Browsing by Author Frino, Alessandro (Alex)

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Issue DateTitleAuthor(s)Citation
2010Activity in futures: does underlying market size relate to futures trading volume?Frino, Alessandro (Alex); Jarnecic, Elvis; Zheng, Hui; Finance; Finance; FinanceActivity in futures: does underlying market size relate to futures trading volume?, Review of Quantitative Finance and Accounting, vol.34, 3,pp 313-325
2010Anonymity, Stealth Trading and the Information Content of Broker IdentityFrino, Alessandro (Alex); Johnstone, David; Zheng, Hui; Finance; Finance; FinanceAnonymity, Stealth Trading and the Information Content of Broker Identity, The Financial Review, vol.45, 3,pp 501-522
2004Bid-ask bounce and the measurement of price behaviour around block trades on the Australian StockFrino, Alessandro (Alex); Jarnecic, Elvis; Johnstone, David; Lepone, Andrew; Finance; Finance; Finance; FinanceBid-ask bounce and the measurement of price behaviour around block trades on the Australian Stock, Electronic Proceedings of European Financial Management Association Annual Meeting, vol.N/A,(),2004,pp 1-16
2005Bid-ask bounce and the measurement of price behaviour around block trades on the Australian Stock ExchangeFrino, Alessandro (Alex); Jarnecic, Elvis; Johnstone, David; Lepone, Andrew; Finance; Finance; Finance; FinanceBid-ask bounce and the measurement of price behaviour around block trades on the Australian Stock Exchange, Pacific-Basin Finance Journal, vol.13,(3),2005,pp 247-262
2006BID-ASK SPREADS UNDER AUCTION AND SPECIALIST MARKET STRUCTURES: EVIDENCE FROM THE ITALIAN BOURSEFrino, Alessandro (Alex); Lepone, Andrew; Gerace, Dionigi; Finance; FinanceBID-ASK SPREADS UNDER AUCTION AND SPECIALIST MARKET STRUCTURES: EVIDENCE FROM THE ITALIAN BOURSE, EFMA 2006 Electronic Proceedings Papers, vol.http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL,(),2006,pp N/A-N/A
2005Closing call auctions and liquidityComerton-Forde, Carole; Frino, Alessandro (Alex); Aitken, Michael J.; Finance; FinanceClosing call auctions and liquidity, Accounting and Finance, vol.45,(4),2005,pp 501-518
2004Commonality in liquidity: Evidence from the Australian Stock ExchangeFabre, Joel; Frino, Alessandro (Alex); Finance; FinanceCommonality in liquidity: Evidence from the Australian Stock Exchange, Accounting and Finance, vol.44,(3),2004,pp 357-368
2009Derivative use, fund flows and investment manager performanceFrino, Alessandro (Alex); Lepone, Andrew; Wong, Bradley; Finance; Finance; FinanceDerivative use, fund flows and investment manager performance, Journal of Banking and Finance, vol.33,(5),2009,pp 925-933
2007The Determinants of the Price Impact of Block Trades: Further EvidenceFrino, Alessandro (Alex); Jarnecic, Elvis; Lepone, Andrew; Finance; Finance; FinanceThe Determinants of the Price Impact of Block Trades: Further Evidence, Abacus: a Journal of Accounting, Finance and Business Studies, vol.43, 1, 2007,pp 94-106
2004Differences in the Cost of Trade Execution Services on Floor-Based and Electronic Futures MarketsBortoli, Luke; Frino, Alessandro (Alex); Jarnecic, Elvis; Finance; Finance; FinanceDifferences in the Cost of Trade Execution Services on Floor-Based and Electronic Futures Markets, Journal of Financial Services Research, vol.26,(1),2004,pp 73-87
2014Does Insider Trading Explain Price Run-Up Ahead of Takeover Announcements?Aspris, Angelo; Foley, Sean; Frino, Alessandro (Alex); Finance; Finance; FinanceDoes Insider Trading Explain Price Run-Up Ahead of Takeover Announcements?, Accounting and Finance, vol.54, 1, 2014,pp 25-45
2012Does International Order Flow Contribute to Price Discovery in Futures Markets?Frino, Alessandro (Alex); Zheng, Hui; Webb, Robert I.; Finance; FinanceDoes International Order Flow Contribute to Price Discovery in Futures Markets?, The Journal of Futures Markets, vol.32, 12, 2012,pp 1124-1143
2008The Effect of Market Maker Competition in an Electronic Limit Order Market: Evidence from the Australian Equities Options MarketAspris, Angelo; Frino, Alessandro (Alex); Lepone, Andrew; Finance; Finance; FinanceThe Effect of Market Maker Competition in an Electronic Limit Order Market: Evidence from the Australian Equities Options Market, Proceedings: Papers Being Presented at the 2008 AFAANZ/IAAER Conference, vol.On-line,(),2008,pp #528-1-21
2009An event time study of the price reaction to large retail tradesFrino, Alessandro (Alex); Jarnecic, Elvis; Lepone, Andrew; Finance; Finance; FinanceAn event time study of the price reaction to large retail trades, Quarterly Review of Economics and Finance, vol.49,(2),2009,pp 617-632
2006Further analysis of the liquidity and information components of institutional orders: Active versus passive fundsFrino, Alessandro (Alex); Oetomo, Teddy; Gallagher, David; Finance; FinanceFurther analysis of the liquidity and information components of institutional orders: Active versus passive funds, Pacific-Basin Finance Journal, vol.14,(5),2006,pp 439-452
2008The house money effect and local traders on the Sydney Futures ExchangeFrino, Alessandro (Alex); Johnstone, David; Grant, Joel; Finance; FinanceThe house money effect and local traders on the Sydney Futures Exchange, Pacific-Basin Finance Journal, vol.16,(1-2),2008,pp 8-25
2005How broker ability affects institutional trading costsComerton-Forde, Carole; Fernandez, Christian; Frino, Alessandro (Alex); Oetomo, Teddy; Finance; Finance; Finance; FinanceHow broker ability affects institutional trading costs, Accounting and Finance, vol.45,(3),2005,pp 351-374
2013How much does an Illegal Insider Trade?Frino, Alessandro (Alex); Wong, Bradley; Zheng, Hui; Satchell, Stephen; Finance; Finance; FinanceHow much does an Illegal Insider Trade?, International Review of Finance, vol.13, 2, 2013,pp 241-263
2012The impact of auctions on residential property pricesFrino, Alessandro (Alex); Peat, Maurice; Wright, Danika; Finance; Finance; FinanceThe impact of auctions on residential property prices, Accounting and Finance, vol.52, 3, 2012,pp 815-830
2010The Impact of Auctions on Residential Sale Prices: Australian EvidenceFrino, Alessandro (Alex); Lepone, Andrew; Vassallo, Anthony; Mollica, Vito; Finance; Finance; Mathematics & StatisticsThe Impact of Auctions on Residential Sale Prices: Australian Evidence, Australasian Accounting Business and Finance Journal, vol.4, 2, 2010,pp 3-22