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Impact of Algorithmic Trading...
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Australia
Australien
43
Börsenkurs
40
Share price
40
Securities trading
30
Wertpapierhandel
30
Derivat
19
Derivative
19
Market microstructure
19
Marktmikrostruktur
19
Theorie
19
Theory
19
Bid-ask spread
17
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17
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16
Volatilität
16
Behavioural finance
14
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13
Electronic trading
13
Elektronisches Handelssystem
13
Index futures
13
Index-Futures
13
Ankündigungseffekt
12
Announcement effect
12
Trading volume
12
Handelsvolumen der Börse
11
Liquidity
11
Liquidität
11
Estimation
10
Schätzung
10
Transaction costs
8
Transaktionskosten
8
Market liquidity
7
Marktliquidität
7
Aktienmarkt
6
Asymmetric information
6
Asymmetrische Information
6
Börsenmakler
6
Futures
6
Insider trading
6
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34
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9
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33
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Arbeitspapier
2
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English
43
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Frino, Alex
43
Lepone, Andrew
10
Jarnecic, Elvis
8
Aitken, Michael J.
7
McInish, Thomas H.
4
Johnstone, David
3
Mollica, Vito
3
Segara, Reuben
3
Cummings, James Richard
2
Gerace, Dionigi
2
Lau, Sie-ting
2
Lecce, Steven
2
Sayers, Stuart
2
Zheng, Hui
2
Bortoli, Luke
1
Bortoli, Luke Gareth
1
Cummings, James R.
1
Duffy, Matthew
1
Forrest, Peter
1
Fung, Joseph K. W.
1
Gallagher, David R.
1
Grant, Joel
1
Harris, Frederick H. deB.
1
He, William Peng
1
Hill, Amelia
1
Hill, Amelia M.
1
Kruk, Jennifer
1
Lepone, Grace
1
MacCorry, Michael S.
1
McInish, Thomas G.
1
McKenzie, Michael D.
1
Oetomo, Teddy
1
Oetomo, Teddy N.
1
Peat, Maurice
1
Swan, Peter L.
1
Ting, Lau Sie
1
Tomas, Michael J.
1
Vassallo, Anthony
1
Walter, Terry S.
1
Webb, Robert I.
1
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The journal of futures markets
9
Pacific-Basin finance journal
6
Journal of banking & finance
3
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
2
Working paper series
2
Abacus : a journal of accounting, finance and business studies
1
Advances in Pacific Basin financial markets
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Australasian accounting business and finance journal : AABF
1
Australian journal of management
1
Discussion paper
1
Economics '94 : conference proceedings ; creating jobs by investing in growth
1
Journal of financial services research : JFSR
1
Journal of multinational financial management
1
Review of Pacific Basin financial markets and policies
1
Review of quantitative finance and accounting
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
43
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Opening prices on the ASX and the SES
Frino, Alex
;
Lau, Sie-ting
;
McInish, Thomas G.
- In:
Advances in Pacific Basin financial markets
6
(
2000
),
pp. 71-80
Persistent link: https://www.econbiz.de/10001487707
Saved in:
5
An empirical analysis of the supply of liquidity by locals in futures markets : evidence from the Sydney Futures Exchange
Frino, Alex
;
Jarnecic, Elvis
- In:
Pacific-Basin finance journal
8
(
2000
)
3/4
,
pp. 443-456
Persistent link: https://www.econbiz.de/10001487816
Saved in:
6
Opening prices on the ASX and the SES
McInish, Thomas H.
;
Frino, Alex
;
Lau, Sie-ting
-
1995
Persistent link: https://www.econbiz.de/10000926654
Saved in:
7
The impact of block trades on stock market behaviour : further transaction time analysis
Aitken, Michael J.
;
Frino, Alex
;
Sayers, Stuart
-
1993
Persistent link: https://www.econbiz.de/10000882341
Saved in:
8
Short sales are almost instantaneously bad news : evidence from the Australian Stock Exchange
Aitken, Michael J.
;
Frino, Alex
;
MacCorry, Michael S.
; …
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2205-2223
Persistent link: https://www.econbiz.de/10001251908
Saved in:
9
Execution costs associated with institutional trades on the Australian stock exchange
Aitken, Michael J.
- In:
Pacific-Basin finance journal
4
(
1996
)
1
,
pp. 45-58
Persistent link: https://www.econbiz.de/10001204434
Saved in:
10
The accuracy of the tick test : evidence from the Australian stock exchange
Aitken, Michael J.
- In:
Journal of banking & finance
20
(
1996
)
10
,
pp. 1715-1729
Persistent link: https://www.econbiz.de/10001209652
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