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The Impact of Co‐Location of Securities Exchanges' and Traders' Computer Servers on Market Liquidity

Frino, Alex; Mollica, Vito; Webb, Robert I. - In: Journal of Futures Markets 34 (2014) 1, pp. 20-33

Persistent link: https://www.econbiz.de/10011006095

How much does an Illegal Insider Trade?

Frino, Alex; Satchell, Stephen; Wong, Brad; Zheng, Hui - In: International Review of Finance 13 (2013) 2, pp. 241-263

Persistent link: https://www.econbiz.de/10010697104

Does International Order Flow Contribute to Price Discovery in Futures Markets?

Frino, Alex; Webb, Robert I.; Zheng, Hui - In: Journal of Futures Markets 32 (2012) 12, pp. 1124-1143

Persistent link: https://www.econbiz.de/10010625429

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

Connectivity costs and price efficiency : An event study

Frino, Alex; Kovacevic, Ognjen; Mollica, Vito; Webb, … - In: Journal of Futures Markets 42 (2021) 2, pp. 296-309

Persistent link: https://www.econbiz.de/10012808308

Derivative use, fund flows and investment manager performance

Frino, Alex; Lepone, Andrew; Wong, Brad - In: Journal of Banking & Finance 33 (2009) 5, pp. 925-933

Prior literature which examines the use of derivatives by investment managers does not discern between different types of derivative trading strategies. This study is the first to examine and gather data on a particular type of derivative trading strategy undertaken by investment managers. We...

Persistent link: https://www.econbiz.de/10005200973

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

Derivative use, fund flows and investment manager performance

Frino, Alex; Lepone, Andrew; Wong, Brad - In: Journal of banking & finance 33 (2009) 5, pp. 925-933

Persistent link: https://www.econbiz.de/10003836457

How much does an illegal insider trade?

Frino, Alex; Satchell, Stephen; Wong, Brad; Zheng, Hui - In: International review of finance 13 (2013) 2, pp. 241-263

Persistent link: https://www.econbiz.de/10009776244

Does international order flow contribute to price discovery in futures markets?

Frino, Alex; Webb, Robert I.; Zheng, Hui - In: The journal of futures markets 32 (2012) 12, pp. 1124-1143

Persistent link: https://www.econbiz.de/10009697772