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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
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Price discovery in the pits : the role of market makers on the CBOT and the Sydney futures exchange
Frino, Alex; Harris, Frederick H. deB.; McInish, Thomas H. - In: The journal of futures markets 24 (2004) 8, pp. 785-804
Persistent link: https://www.econbiz.de/10002138812
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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
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The propensity for local traders in futures markets to ride losses : evidence of irrational or rational behavior?
Frino, Alex; Johnstone, David; Zheng, Hui - In: Journal of banking & finance 28 (2004) 2, pp. 353-372
Persistent link: https://www.econbiz.de/10001863273
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Volatility and trading activity following changes in the size of futures contracts
Bjursell, Johann; Frino, Alex; Tse, Yiuman; Wang, … - In: Journal of empirical finance 17 (2010) 5, pp. 967-980
Persistent link: https://www.econbiz.de/10009267230
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The relationship between satellite and home market volumes : evidence from cross-listed Singapore futures contracts
Frino, Alex; Harris, Frederick H. deB.; Lepone, Andrew; … - In: Pacific-Basin finance journal 24 (2013), pp. 301-311
Persistent link: https://www.econbiz.de/10010346764
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Large trades and intraday futures price behavior
Frino, Alex; Bjursell, Johan; Wang, George H. K.; … - In: The journal of futures markets 28 (2008) 12, pp. 1147-1181
Persistent link: https://www.econbiz.de/10003773147