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~subject:"Securities trading"
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Impact of Algorithmic Trading...
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Securities trading
Australia
43
Australien
43
Börsenkurs
41
Share price
41
Wertpapierhandel
29
Bid-ask spread
20
Geld-Brief-Spanne
20
Market microstructure
18
Marktmikrostruktur
18
Derivat
15
Derivative
15
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15
Volatilität
15
Electronic trading
14
Elektronisches Handelssystem
14
Theorie
14
Theory
14
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12
Estimation
12
Index futures
12
Index-Futures
12
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Ankündigungseffekt
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Anlageverhalten
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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
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USA
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7
Börsenmakler
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29
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Frino, Alex
29
Lepone, Andrew
7
Mollica, Vito
5
Gerace, Dionigi
4
Jarnecic, Elvis
4
Johnstone, David
3
Lecce, Steven
3
Wang, George H. K.
3
Zheng, Hui
3
Palumbo, Riccardo
2
Prodromou, Tina
2
Segara, Reuben
2
Webb, Robert I.
2
Zhang, Shunquan
2
Aitken, Michael J.
1
Berkman, Henk
1
Bjursell, Johan
1
Bortoli, Luke
1
Brailsford, Timothy J.
1
Chau, Jane
1
Flint, Anthony
1
Fung, Joseph K. W.
1
Galati, Luca
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Pacific-Basin finance journal
7
The journal of futures markets
5
Journal of banking & finance
2
25th Australasian Finance and Banking Conference 2012
1
27th Australasian Finance and Banking Conference 2014 Paper
1
Abacus : a journal of accounting, finance and business studies
1
Accounting and finance
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Australasian accounting business and finance journal : AABF
1
International review of financial analysis
1
Review of Pacific Basin financial markets and policies
1
Studi economici : rivista quadrimestrale
1
The financial review : the official publication of the Eastern Finance Association
1
The international journal of finance
1
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ECONIS (ZBW)
29
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1
Large trades and intraday futures price behavior
Frino, Alex
;
Bjursell, Johan
;
Wang, George H. K.
; …
- In:
The journal of futures markets
28
(
2008
)
12
,
pp. 1147-1181
Persistent link: https://www.econbiz.de/10003773147
Saved in:
2
The option value of the limit order book
Frino, Alex
;
Jarnecic, Elvis
;
McInish, Thomas H.
- In:
Advances in quantitative analysis of finance and …
3
(
2006
),
pp. 57-71
Persistent link: https://www.econbiz.de/10003424663
Saved in:
3
Intraday behavior of market depth in a competitive dealer market : a note
Frino, Alex
;
Lepone, Andrew
;
Wearin, Grant
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 294-307
Persistent link: https://www.econbiz.de/10003699393
Saved in:
4
Limit order book transparency, execution risk, and market liquidity : evidence from the Sydney futures exchange
Bortoli, Luke
;
Frino, Alex
;
Fung, Joseph K. W.
; …
- In:
The journal of futures markets
26
(
2006
)
12
,
pp. 1147-1167
Persistent link: https://www.econbiz.de/10003392008
Saved in:
5
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:
6
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:
7
Transaction fees and trading strategies in financial markets
Frino, Alex
;
Mollica, Vito
;
Romano, Maria Grazia
- In:
Studi economici : rivista quadrimestrale
68
(
2013
)
3
,
pp. 25-49
Persistent link: https://www.econbiz.de/10010513389
Saved in:
8
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:
9
The impact of co-location of securities exchanges' and traders' computer servers on market liquidity
Frino, Alex
;
Mollica, Vito
;
Webb, Robert I.
- In:
The journal of futures markets
34
(
2014
)
1
,
pp. 20-33
Persistent link: https://www.econbiz.de/10010254959
Saved in:
10
The impact of trading halts on liquidity and price volatility : evidence from the Australian stock exchange
Frino, Alex
;
Lecce, Steven
;
Segara, Reuben
- In:
Pacific-Basin finance journal
19
(
2011
)
3
,
pp. 298-307
Persistent link: https://www.econbiz.de/10009271683
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