]> BibSonomy publications for/author/Frino Journal of Multinational Financial ManagementNov3-4373--385Life in the pits: competitive market making and inventory control--further Australian evidence91999Microstructure 2008-04-29 08:06:25.0 Journal of Multinational Financial ManagementNov3-4247--264Stock market automation and the transmission of information between spot and futures markets91999Market automation 2008-04-29 08:06:25.0 Journal of International Financial Markets, Institutions and MoneyDec3-4225--241The liquidity of automated exchanges: new evidence from German Bund futures81998Automation 2008-04-29 08:06:25.0 Journal of Banking \& FinanceJul71319--1337Intraday futures market behaviour around major scheduled macroeconomic announcements: Australian evidence252001Information announcements 2008-04-22 13:53:19.0 Journal of Banking \& FinanceFeb2353--372The propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior?282004Disposition effect 2008-04-22 13:53:19.0 Journal of Banking \& FinanceMar3565--577A note on execution costs for stock index futures: Information versus liquidity effects292005Block trades 2008-04-22 13:53:19.0 Journal of Banking \& FinanceDec101715--1729The accuracy of the tick test: Evidence from the Australian stock exchange201996Microstructure 2008-04-22 13:53:19.0