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Impact of Algorithmic Trading...
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Börsenkurs
Australia
43
Australien
43
Share price
40
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30
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30
Derivat
19
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19
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19
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19
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19
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19
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17
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16
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14
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Frino, Alex
40
Mollica, Vito
8
Lepone, Andrew
7
Webb, Robert I.
6
Zheng, Hui
5
Aitken, Michael J.
4
McInish, Thomas H.
4
Aspris, Angelo
3
Gerace, Dionigi
3
Romano, Maria Grazia
3
Zhang, Shunquan
3
Cummings, James Richard
2
Lau, Sie-ting
2
Prodromou, Tina
2
Sayers, Stuart
2
Wang, George H. K.
2
West, Andrew
2
Zhou, Zeyang
2
Cummings, James R.
1
Flint, Anthony
1
Foley, Sam
1
Foley, Sean
1
Galati, Luca
1
Gaudiosi, Robert
1
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1
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Kalev, Petko S.
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Palumbo, Riccardo
1
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1
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The journal of futures markets
8
Pacific-Basin finance journal
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
2
Working paper series
2
27th Australasian Finance and Banking Conference 2014 Paper
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in Pacific Basin financial markets
1
Asia-Pacific financial markets : integration, innovation and challenges
1
Australasian accounting business and finance journal : AABF
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International review of financial analysis
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Studi economici : rivista quadrimestrale
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1
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1
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ECONIS (ZBW)
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1
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
Saved in:
2
Price discovery in Bitcoin spot or futures? : the jury is out
Frino, Alex
;
Gaudiosi, Robert
;
Webb, Robert I.
;
Zhou, Zeyang
-
2025
Persistent link: https://www.econbiz.de/10015376617
Saved in:
3
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:
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
Opening prices on the ASX and the SES
McInish, Thomas H.
;
Frino, Alex
;
Lau, Sie-ting
-
1995
Persistent link: https://www.econbiz.de/10000926654
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6
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:
7
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:
8
Consensus analysts' earnings forecasts and security returns
Aitken, Michael J.
- In:
Asia Pacific journal of management : APJM ; a …
13
(
1996
)
2
,
pp. 101-110
Persistent link: https://www.econbiz.de/10001212621
Saved in:
9
The impact of transaction costs on price discovery : evidence from cross-listed stock index futures contracts
Frino, Alex
;
West, Andrew
- In:
Pacific-Basin finance journal
11
(
2003
)
2
,
pp. 139-151
Persistent link: https://www.econbiz.de/10001758257
Saved in:
10
The intra-day impact of block trades on the Australian stock exchange
Aitken, Michael J.
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 237-253
Persistent link: https://www.econbiz.de/10001174920
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