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The journal of futures markets
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2019 Financial Markets & Corporate Governance Conference
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281
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/10007599339
Saved in:
282
Commonality in liquidity: Evidence from the Australian Stock Exchange
Fabre, Joel
;
Frino, Alex
- In:
Accounting and finance : journal of the Accounting …
44
(
2004
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10006243542
Saved in:
283
The tick-volatility ratio as a determinant of the compass rose: empirical evidence from decimalisation on the NYSE
Mckenzie, Michael D.
;
Frino, Alex
- In:
Accounting and finance : journal of the Accounting …
43
(
2003
)
3
,
pp. 331-344
Persistent link: https://www.econbiz.de/10006250732
Saved in:
284
The impact of lunchtime closure on market behaviour: Evidence from the Sydney Futures Exchange
Frino, Alex
;
Winn, Roland
- In:
Accounting and finance : journal of the Accounting …
41
(
2001
)
1-2
,
pp. 25-40
Persistent link: https://www.econbiz.de/10006274067
Saved in:
285
THE MARKET - Index Design and Implications for Index Tracking
Frino, Alex
;
Gallagher, David R.
;
Neubert, Albert S.
; …
- In:
The journal of portfolio management : a publication of …
30
(
2004
)
2
,
pp. 89-95
Persistent link: https://www.econbiz.de/10006552194
Saved in:
286
EQUITY PORTFOLIO MANAGEMENT - Tracking S&P 500 Index Funds - Although index funds have grown significantly in the 1990s, empirical research concerning these passive investment offe...
Frino, Alex
;
Gallagher, David R.
- In:
The journal of portfolio management : a publication of …
28
(
2001
)
1
,
pp. 44-55
Persistent link: https://www.econbiz.de/10006562480
Saved in:
287
SHORTER PAPERS - Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange
Aitken, Michael J.
;
Frino, Alex
;
McCorry, Michael S.
; …
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2205-2224
Persistent link: https://www.econbiz.de/10006568293
Saved in:
288
Consensus Analysts' Earnings Forecasts and Security Returns
Aitken, Michael
;
Frino, Alex
;
Winn, Roland
- In:
Asia Pacific journal of management : APJM ; a …
13
(
1996
)
2
,
pp. 101-110
Persistent link: https://www.econbiz.de/10006402451
Saved in:
289
The Intra-Day Impact of Block Trades on the Australian Stock Exchange
Aitken, Michael
;
Frino, Alex
;
Sayers, Stuart
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10006409487
Saved in:
290
THE DETERMINANTS OF MARKET BID ASK SPREADS ON THE AUSTRALIAN STOCK EXCHANGE: CROSS-SECTIONAL ANALYSIS
Aitken, Michael
;
Frino, Alex
- In:
Accounting and finance : journal of the Accounting …
36
(
1996
)
1
,
pp. 51-64
Persistent link: https://www.econbiz.de/10006327465
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