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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
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Activity in futures : does underlying market size relate to futures trading volume?
Frino, Alex; Jarnecic, Elvis; Zheng, Hui - In: Review of quantitative finance and accounting 34 (2010) 3, pp. 313-325
Persistent link: https://www.econbiz.de/10003970042
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Limit order book, anonymity and market liquidity : evidence from the Sydney Futures Exchange
Frino, Alex; Gerace, Dionigi; Lepone, Andrew - In: Accounting and finance : journal of the Accounting … 48 (2008) 4, pp. 561-573
Persistent link: https://www.econbiz.de/10003782214
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Transactions in futures markets : informed or uninformed?
Frino, Alex; Kruk, Jennifer; Lepone, Andrew - In: The journal of futures markets 27 (2007) 12, pp. 1159-1174
Persistent link: https://www.econbiz.de/10003627175
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The house money effect and local tradors on the Sydney futures exchange
Frino, Alex; Grant, Joel; Johnstone, David - In: Pacific-Basin finance journal 16 (2008) 1/2, pp. 8-25
Persistent link: https://www.econbiz.de/10003708817
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The impact of latency sensitive trading on high frequency arbitrage opportunities
Frino, Alex; Mollica, Vito; Webb, Robert I.; Zhang, Shunquan - In: Pacific-Basin finance journal 45 (2017), pp. 91-102
Persistent link: https://www.econbiz.de/10011800821