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bookmarks

publications

(7)

• Life in the pits: competitive market making and inventory control--further Australian evidence
  Alex Frino and Peter Forrest and Matthew Duffy Journal of Multinational Financial Management 9 373--385 (1999)
  to Microstructure by smicha on 2008-04-29 08:06:25
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• Stock market automation and the transmission of information between spot and futures markets
  Timothy J. Brailsford and Alex Frino and Allan Hodgson and Andrew West Journal of Multinational Financial Management 9 247--264 (1999)
  to Market automation by smicha on 2008-04-29 08:06:25
  | URL | BibTeX  
• The liquidity of automated exchanges: new evidence from German Bund futures
  Alex Frino and Thomas H. McInish and Martin Toner Journal of International Financial Markets, Institutions and Money 8 225--241 (1998)
  to Automation by smicha on 2008-04-29 08:06:25
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• Intraday futures market behaviour around major scheduled macroeconomic announcements: Australian evidence
  Alex Frino and Amelia Hill Journal of Banking \& Finance 25 1319--1337 (2001)
  to Information announcements by smicha on 2008-04-22 13:53:19
  | URL | BibTeX  
• The propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior?
  Alex Frino and David Johnstone and Hui Zheng Journal of Banking \& Finance 28 353--372 (2004)
  to Disposition effect by smicha on 2008-04-22 13:53:19
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• A note on execution costs for stock index futures: Information versus liquidity effects
  Henk Berkman and Tim Brailsford and Alex Frino Journal of Banking \& Finance 29 565--577 (2005)
  to Block trades by smicha on 2008-04-22 13:53:19
  | URL | BibTeX  
• The accuracy of the tick test: Evidence from the Australian stock exchange
  Michael Aitken and Alex Frino Journal of Banking \& Finance 20 1715--1729 (1996)
  to Microstructure by smicha on 2008-04-22 13:53:19
  | URL | BibTeX