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~subject:"Marktmikrostruktur"
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Derivative use, fund flows and...
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Marktmikrostruktur
Australia
56
Australien
56
Börsenkurs
55
Share price
55
Securities trading
43
Wertpapierhandel
43
Market microstructure
27
Bid-ask spread
26
Derivat
26
Derivative
26
Geld-Brief-Spanne
26
Theorie
25
Theory
25
Index futures
18
Index-Futures
18
Volatility
18
Volatilität
18
Behavioural finance
17
Electronic trading
17
Elektronisches Handelssystem
17
Liquidity
17
Anlageverhalten
16
Estimation
15
Liquidität
15
Schätzung
15
Asymmetric information
14
Asymmetrische Information
14
Aktienmarkt
12
Ankündigungseffekt
12
Announcement effect
12
Market liquidity
12
Marktliquidität
12
Option trading
12
Optionsgeschäft
12
Stock market
12
Trading volume
12
Börsenhandel
11
Börsenmakler
11
Financial market regulation
11
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Free
9
Undetermined
4
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Article
21
Book / Working Paper
5
Type of publication (narrower categories)
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Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Non-commercial literature
1
Working Paper
1
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Language
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English
26
Author
All
Frino, Alex
19
Lepone, Andrew
12
Gerace, Dionigi
3
Webb, Robert I.
3
Zheng, Hui
3
Galati, Luca
2
He, William Peng
2
Jarnecic, Elvis
2
Johnstone, David
2
Yang, Jin Young
2
Aspris, Angelo
1
Benenchia, Matteo
1
Berkman, Henk
1
Brailsford, Timothy J.
1
Duffy, Matthew
1
Fong, Kingsley
1
Forrest, Peter
1
Gaudiosi, Robert
1
Kalev, Petko S.
1
Kruk, Jennifer
1
Mollica, Vito
1
Palumbo, Riccardo
1
Rosati, Pierangelo
1
Walter, Terry S.
1
Wang Chun Wei
1
Wei, Wang Chun
1
West, Andrew
1
Wong, Jin Boon
1
Yang, Young Jin
1
Yang, Zhini
1
Zhou, Hao
1
Zhou, Zeyang
1
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Institution
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Centre for Analytical Finance <Århus>
1
Published in...
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Pacific-Basin finance journal
6
Australasian accounting business and finance journal : AABF
3
The journal of futures markets
3
Journal of banking & finance
2
Abacus : a journal of accounting, finance and business studies
1
Accounting and finance
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of multinational financial management
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
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ECONIS (ZBW)
26
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1
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
Saved in:
2
Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
Frino, Alex
;
Jarnecic, Elvis
;
Johnstone, David
;
Lepone, …
- In:
Pacific-Basin finance journal
13
(
2005
)
3
,
pp. 247-262
Persistent link: https://www.econbiz.de/10002908544
Saved in:
3
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
Saved in:
4
The determinants of the price impact of block trades : further evidence
Frino, Alex
;
Jarnecic, Elvis
;
Lepone, Andrew
- In:
Abacus : a journal of accounting, finance and business …
43
(
2007
)
1
,
pp. 94-106
Persistent link: https://www.econbiz.de/10003537526
Saved in:
5
The pricing and efficiency of Australian treasury bond futures
Frino, Alex
;
He, William Peng
;
Lepone, Andrew
- In:
Australasian accounting business and finance journal : AABF
8
(
2014
)
2
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010520035
Saved in:
6
Informational role of market makers : the case of exchange traded CFDs
Lepone, Andrew
;
Yang, Young Jin
- In:
Journal of empirical finance
23
(
2013
),
pp. 84-92
Persistent link: https://www.econbiz.de/10010221775
Saved in:
7
The impact of a pro-rata algorithm on liquidity : evidence from the NYSE LIFFE
Lepone, Andrew
;
Yang, Jin Young
- In:
The journal of futures markets
32
(
2012
)
7
,
pp. 660-682
Persistent link: https://www.econbiz.de/10010218792
Saved in:
8
Determinants of liquidity and execution probability in exchange operated dark pool : evidence from the Australian Securities Exchange
He, William Peng
;
Lepone, Andrew
- In:
Pacific-Basin finance journal
30
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010495691
Saved in:
9
Pseudo market-makers, market quality and the minimum tick size
Lepone, Andrew
;
Wong, Jin Boon
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 88-100
Persistent link: https://www.econbiz.de/10011740107
Saved in:
10
Price discovery in China's Crude Oil derivatives market
Yang, Zhini
;
Lepone, Andrew
-
2025
Persistent link: https://www.econbiz.de/10015376686
Saved in:
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