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Trading volume
Theorie
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38
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Frino, Alex
12
Jarnecic, Elvis
3
Lepone, Andrew
3
Mollica, Vito
3
Gerace, Dionigi
2
Romano, Maria Grazia
2
Tse, Yiuman
2
Wang, George H. K.
2
Zheng, Hui
2
Bjursell, Johan
1
Bjursell, Johann
1
Capalbo, Francesco
1
Harris, Frederick H. deB.
1
Hill, Amelia
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Lecce, Steven
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Palumbo, Riccardo
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Abacus : a journal of accounting, finance and business studies
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Pacific-Basin finance journal
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Review of Quantitative Finance and Accounting
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Review of quantitative finance and accounting
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
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/10010867639
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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