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<bibliography>

<biblioentry xreflabel="Aitken1996" id="Aitken1996">
   <authorgroup>
       <author><firstname>Michael</firstname><surname>Aitken</surname></author>
       <author><firstname>Alex</firstname><surname>Frino</surname></author> 
   </authorgroup>
<citetitle pubwork="article">The accuracy of the tick test: Evidence from the Australian stock exchange</citetitle>
   <citetitle pubwork="journal">Journal of Banking &#38;&#35;x0026; Finance</citetitle>

   <volumenum>20</volumenum> 

   <artpagenums>1715&#x2013;1729</artpagenums> 
   <pubdate>1996</pubdate>  

</biblioentry>
<biblioentry xreflabel="Berkman2005" id="Berkman2005">
   <authorgroup>
       <author><firstname>Henk</firstname><surname>Berkman</surname></author>
       <author><firstname>Tim</firstname><surname>Brailsford</surname></author>
       <author><firstname>Alex</firstname><surname>Frino</surname></author> 
   </authorgroup>
<citetitle pubwork="article">A note on execution costs for stock index futures: Information versus liquidity effects</citetitle>
   <citetitle pubwork="journal">Journal of Banking &#38;&#35;x0026; Finance</citetitle>

   <volumenum>29</volumenum> 

   <artpagenums>565&#x2013;577</artpagenums> 
   <pubdate>2005</pubdate>  

</biblioentry>
<biblioentry xreflabel="Brailsford1999" id="Brailsford1999">
   <authorgroup>
       <author><firstname>Timothy</firstname><othername role="mi">J.</othername><surname>Brailsford</surname></author>
       <author><firstname>Alex</firstname><surname>Frino</surname></author>
       <author><firstname>Allan</firstname><surname>Hodgson</surname></author>
       <author><firstname>Andrew</firstname><surname>West</surname></author> 
   </authorgroup>
<citetitle pubwork="article">Stock market automation and the transmission of information between spot and futures markets</citetitle>
   <citetitle pubwork="journal">Journal of Multinational Financial Management</citetitle>

   <volumenum>9</volumenum> 

   <artpagenums>247&#x2013;264</artpagenums> 
   <pubdate>1999</pubdate>  

</biblioentry>
<biblioentry xreflabel="Frino1999" id="Frino1999">
   <authorgroup>
       <author><firstname>Alex</firstname><surname>Frino</surname></author>
       <author><firstname>Peter</firstname><surname>Forrest</surname></author>
       <author><firstname>Matthew</firstname><surname>Duffy</surname></author> 
   </authorgroup>
<citetitle pubwork="article">Life in the pits: competitive market making and inventory control&#38;&#35;x2013;further Australian evidence</citetitle>
   <citetitle pubwork="journal">Journal of Multinational Financial Management</citetitle>

   <volumenum>9</volumenum> 

   <artpagenums>373&#x2013;385</artpagenums> 
   <pubdate>1999</pubdate>  

</biblioentry>
<biblioentry xreflabel="Frino2001" id="Frino2001">
   <authorgroup>
       <author><firstname>Alex</firstname><surname>Frino</surname></author>
       <author><firstname>Amelia</firstname><surname>Hill</surname></author> 
   </authorgroup>
<citetitle pubwork="article">Intraday futures market behaviour around major scheduled macroeconomic announcements: Australian evidence</citetitle>
   <citetitle pubwork="journal">Journal of Banking &#38;&#35;x0026; Finance</citetitle>

   <volumenum>25</volumenum> 

   <artpagenums>1319&#x2013;1337</artpagenums> 
   <pubdate>2001</pubdate>  

</biblioentry>
<biblioentry xreflabel="Frino2004" id="Frino2004">
   <authorgroup>
       <author><firstname>Alex</firstname><surname>Frino</surname></author>
       <author><firstname>David</firstname><surname>Johnstone</surname></author>
       <author><firstname>Hui</firstname><surname>Zheng</surname></author> 
   </authorgroup>
<citetitle pubwork="article">The propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior&#63;</citetitle>
   <citetitle pubwork="journal">Journal of Banking &#38;&#35;x0026; Finance</citetitle>

   <volumenum>28</volumenum> 

   <artpagenums>353&#x2013;372</artpagenums> 
   <pubdate>2004</pubdate>  

</biblioentry>
<biblioentry xreflabel="Frino1998" id="Frino1998">
   <authorgroup>
       <author><firstname>Alex</firstname><surname>Frino</surname></author>
       <author><firstname>Thomas</firstname><othername role="mi">H.</othername><surname>McInish</surname></author>
       <author><firstname>Martin</firstname><surname>Toner</surname></author> 
   </authorgroup>
<citetitle pubwork="article">The liquidity of automated exchanges: new evidence from German Bund futures</citetitle>
   <citetitle pubwork="journal">Journal of International Financial Markets&#44; Institutions and Money</citetitle>

   <volumenum>8</volumenum> 

   <artpagenums>225&#x2013;241</artpagenums> 
   <pubdate>1998</pubdate>  

</biblioentry>
</bibliography>
