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Liquidity and expected returns : evidence from 1926 - 2008

Baradarannia, M. Reza; Peat, Maurice - In: International review of financial analysis 29 (2013), pp. 10-23

Persistent link: https://www.econbiz.de/10010244145

How do we boost savings and investment?

Frino, Alex - In: Economics '94 : conference proceedings ; creating jobs …, (pp. 63-71). 1994

Persistent link: https://www.econbiz.de/10001291764

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

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

The determinants of execution costs in short-term money markets

Frino, Alex; Kruk, Jennifer; Lepone, Andrew - In: The financial review : the official publication of the … 46 (2011) 3, pp. 337-355

Persistent link: https://www.econbiz.de/10009271356

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

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

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

The Sensitivity of Trading to the Cost of Information

Frino, Alex - 2020

This study examines the impact of changes in data feed pricing schedules on the price discovery between competing venues, as espoused by Cespa & Foucault (2014). We utilize three exogenous events stemming from a staggered increase in the data feed price that transpired on the Chicago Mercantile...

Persistent link: https://www.econbiz.de/10012841242