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~isPartOf:"Review of Pacific Basin financial markets and policies"
~isPartOf:"The journal of futures markets"
~person:"Frino, Alex"
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Börsenkurs
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9
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Frino, Alex
Tse, Yiuman
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Review of Pacific Basin financial markets and policies
The journal of futures markets
Pacific-Basin finance journal
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
2
Working paper series
2
25th Australasian Finance and Banking Conference 2012
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ECONIS (ZBW)
9
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1
Reporting delays and the information content of off-market trades
Frino, Alex
;
Galati, Luca
;
Gerace, Dionigi
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2053-2067
Persistent link: https://www.econbiz.de/10013465864
Saved in:
2
Connectivity costs and price efficiency : an event study
Frino, Alex
;
Kovacevic, Ognjen
;
Mollica, Vito
;
Webb, …
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 296-309
Persistent link: https://www.econbiz.de/10012817888
Saved in:
3
Price impact of corporate bond trading : evidence from the australian securities exchange
Frino, Alex
;
Lepone, Andrew
;
Lepone, Grace
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
3
,
pp. 1950020-1-1950020-22
Persistent link: https://www.econbiz.de/10012156159
Saved in:
4
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
Saved in:
5
Are hedgers informed? : an examination of the price impact of large trades in illiquid agricultural futures markets
Frino, Alex
;
Lepone, Andrew
;
Mollica, Vito
;
Zhang, Shunquan
- In:
The journal of futures markets
36
(
2016
)
6
,
pp. 612-622
Persistent link: https://www.econbiz.de/10011568463
Saved in:
6
Does international order flow contribute to price discovery in futures markets?
Frino, Alex
;
Webb, Robert I.
;
Zheng, Hui
- In:
The journal of futures markets
32
(
2012
)
12
,
pp. 1124-1143
Persistent link: https://www.econbiz.de/10009697772
Saved in:
7
Further analysis of the speed of response to large trades in interest rate futures
Cummings, James Richard
;
Frino, Alex
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 705-724
Persistent link: https://www.econbiz.de/10003985081
Saved in:
8
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
Saved in:
9
The lead-lag relationship between equities and stock index futures markets around information releases
Frino, Alex
;
Walter, Terry S.
;
West, Andrew
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 467-487
Persistent link: https://www.econbiz.de/10001500120
Saved in:
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