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1
An empirical analysis of price and time priority and pro rata trade execution algorithms in screen-traded markets
Frino, Alex
;
Hill, Amelia
;
Jarnecic, Elvis
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 41-48
Persistent link: https://www.econbiz.de/10001500038
Saved in:
2
An empirical analysis of the supply of liquidity by locals in futures markets : evidence from the Sydney Futures Exchange
Frino, Alex
;
Jarnecic, Elvis
- In:
Pacific-Basin finance journal
8
(
2000
)
3/4
,
pp. 443-456
Persistent link: https://www.econbiz.de/10001487816
Saved in:
3
Differences in the cost of trade execution services on floor-based and electronic futures markets
Bortoli, Luke Gareth
;
Frino, Alex
;
Jarnecic, Elvis
- In:
Journal of financial services research : JFSR
26
(
2004
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10002120370
Saved in:
4
Activity in futures : does underlying market size relate to futures trading volume?
Frino, Alex
;
Jarnecic, Elvis
;
Zheng, Hui
- In:
Review of quantitative finance and accounting
34
(
2010
)
3
,
pp. 313-325
Persistent link: https://www.econbiz.de/10003970042
Saved in:
5
Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
Frino, Alex
;
Jarnecic, Elvis
;
Johnstone, David
;
Lepone, …
- In:
Pacific-Basin finance journal
13
(
2005
)
3
,
pp. 247-262
Persistent link: https://www.econbiz.de/10002908544
Saved in:
6
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/10003537526
Saved in:
7
The impact of electronic trading on bid-ask spreads : evidence from futures markets in Hong Kong, London, and Sydney
Aitken, Michael J.
;
Frino, Alex
;
Hill, Amelia M.
; …
- In:
The journal of futures markets
24
(
2004
)
7
,
pp. 675-696
Persistent link: https://www.econbiz.de/10002108815
Saved in:
8
An event time study of the price reaction to large retail trades
Frino, Alex
;
Jarnecic, Elvis
;
Lepone, Andrew
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
2
,
pp. 617-632
Persistent link: https://www.econbiz.de/10003852644
Saved in:
9
Local trader profitability in futures markets : liquidity and position taking profits
Frino, Alex
;
Jarnecic, Elvis
;
Feletto, Roger
- In:
The journal of futures markets
30
(
2010
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003962216
Saved in:
10
The option value of the limit order book
Frino, Alex
;
Jarnecic, Elvis
;
McInish, Thomas H.
- In:
Advances in quantitative analysis of finance and …
3
(
2006
),
pp. 57-71
Persistent link: https://www.econbiz.de/10009924736
Saved in:
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