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The effect of algorithmic trading on market liquidity : evidence around earnings announcements on Borsa Italiana

Frino, Alex; Mollica, Vito; Monaco, Eleonora; Palumbo, … - In: Pacific-Basin finance journal 45 (2017), pp. 82-90

Persistent link: https://www.econbiz.de/10011800818

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

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

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

Asymmetry in the Permanent Price Impact of Block Purchases and Sales : Theory and Empirical Evidence

Frino, Alex - 2012

This paper extends previous research which has examined the market impact of large transactions in bull and bear markets by examining the information eff ects of trades. Previous research has demonstrated that the information effects of buy trades are greater than the information eff ects of...

Persistent link: https://www.econbiz.de/10013100806

Market behavior of institutional investors around bankruptcy announcements

Frino, Alex; Jones, Stewart; Lepone, Andrew; Wong, Jin Boon - In: Journal of business finance & accounting : JBFA 41 (2014) 1/2, pp. 270-295

Persistent link: https://www.econbiz.de/10010336538

Short-sales constraints and market quality : evidence from the 2008 short-sales bans

Frino, Alex; Lecce, Steven; Lepone, Andrew - In: International review of financial analysis 20 (2011) 4, pp. 225-236

Persistent link: https://www.econbiz.de/10009295682

The house money effect and local tradors on the Sydney futures exchange

Frino, Alex; Grant, Joel; Johnstone, David - In: Pacific-Basin finance journal 16 (2008) 1/2, pp. 8-25

Persistent link: https://www.econbiz.de/10003708817

An empirical analysis of algorithmic trading around earnings announcements

Frino, Alex; Prodromou, Tina; Wang, George H. K.; … - In: Pacific-Basin finance journal 45 (2017), pp. 34-51

Persistent link: https://www.econbiz.de/10011800806

Investor characteristics and the disposition effect

Frino, Alex; Lepone, Grace; Wright, Danika - In: Pacific-Basin finance journal 31 (2015), pp. 1-12

Persistent link: https://www.econbiz.de/10011471494