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An empirical analysis of price and time priority and pro rata trade execution algorithms in screen-traded markets
Frino, Alex; Hill, Amelia; Jarnecic, Elvis - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 41-48
Persistent link: https://www.econbiz.de/10001500038
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Differences in the cost of trade execution services on floor-based and electronic futures markets
Bortoli, Luke Gareth; Frino, Alex; Jarnecic, Elvis - In: Journal of financial services research : JFSR 26 (2004) 1, pp. 73-87
Persistent link: https://www.econbiz.de/10002120370
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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/10002108815
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Local trader profitability in futures markets : liquidity and position taking profits
Frino, Alex; Jarnecic, Elvis; Feletto, Roger - In: The journal of futures markets 30 (2010) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10003962216