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Do trading rules impact on market efficiency? : A comparison of opening procedures on the Australian and Jakarta Stock Exchanges
Comerton-Forde, Carole, (1999)
Determinants of the decision to submit market or limit orders on the ASX
Verhoeven, Peter, (2004)
Trading in Fragmented Markets
Baldauf, Markus, (2019)
Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
Frino, Alex, (2005)
An event time study of the price reaction to large retail trades
Frino, Alex, (2009)
An empirical analysis of price and time priority and pro rata trade execution algorithms in screen-traded markets
Frino, Alex, (2000)