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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
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An empirical analysis of the supply of liquidity by locals in futures markets : evidence from the Sydney Futures Exchange
Frino, Alex; Jarnecic, Elvis - In: Pacific-Basin finance journal 8 (2000) 3/4, pp. 443-456
Persistent link: https://www.econbiz.de/10001487816
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Public information arrival and volatility of intraday stock returns
Kalev, Petko S.; Liu, Wai-Man; Pham, Peter K.; … - In: Journal of banking & finance 28 (2004) 6, pp. 1441-1468
Persistent link: https://www.econbiz.de/10005884054
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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/10007599339
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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/10008244903
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International equity funds, performance, and investor flows: Australian evidence
Gallagher, David R.; Jarnecic, Elvis - In: Journal of multinational financial management 14 (2004) 1, pp. 81
Persistent link: https://www.econbiz.de/10007103029
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Limit order book transparency, execution risk, and market liquidity: Evidence from the Sydney Futures Exchange
Bortoli, Luke; Frino, Alex; Jarnecic, Elvis; Johnstone, … - In: The journal of futures markets 26 (2006) 12, pp. 1147-1168
Persistent link: https://www.econbiz.de/10007305376
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Differences in the Cost of Trade Execution Services on Floor-Based and Electronic Futures Markets
Bortoli, Luke Gareth; Frino, Alex; Jarnecic, Elvis - In: Journal of financial services research : JFSR 26 (2004) 1, pp. 73-88
Persistent link: https://www.econbiz.de/10007027965
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Bid#8211ask 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/10007227723
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The option value of the limit order book
Frino, Alex; Jarnecic, Elvis; McInish, Thomas H. - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 57-71
Persistent link: https://www.econbiz.de/10009924736