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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

The effect of algorithmic trading on market liquidity : evidence around earnings announcements on Borsa Italiana

Frino, Alex; Mollica, Vito; Monaco, Eleonora; Palumbo, … - In: Pacific-Basin finance journal 45 (2017), pp. 82-90

Persistent link: https://www.econbiz.de/10011800818

The impact of limit order anonymity on liquidity: evidence from Paris, Tokyo and Korea

Comerton-Forde, Carole; Frino, Alex; Mollica, Vito - In: Journal of economics & business 57 (2005) 6, pp. 528-540

Persistent link: https://www.econbiz.de/10003228100

The liquidity of automated exchanges : new evidence from German Bund futures

Frino, Alex; McInish, Thomas H.; Toner, Martin - In: Journal of international financial markets, … 8 (1998) 3/4, pp. 225-241

Persistent link: https://www.econbiz.de/10001445739

The impact of market maker copetition on market quality : evidence from an options exchange

Aspris, Angelo; Frino, Alex; Lepone, Andrew - In: Australasian accounting business and finance journal : AABF 6 (2012) 5, pp. 23-46

Persistent link: https://www.econbiz.de/10010244999

The impact of trading halts on liquidity and price volatility : evidence from the Australian stock exchange

Frino, Alex; Lecce, Steven; Segara, Reuben - In: Pacific-Basin finance journal 19 (2011) 3, pp. 298-307

Persistent link: https://www.econbiz.de/10009271683

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

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

The Impact of Trading Halts on Liquidity and Price Volatility : Evidence From the Australian Stock Exchange

Frino, Alex - 2020

This study examines market behaviour around trading halts associated with information releases on the Australian Stock Exchange, which operates an open electronic limit order book. Using the Lee, Ready and Seguin (1994) pseudo-halt methodology, we find trading halts increase both volume and...

Persistent link: https://www.econbiz.de/10012835133

The effect of media coverage on target firms' trading activity and liquidity around domestic acquisition announcements : evidence from UK

Gorman, Louise; Lynn, Theo; Monaco, Eleonora; Palumbo, … - In: The European journal of finance 27 (2021) 14, pp. 1392-1412

Persistent link: https://www.econbiz.de/10012653107