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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
Saved in:
2
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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3
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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4
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
Saved in:
5
Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
Saved in:
6
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
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7
Information disclosure and stock liquidity : evidence from Borsa Italiana
Frino, Alex
;
Palumbo, Riccardo
;
Capalbo, Francesco
; …
- In:
Abacus : a journal of accounting, finance and business …
49
(
2013
)
4
,
pp. 423-440
Persistent link: https://www.econbiz.de/10010236031
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8
Accrual-based earnings management in state owned companies : implications for transnational accounting regulation
Capalbo, Francesco
;
Frino, Alex
;
Mollica, Vito
; …
- In:
Accounting, auditing & accountability journal
27
(
2014
)
6
,
pp. 1026-1040
Persistent link: https://www.econbiz.de/10010409830
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9
Transaction fees and trading strategies in financial markets
Frino, Alex
;
Mollica, Vito
;
Romano, Maria Grazia
- In:
Studi economici : rivista quadrimestrale
68
(
2013
)
3
,
pp. 25-49
Persistent link: https://www.econbiz.de/10010513389
Saved in:
10
The impact of limit order anonymity on liquidity: evidence from Paris, Tokyo and Korea
Comerton-Forde, Carole
;
Frino, Alex
;
Mollica, Vito
- In:
Journal of economics & business
57
(
2005
)
6
,
pp. 528-540
Persistent link: https://www.econbiz.de/10003228100
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