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The lead-lag relationship between equities and stock index futures markets around information releases
Frino, Alex; Walter, Terry S.; West, Andrew - In: The journal of futures markets 20 (2000) 5, pp. 467-487
Persistent link: https://www.econbiz.de/10001500120
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Stock market closure and intraday stock index futures market volatility : 'contagion', bid-ask bias or both?
Fong, Kingsley; Frino, Alex - In: Pacific-Basin finance journal 9 (2001) 3, pp. 219-232
Persistent link: https://www.econbiz.de/10001585394
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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
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The impact of transaction costs on price discovery : evidence from cross-listed stock index futures contracts
Frino, Alex; West, Andrew - In: Pacific-Basin finance journal 11 (2003) 2, pp. 139-151
Persistent link: https://www.econbiz.de/10001758257
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The pricing of stock index futures spreads at contract expiration
Frino, Alex; McKenzie, Michael D. - In: The journal of futures markets 22 (2002) 5, pp. 451-469
Persistent link: https://www.econbiz.de/10001678512
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A note on execution costs for stock index futures : information versus liquidity effects
Berkman, Henk; Brailsford, Timothy J.; Frino, Alex - In: Journal of banking & finance 29 (2005) 3, pp. 565-577
Persistent link: https://www.econbiz.de/10002516846
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Index arbitrage and the pricing relationship between Australian stock index futures and their underlying shares
Cummings, James Richard; Frino, Alex - In: Accounting and finance : journal of the Accounting … 51 (2011) 3, pp. 661-683
Persistent link: https://www.econbiz.de/10009304060
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Derivative use, fund flows and investment manager performance
Frino, Alex; Lepone, Andrew; Wong, Brad - In: Journal of banking & finance 33 (2009) 5, pp. 925-933
Persistent link: https://www.econbiz.de/10003836457
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Tax effects on the pricing of Australian stock index futures
Cummings, James Richard; Frino, Alex - In: Australian journal of management 33 (2008/09) 2, pp. 391-406
Persistent link: https://www.econbiz.de/10003829031
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Price behaviour surrounding block transactions in stock index futures markets : international evidence
Frino, Alex; Kruk, Jennifer; Lepone, Andrew - In: Asia-Pacific financial markets : integration, …, (pp. 289-303). 2008
Persistent link: https://www.econbiz.de/10003603106