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An empirical analysis of price and time priority and pro rata trade execution algorithms in screen-traded markets

Frino, Alex; Hill, Amelia; Jarnecic, Elvis - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 41-48

Persistent link: https://www.econbiz.de/10001500038

Price discovery in the pits : the role of market makers on the CBOT and the Sydney futures exchange

Frino, Alex; Harris, Frederick H. deB.; McInish, Thomas H. - In: The journal of futures markets 24 (2004) 8, pp. 785-804

Persistent link: https://www.econbiz.de/10002138812

Large trades and intraday futures price behavior

Frino, Alex; Bjursell, Johan; Wang, George H. K.; … - In: The journal of futures markets 28 (2008) 12, pp. 1147-1181

Persistent link: https://www.econbiz.de/10003773147

Intraday behavior of market depth in a competitive dealer market : a note

Frino, Alex; Lepone, Andrew; Wearin, Grant - In: The journal of futures markets 28 (2008) 3, pp. 294-307

Persistent link: https://www.econbiz.de/10003699393

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

Explaining investor behavior using an adjective check list

McInish, Thomas H. - In: The journal of socio-economics 20 (1991) 3, pp. 263-275

Persistent link: https://www.econbiz.de/10001114107

Public information arrival and volatility of intraday stock returns

Kalev, Petko S.; Liu, Wai-man; Pham, Peter Kien; … - In: Journal of banking & finance 28 (2004) 6, pp. 1441-1467

Persistent link: https://www.econbiz.de/10002049619

Quantifying Shareholder Losses from Continuous Disclosure Breaches : An Assessment of US Court Methods

Jarnecic, Elvis - 2014

In US securities fraud cases, the Market Model-based event study has been a required component of any calculation of damages. However, in Australia, there is no authority regarding the appropriate method for estimating damages for breaches of continuous disclosure provisions, a branch of...

Persistent link: https://www.econbiz.de/10013061264

An investigation of transactions data for NYSE

Wood, Robert A. - In: The journal of finance : the journal of the American … 40 (1985) 3, pp. 723-739

Persistent link: https://www.econbiz.de/10001006730

Competition, fragmentation, and market quality

McInish, Thomas H. - In: The industrial organization and regulation of the …, (pp. 63-78). 1996

Persistent link: https://www.econbiz.de/10001296747