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~language:"eng"
~person:"Chiarella, Carl"
~person:"Frino, Alex"
~subject:"Australia"
~subject:"Stochastic process"
~subject:"Volatility"
~type_genre:"Article in journal"
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Australia
Stochastic process
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Theorie
64
Theory
64
Australien
42
Börsenkurs
32
Share price
32
Securities trading
29
Wertpapierhandel
29
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26
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20
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20
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18
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Chiarella, Carl
Frino, Alex
Gupta, Rangan
155
Faff, Robert W.
113
Bouri, Elie
89
Ma, Feng
87
McAleer, Michael
85
Wooden, Mark
85
Bahmani-Oskooee, Mohsen
84
Burgess, John
83
Brooks, Robert
82
Miller, Paul W.
79
Hammoudeh, Shawkat
65
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64
Tiwari, Aviral Kumar
62
Dixon, Peter B.
61
Worthington, Andrew Charles
58
Smyth, Russell
56
Kang, Sang Hoon
53
Valadkhani, Abbas
52
Bollerslev, Tim
51
Creedy, John
50
Leigh, Andrew
50
McMillan, David G.
50
Hunter, Boyd H.
49
Narayan, Paresh Kumar
49
Wohar, Mark E.
49
Mensi, Walid
48
Xuan Vinh Vo
46
Caporale, Guglielmo Maria
44
Freebairn, John William
44
Kumar, Dilip
44
Wang, Yudong
44
Gil-Alaña, Luis A.
43
Fabozzi, Frank J.
42
Pierdzioch, Christian
41
Quiggin, John C.
41
Apergēs, Nikolaos
40
Escudero, Laureano F.
40
Saunders, Peter
40
Zhang, Yaojie
40
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The journal of futures markets
12
Pacific-Basin finance journal
9
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
International journal of theoretical and applied finance
4
Advances in Pacific Basin financial markets
3
Applied mathematical finance
3
Journal of banking & finance
3
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Asia-Pacific financial markets
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Australasian accounting business and finance journal : AABF
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Journal of economic dynamics & control
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Advances in quantitative analysis of finance and accounting : a research annual
1
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Australian journal of management
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1
Journal of economic behavior & organization : JEBO
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1
Journal of international financial markets, institutions & money
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Journal of multinational financial management
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Review of Pacific Basin financial markets and policies
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Review of quantitative finance and accounting
1
The journal of computational finance
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Xiang gang jing ji xue hui hui kan : annual publ. of the Hong Kong Economic Assoc.
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ECONIS (ZBW)
67
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1
Are option traders more informed than Twitter users? : a PVAR analysis
Frino, Alex
;
Xu, Caihong
;
Zhou, Z. Ivy
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1755-1771
Persistent link: https://www.econbiz.de/10013465812
Saved in:
2
Algorithmic trading in turbulent markets
Zhou, Hao
;
Kalev, Petko S.
;
Frino, Alex
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012491255
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
The impact of latency sensitive trading on high frequency arbitrage opportunities
Frino, Alex
;
Mollica, Vito
;
Webb, Robert I.
;
Zhang, Shunquan
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 91-102
Persistent link: https://www.econbiz.de/10011800821
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
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
7
Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
Tô, Thuy-Duong
- In:
Journal of empirical finance
37
(
2016
),
pp. 59-78
Persistent link: https://www.econbiz.de/10011662911
Saved in:
8
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
Saved in:
9
The impact of co-location of securities exchanges' and traders' computer servers on market liquidity
Frino, Alex
;
Mollica, Vito
;
Webb, Robert I.
- In:
The journal of futures markets
34
(
2014
)
1
,
pp. 20-33
Persistent link: https://www.econbiz.de/10010254959
Saved in:
10
The pricing and efficiency of Australian treasury bond futures
Frino, Alex
;
He, William Peng
;
Lepone, Andrew
- In:
Australasian accounting business and finance journal : AABF
8
(
2014
)
2
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010520035
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