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Asymmetric price behaviour surrounding block trades : a market microstructure explanation

Frino, Alex (contributor); Mollica, Vito (contributor); … - 2003 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001767506

The Sensitivity of Trading to the Cost of Information

Frino, Alex - 2020

This study examines the impact of changes in data feed pricing schedules on the price discovery between competing venues, as espoused by Cespa & Foucault (2014). We utilize three exogenous events stemming from a staggered increase in the data feed price that transpired on the Chicago Mercantile...

Persistent link: https://www.econbiz.de/10012841242

Reporting delays and the information content of off-market trades

Frino, Alex; Galati, Luca; Gerace, Dionigi - In: The journal of futures markets 42 (2022) 11, pp. 2053-2067

Persistent link: https://www.econbiz.de/10013465864

Anonymity, stealth trading, and the information content of broker identity

Frino, Alex; Johnstone, David; Zheng, Hui - In: The financial review : the official publication of the … 45 (2010) 3, pp. 501-522

Persistent link: https://www.econbiz.de/10009374253

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

Does information asymmetry predict audit fees?

Frino, Alex; Palumbo, Riccardo; Rosati, Pierangelo - In: Accounting and finance 63 (2023) 2, pp. 2597-2619

Persistent link: https://www.econbiz.de/10014302110