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Stock market closure and intraday stock index futures market volatility: "contagion", bid-ask bias or both?

Fong, Kingsley; Frino, Alex - In: Pacific-Basin finance journal 9 (2001) 3, pp. 219-232

Persistent link: https://www.econbiz.de/10007239552

How much does an Illegal Insider Trade?

Frino, Alex; Satchell, Stephen; Wong, Brad; Zheng, Hui - In: International review of finance 13 (2013) 2, pp. 241-263

Persistent link: https://www.econbiz.de/10010110495

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

Strategic illegal insider trading prior to price sensitive announcements

McInish, Thomas H.; Frino, Alex; Sensenbrenner, Frank - In: Journal of Financial Crime 18 (2011) 3, pp. 247-253

Purpose – Using data for actual insider trading cases prosecuted by the Securities and Exchange Commission, the paper aims to investigate whether insiders trade strategically to avoid detection. Design/methodology/approach – The paper analyzes actual insider trades prior to price sensitive...

Persistent link: https://www.econbiz.de/10014865497

Should macroeconomic information be released during trading breaks in futures markets?

Frino, Alex; Garcia, Michael - In: Journal of Futures Markets 38 (2018) 7, pp. 775-787

Persistent link: https://www.econbiz.de/10012082104

Price discovery in short-term interest rate markets : Futures versus swaps

Frino, Alex; Garcia, Michael - In: Journal of Futures Markets 38 (2018) 10, pp. 1179-1188

Persistent link: https://www.econbiz.de/10012082130