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Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Frino, Alex; Mollica, Vito; Romano, Maria Grazia; Zhou, … - In: The journal of futures markets 37 (2017) 4, pp. 359-373
Persistent link: https://www.econbiz.de/10011950679
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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
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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
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Local trader profitability in futures markets : liquidity and position taking profits
Frino, Alex; Jarnecic, Elvis; Feletto, Roger - In: The journal of futures markets 30 (2010) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10003962216
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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
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Price discovery in the pits : the role of market makers on the CBOT and the Sydney futures exchange
Frino, Alex; Harris, Frederick H. deB.; McInish, Thomas H. - In: The journal of futures markets 24 (2004) 8, pp. 785-804
Persistent link: https://www.econbiz.de/10002138812
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An empirical analysis of price and time priority and pro rata trade execution algorithms in screen-traded markets
Frino, Alex; Hill, Amelia; Jarnecic, Elvis - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 41-48
Persistent link: https://www.econbiz.de/10001500038