance and business studies
1
Journal of multinational financial management
1
The financial review : the official publication of the Eastern Finance Association
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
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ECONIS (ZBW)
18
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18
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1
The determinants of the price impact of block trades : further evidence
Frino, Alex
;
Jarnecic, Elvis
;
Lepone, Andrew
- In:
Abacus : a journal of accounting, finance and business …
43
(
2007
)
1
,
pp. 94-106
Persistent link: https://www.econbiz.de/10003537526
Saved in:
2
Anonymity, stealth trading, and the information content of broker identity
Frino, Alex
;
Johnstone, David
;
Zheng, Hui
- In:
The financial review : the official publication of the …
45
(
2010
)
3
,
pp. 501-522
Persistent link: https://www.econbiz.de/10009374253
Saved in:
3
The pricing and efficiency of Australian treasury bond futures
Frino, Alex
;
He, William Peng
;
Lepone, Andrew
- In:
Australasian accounting business and finance journal : AABF
8
(
2014
)
2
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010520035
Saved in:
4
The impact of market maker copetition on market quality : evidence from an options exchange
Aspris, Angelo
;
Frino, Alex
;
Lepone, Andrew
- In:
Australasian accounting business and finance journal : AABF
6
(
2012
)
5
,
pp. 23-46
Persistent link: https://www.econbiz.de/10010244999
Saved in:
5
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
Saved in:
6
Transactions in futures markets : informed or uninformed?
Frino, Alex
;
Kruk, Jennifer
;
Lepone, Andrew
- In:
The journal of futures markets
27
(
2007
)
12
,
pp. 1159-1174
Persistent link: https://www.econbiz.de/10003627175
Saved in:
7
Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
Frino, Alex
;
Jarnecic, Elvis
;
Johnstone, David
;
Lepone, …
- In:
Pacific-Basin finance journal
13
(
2005
)
3
,
pp. 247-262
Persistent link: https://www.econbiz.de/10002908544
Saved in:
8
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:
9
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:
10
Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
Saved in:
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