Similar Search Results

The Impact of HFT on the Speed of Adjustment to New Information : Evidence from Interest Rate Derivatives

Frino, Alex - 2020

This study investigates the impact of HFT on the intraday speed of adjustment and price discovery following scheduled macroeconomic announcements for interest rate derivatives. Our results demonstrate that the speed of adjustment to new information has been improved for both interest rate...

Persistent link: https://www.econbiz.de/10012850281

Commonality in liquidity across international borders : evidence from futures markets

Frino, Alex; Mollica, Vito; Zhou, Zeyang - In: The journal of futures markets 34 (2014) 8, pp. 807-818

Persistent link: https://www.econbiz.de/10010507935

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

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

How do we boost savings and investment?

Frino, Alex - In: Economics '94 : conference proceedings ; creating jobs …, (pp. 63-71). 1994

Persistent link: https://www.econbiz.de/10001291764

Il futuro dell'Italia : un punto di vista esterno sull'economia

Frino, Alex - 2020

Persistent link: https://www.econbiz.de/10012250804

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

The lead-lag relationship between equities and stock index futures markets around information releases

Frino, Alex; Walter, Terry S.; West, Andrew - In: The journal of futures markets 20 (2000) 5, pp. 467-487

Persistent link: https://www.econbiz.de/10001500120

Life in the pits: competitive market making and inventory control - further Australian evidence

Frino, Alex; Forrest, Peter; Duffy, Matthew - In: Journal of multinational financial management 9 (1999) 3/4, pp. 373-385

Persistent link: https://www.econbiz.de/10001506205

The liquidity of automated exchanges : new evidence from German Bund futures

Frino, Alex; McInish, Thomas H.; Toner, Martin - In: Journal of international financial markets, … 8 (1998) 3/4, pp. 225-241

Persistent link: https://www.econbiz.de/10001445739