Similar Search Results

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

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

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

International equity funds, performance, and investor flows: Australian evidence

Gallagher, David R.; Jarnecic, Elvis - In: Journal of multinational financial management 14 (2004) 1, pp. 81-95

Persistent link: https://www.econbiz.de/10001868584

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

Public information arrival and volatility of intraday stock returns

Kalev, Petko S.; Liu, Wai-man; Pham, Peter Kien; … - In: Journal of banking & finance 28 (2004) 6, pp. 1441-1467

Persistent link: https://www.econbiz.de/10002049619

Quantifying Shareholder Losses from Continuous Disclosure Breaches : An Assessment of US Court Methods

Jarnecic, Elvis - 2014

In US securities fraud cases, the Market Model-based event study has been a required component of any calculation of damages. However, in Australia, there is no authority regarding the appropriate method for estimating damages for breaches of continuous disclosure provisions, a branch of...

Persistent link: https://www.econbiz.de/10013061264

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

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

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/10003424663