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The impact of transaction costs on price discovery : evidence from cross-listed stock index futures contracts
Frino, Alex; West, Andrew - In: Pacific-Basin finance journal 11 (2003) 2, pp. 139-151
Persistent link: https://www.econbiz.de/10001758257
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The intra-day impact of block trades on the Australian stock exchange
Aitken, Michael J. - In: Asia Pacific journal of management : APJM ; a … 11 (1994) 2, pp. 237-253
Persistent link: https://www.econbiz.de/10001174920
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The pricing of stock index futures spreads at contract expiration
Frino, Alex; McKenzie, Michael D. - In: The journal of futures markets 22 (2002) 5, pp. 451-469
Persistent link: https://www.econbiz.de/10001678512
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The propensity for local traders in futures markets to ride losses : evidence of irrational or rational behavior?
Frino, Alex; Johnstone, David; Zheng, Hui - In: Journal of banking & finance 28 (2004) 2, pp. 353-372
Persistent link: https://www.econbiz.de/10001863273
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A note on execution costs for stock index futures : information versus liquidity effects
Berkman, Henk; Brailsford, Timothy J.; Frino, Alex - In: Journal of banking & finance 29 (2005) 3, pp. 565-577
Persistent link: https://www.econbiz.de/10002516846
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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. 73-87
Persistent link: https://www.econbiz.de/10002120370
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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
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Are option traders more informed than Twitter users? : a PVAR analysis
Frino, Alex; Xu, Caihong; Zhou, Z. Ivy - In: The journal of futures markets 42 (2022) 9, pp. 1755-1771
Persistent link: https://www.econbiz.de/10013465812
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Reporting delays and the information content of off-market trades
Frino, Alex; Galati, Luca; Gerace, Dionigi - In: The journal of futures markets 42 (2022) 11, pp. 2053-2067
Persistent link: https://www.econbiz.de/10013465864
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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