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Information disclosure and stock liquidity : evidence from Borsa Italiana

Frino, Alex; Palumbo, Riccardo; Capalbo, Francesco; … - In: Abacus : a journal of accounting, finance and business … 49 (2013) 4, pp. 423-440

Persistent link: https://www.econbiz.de/10010236031

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

Asymmetry in the Permanent Price Impact of Block Purchases and Sales : Theory and Empirical Evidence

Frino, Alex - 2012

This paper extends previous research which has examined the market impact of large transactions in bull and bear markets by examining the information eff ects of trades. Previous research has demonstrated that the information effects of buy trades are greater than the information eff ects of...

Persistent link: https://www.econbiz.de/10013100806

Intraday futures market behaviour around major scheduled macroeconomic announcements : Australian evidence

Frino, Alex; Hill, Amelia - In: Journal of banking & finance 25 (2001) 7, pp. 1319-1337

Persistent link: https://www.econbiz.de/10001586896

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

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

Informed trading, flow toxucity and the impact on intraday trading factors

Wang Chun Wei; Gerace, Dionigi; Frino, Alex - In: Australasian accounting business and finance journal : AABF 7 (2013) 2, pp. 3-24

Persistent link: https://www.econbiz.de/10010246991

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

Short-sales constraints and market quality : evidence from the 2008 short-sales bans

Frino, Alex; Lecce, Steven; Lepone, Andrew - In: International review of financial analysis 20 (2011) 4, pp. 225-236

Persistent link: https://www.econbiz.de/10009295682

An event time study of the price reaction to large retail trades

Frino, Alex; Jarnecic, Elvis; Lepone, Andrew - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 617-632

Persistent link: https://www.econbiz.de/10003852644