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Jarnecic, Elvis
13
Frino, Alex
11
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4
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2
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1
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Abacus : a journal of accounting, finance and business studies
2
The journal of futures markets
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in quantitative analysis of finance and accounting : a research annual
1
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1
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OLC EcoSci
ECONIS (ZBW)
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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/10006817616
Saved in:
2
Intraday Returns and the Frequency of Trading at the Ask on the Sydney Futures Exchange: A Research Note
Aitken, Michael
;
Frino, Alex
;
Jarnecic, Elvis
- In:
Abacus : a journal of accounting, finance and business …
33
(
1997
)
2
,
pp. 228
Persistent link: https://www.econbiz.de/10006060123
Saved in:
3
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/10005958402
Saved in:
4
Public information arrival and volatility of intraday stock returns
Kalev, Petko S.
;
Liu, Wai-Man
;
Pham, Peter K.
; …
- In:
Journal of banking & finance
28
(
2004
)
6
,
pp. 1441-1468
Persistent link: https://www.econbiz.de/10005884054
Saved in:
5
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/10007599339
Saved in:
6
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/10008244903
Saved in:
7
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
Persistent link: https://www.econbiz.de/10007103029
Saved in:
8
Limit order book transparency, execution risk, and market liquidity: Evidence from the Sydney Futures Exchange
Bortoli, Luke
;
Frino, Alex
;
Jarnecic, Elvis
;
Johnstone, …
- In:
The journal of futures markets
26
(
2006
)
12
,
pp. 1147-1168
Persistent link: https://www.econbiz.de/10007305376
Saved in:
9
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. 73-88
Persistent link: https://www.econbiz.de/10007027965
Saved in:
10
Bid#8211ask 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/10007227723
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