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The journal of futures markets
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2019 Financial Markets & Corporate Governance Conference
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1
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ECONIS (ZBW)
21
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1
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
Saved in:
2
Limit order book transparency, execution risk, and market liquidity : evidence from the Sydney futures exchange
Bortoli, Luke
;
Frino, Alex
;
Fung, Joseph K. W.
; …
- In:
The journal of futures markets
26
(
2006
)
12
,
pp. 1147-1167
Persistent link: https://www.econbiz.de/10003392008
Saved in:
3
Algorithmic trading, liquidity, and price discovery : an intraday analysis of the SPI 200 futures
Viljoen, Tina
;
Westerholm, P. Joakim
;
Zheng, Hui
- In:
The financial review : the official publication of the …
49
(
2014
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10010363593
Saved in:
4
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
Saved in:
5
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:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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