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Frino, Alex
62
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14
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11
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6
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5
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5
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The journal of futures markets
11
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
10
Journal of banking & finance
7
Pacific-Basin finance journal
6
Abacus : a journal of accounting, finance and business studies
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
2
Australian journal of management
2
Journal of multinational financial management
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of finance : the journal of the American Finance Association
2
The journal of portfolio management : a publication of Institutional Investor
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
International review of finance
1
International review of financial analysis
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Journal of Asian economics
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OLC EcoSci
ECONIS (ZBW)
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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 and business
57
(
2005
)
6
,
pp. 528-540
Persistent link: https://www.econbiz.de/10005919970
Saved in:
2
The accuracy of the tick test: Evidence from the Australian stock exchange
Aitken, M.
;
Frino, A.
- In:
Journal of banking & finance
20
(
1996
)
10
,
pp. 1715-1730
Persistent link: https://www.econbiz.de/10005908538
Saved in:
3
The Pricing of Stock Index Futures Spreads at Contract Expiration
Frino, Alex
;
McKenzie, Michael D.
- In:
The journal of futures markets
22
(
2002
)
5
,
pp. 451-470
Persistent link: https://www.econbiz.de/10006828297
Saved in:
4
The Lead-Lag Relationship between Equities and Stock Index Futures Markets around Information Releases
Frino, Alex
;
Walter, Terry
;
West, Andrew
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 467-488
Persistent link: https://www.econbiz.de/10006838400
Saved in:
5
Slippage in futures markets: Evidence from the Sydney Futures Exchange
Frino, Alex
;
Oetomo, Teddy
- In:
The journal of futures markets
25
(
2005
)
12
,
pp. 1129-1146
Persistent link: https://www.econbiz.de/10006811226
Saved in:
6
Price Discovery in the Pits: The Role of Market Makers on the CBOT and the Sydney Futures Exchange
Frino, Alex
;
Harris, Frederick H.deb
;
Mcinish, Thomas H.
; …
- In:
The journal of futures markets
24
(
2004
)
8
,
pp. 785
Persistent link: https://www.econbiz.de/10006817214
Saved in:
7
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
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8
THE MARKET - Index Design and Implications for Index Tracking
Frino, Alex
;
Gallagher, David R.
;
Neubert, Albert S.
; …
- In:
The journal of portfolio management : a publication of …
30
(
2004
)
2
,
pp. 89-95
Persistent link: https://www.econbiz.de/10006552194
Saved in:
9
EQUITY PORTFOLIO MANAGEMENT - Tracking S&P 500 Index Funds - Although index funds have grown significantly in the 1990s, empirical research concerning these passive investment offerings is surprisingly scarce. While the theory and objectives of an index strategy are both simple and well known, potential difficulties arise for index managers attempting to replicate the returns of the target ...
Frino, Alex
;
Gallagher, David R.
- In:
The journal of portfolio management : a publication of …
28
(
2001
)
1
,
pp. 44-55
Persistent link: https://www.econbiz.de/10006562480
Saved in:
10
SHORTER PAPERS - Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange
Aitken, Michael J.
;
Frino, Alex
;
McCorry, Michael S.
; …
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2205-2224
Persistent link: https://www.econbiz.de/10006568293
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