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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
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Price discovery in Bitcoin spot or futures? : the jury is out
Frino, Alex; Gaudiosi, Robert; Webb, Robert I.; Zhou, Zeyang - 2025
Persistent link: https://www.econbiz.de/10015376617
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Impact of algorithmic trading on speed of adjustment to new information : Evidence from interest rate derivatives
Frino, Alex; Garcia, Michael; Zhou, Zeyang - In: Journal of Futures Markets 40 (2020) 5, pp. 749-760
Persistent link: https://www.econbiz.de/10012189131
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The sensitivity of trading to the cost of information
Frino, Alex; Kovačević, Ognjen; Mollica, Vito; Webb, … - In: Journal of Futures Markets 40 (2020) 10, pp. 1631-1644
Persistent link: https://www.econbiz.de/10012273042
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The impact of commodity benchmarks on derivatives markets : the case of the dated Brent assessment and Brent futures
Frino, Alex; Ibikunle, Gbenga; Mollica, Vito; Steffen, Tom - In: Journal of banking & finance 95 (2018), pp. 27-43
Persistent link: https://www.econbiz.de/10011966695
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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
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The effect of algorithmic trading on market liquidity : evidence around earnings announcements on Borsa Italiana
Frino, Alex; Mollica, Vito; Monaco, Eleonora; Palumbo, … - In: Pacific-Basin finance journal 45 (2017), pp. 82-90
Persistent link: https://www.econbiz.de/10011800818
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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
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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
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The impact of CEO narcissism on earnings management
Capalbo, Francesco; Frino, Alex; Lim, Ming Ying; … - In: Abacus : a journal of accounting, finance and business … 54 (2018) 2, pp. 210-226
Persistent link: https://www.econbiz.de/10011965529