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Impact of Algorithmic Trading...
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2019 Financial Markets & Corporate Governance Conference
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81
Stock market automation and the transmission of information between spot and futures markets
Brailsford, Timothy J.
;
Frino, Alex
;
Hodgson, Allan
; …
- In:
Journal of multinational financial management
9
(
1999
)
3
,
pp. 247-264
Persistent link: https://www.econbiz.de/10007120701
Saved in:
82
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/10007863219
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83
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:
84
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. 501-523
Persistent link: https://www.econbiz.de/10008436395
Saved in:
85
8 Tax Effects on the Pricing of Australian Stock Index Futures
Cummings, James Richard
;
Frino, Alex
- In:
Australian journal of management
33
(
2008
)
2
,
pp. 391-406
Persistent link: https://www.econbiz.de/10008168058
Saved in:
86
Guide for Authors
Frino, Alex
;
Jarnecic, Elvis
;
Zheng, Hui
- In:
Journal of Asian economics
21
(
2010
)
2
,
pp. CO3
Persistent link: https://www.econbiz.de/10008389684
Saved in:
87
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. 298-308
Persistent link: https://www.econbiz.de/10008848942
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88
Derivative use, fund flows and investment manager performance
Frino, Alex
;
Lepone, Andrew
;
Wong, Brad
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 925-934
Persistent link: https://www.econbiz.de/10008884981
Saved in:
89
Volatility and trading activity following changes in the size of futures contracts
Bjursell, Johan
;
Frino, Alex
;
Tse, Yiuman
;
Wang, George H.K.
- In:
Journal of empirical finance
17
(
2010
)
5
,
pp. 967-981
Persistent link: https://www.econbiz.de/10008717987
Saved in:
90
Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange
Frino, Alex
;
Gerace, Dionigi
;
Lepone, Andrew
- In:
Accounting and finance : journal of the Accounting …
48
(
2008
)
4
,
pp. 561-574
Persistent link: https://www.econbiz.de/10008135993
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