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Alex Frino
Alex Frino
Professor, Wollongong University
Verified email at cmcrc.com
Title
Cited by
Cited by
Year
Short sales are almost instantaneously bad news: Evidence from the Australian Stock Exchange
MJ Aitken, A Frino, MS McCorry, PL Swan
The Journal of Finance 53 (6), 2205-2223, 1998
5041998
Tracking S&P 500 index funds
A Frino, D Gallagher
Journal of portfolio Management 28 (1), 2001
3902001
The impact of CEO narcissism on earnings management
F Capalbo, A Frino, MY Lim, V Mollica, R Palumbo
Abacus 54 (2), 210-226, 2018
1812018
The lead–lag relationship between equities and stock index futures markets around information releases
A Frino, T Walter, A West
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2000
1512000
The accuracy of the tick test: Evidence from the Australian stock exchange
M Aitken, A Frino
Journal of Banking & Finance 20 (10), 1715-1729, 1996
1361996
The determinants of market bid ask spreads on the australian stock exchange: Cross‐sectional analysis
M Aitken, A Frino
Accounting & Finance 36 (1), 51-63, 1996
1361996
The liquidity of automated exchanges: new evidence from German Bund futures
A Frino, TH McInish, M Toner
Journal of International Financial Markets, Institutions and Money 8 (3-4 …, 1998
1191998
Commonality in liquidity: evidence from the Australian Stock Exchange
J Fabre, A Frino
Accounting & Finance 44 (3), 357-368, 2004
1002004
The propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior?
A Frino, D Johnstone, H Zheng
Journal of banking & finance 28 (2), 353-372, 2004
982004
Is index performance achievable? An analysis of Australian equity index funds
A Frino, DR Gallagher
Abacus 38 (2), 200-214, 2002
902002
The impact of co‐location of securities exchanges' and traders' computer servers on market liquidity
A Frino, V Mollica, RI Webb
Journal of Futures Markets 34 (1), 20-33, 2014
872014
The house money effect and local traders on the Sydney Futures Exchange
A Frino, J Grant, D Johnstone
Pacific-Basin Finance Journal 16 (1-2), 8-25, 2008
872008
Index design and implications for index tracking: Evidence from S&P 500 Index Funds
A Frino, D Gallagher, A Neubert, T Oetomo
Journal of Portfolio Management 30 (2), 89-95, 2004
872004
Accrual-based earnings management in state owned companies: Implications for transnational accounting regulation
F Capalbo, A Frino, V Mollica, R Palumbo
Accounting, Auditing & Accountability Journal 27 (6), 1026-1040, 2014
862014
The impact of limit order anonymity on liquidity: Evidence from Paris, Tokyo and Korea
C Comerton-Forde, A Frino, V Mollica
Journal of Economics and Business 57 (6), 528-540, 2005
862005
A note on execution costs for stock index futures: Information versus liquidity effects
H Berkman, T Brailsford, A Frino
Journal of Banking & Finance 29 (3), 565-577, 2005
832005
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney
MJ Aitken, A Frino, AM Hill, E Jarnecic
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004
752004
Closing call auctions and liquidity
M Aitken, C Comerton‐Forde, A Frino
Accounting & Finance 45 (4), 501-518, 2005
702005
Liquidity and transaction costs in the European carbon futures market
A Frino, J Kruk, A Lepone
Journal of Derivatives & Hedge Funds 16, 100-115, 2010
662010
The index tracking strategies of passive and enhanced index equity funds
A Frino, DR Gallagher, TN Oetomo
Australian Journal of Management 30 (1), 23-55, 2005
662005
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