Browsing by Author Jarnecic, Elvis

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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
2015Asymmetric effects of sell-side analyst optimism and broker market share by clienteleGrant, Andrew; Jarnecic, Elvis; Su, Mark; Finance; Finance; FinanceAsymmetric effects of sell-side analyst optimism and broker market share by clientele, Journal of Financial Markets, vol.24, N/A, 2015,pp 49-65
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
2004The Buy-Write Strategy Versus The Index PortfolioJarnecic, Elvis; FinanceThe Buy-Write Strategy Versus The Index Portfolio, J A S S A, vol.2,(winter),2004,pp 36-39
2015The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-XHe, William Peng; Jarnecic, Elvis; Liu, Yubo; Finance; Finance; FinanceThe determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X, Journal of Financial Markets, vol.22, N/A, 2015,pp 27-49
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
2016Equity issues and the impact of lead manager affiliation on broker market share and trading volumeHe, William Peng; Jarnecic, Elvis; Liu, Yubo; Finance; Finance; FinanceEquity issues and the impact of lead manager affiliation on broker market share and trading volume, Pacific-Basin Finance Journal, vol.38, N/A, 2016,pp 17-33
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
2004The Impact of Electronic Trading on Bid-Ask Spreads: Evidence from Futures Markets in Hong Kong, London, and SydneyFrino, Alessandro (Alex); Hill, Amelia; Jarnecic, Elvis; Aitken, Michael J.; Finance; Finance; FinanceThe Impact of Electronic Trading on Bid-Ask Spreads: Evidence from Futures Markets in Hong Kong, London, and Sydney, The Journal of Futures Markets, vol.24,(7),2004,pp 675-696
2006The impact of market closures on option volumes at the ASXJarnecic, Elvis; Keller, Allister; Stevenson, Maxwell; Finance; Finance; FinanceThe impact of market closures on option volumes at the ASX, Jassa-Journal of the Securities Institute of Australia, vol.Summer,(4),2006,pp 32-33
2004International equity funds, performance, and investor flows: Australian evidenceJarnecic, Elvis; Gallagher, David R.; FinanceInternational equity funds, performance, and investor flows: Australian evidence, Journal of Multinational Financial Management, vol.14,(1),2004,pp 81-95
2005Limit order book transparency, execution risk and market liquidityBortoli, Luke; Frino, Alessandro (Alex); Jarnecic, Elvis; Johnstone, David; Finance; Finance; Finance; FinanceLimit order book transparency, execution risk and market liquidity, Proceedings of the 18th Australasian Finance and Banking Conference (AFBC), vol.N/A,(),2005,pp N/A-N/A
2006Limit order book transparency, execution risk and market liquidityBortoli, Luke; Frino, Alessandro (Alex); Jarnecic, Elvis; Johnstone, David; Finance; Finance; Finance; FinanceLimit order book transparency, execution risk and market liquidity, EFMA 2006 Electronic Proceedings, vol.online,(),2006,pp http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL-N/A
2006Limit Order Book Transparency, Execution Risk, and Market Liquidity: Evidence from the Sydney Futures ExchangeBortoli, Luke; Frino, Alessandro (Alex); Jarnecic, Elvis; Johnstone, David; Finance; Finance; Finance; FinanceLimit Order Book Transparency, Execution Risk, and Market Liquidity: Evidence from the Sydney Futures Exchange, The Journal of Futures Markets, vol.26,(12),2006,pp 1147-1167
2014The provision of liquidity by high-frequency participantsJarnecic, Elvis; Snape, Mark; Finance; FinanceThe provision of liquidity by high-frequency participants, The Financial Review, vol.49, 2, 2014,pp 371-394
2004Public Information Arrival And Volatility Of Intraday Stock ReturnsJarnecic, Elvis; Kalev, Petko S.; Liu, Wai-Man; Pham, Peter K.; FinancePublic Information Arrival And Volatility Of Intraday Stock Returns, Journal of Banking and Finance, vol.28,(6),2004,pp 1441-1467
2013Quantifying Shareholder Losses from Continuous Disclosure Breaches: An Assessment of US Court MethodsJarnecic, Elvis; Maroney, Daniel; Finance; FinanceQuantifying Shareholder Losses from Continuous Disclosure Breaches: An Assessment of US Court Methods, Journal of Applied Research in Accounting and Finance, vol.8, 2, 2013,pp 13-31
2008The Scholarly Output of Universities and Academics in the Asia-Pacific Region Who Publish in Major Finance Journals: 2000-2007Jarnecic, Elvis; Segara, Reuben; Westerholm, Peter; Segara, Lydia; Finance; Finance; FinanceThe Scholarly Output of Universities and Academics in the Asia-Pacific Region Who Publish in Major Finance Journals: 2000-2007, Australasian Accounting Business and Finance Journal, vol.2,(3),2008,pp 26-56