| 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 | 488 | 1998 |
| Tracking S&P 500 index funds A Frino, D Gallagher Journal of portfolio Management 28 (1), 2001 | 362 | 2001 |
| 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 | 145 | 2000 |
| 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 | 138 | 1996 |
| 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 | 133 | 1996 |
| The impact of CEO narcissism on earnings management F Capalbo, A Frino, MY Lim, V Mollica, R Palumbo Abacus 54 (2), 210-226, 2018 | 129 | 2018 |
| 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 | 120 | 1998 |
| Commonality in liquidity: evidence from the Australian Stock Exchange J Fabre, A Frino Accounting & Finance 44 (3), 357-368, 2004 | 97 | 2004 |
| 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 | 97 | 2004 |
| 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 | 87 | 2005 |
| Is index performance achievable? An analysis of Australian equity index funds A Frino, DR Gallagher Abacus 38 (2), 200-214, 2002 | 86 | 2002 |
| 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 | 85 | 2008 |
| 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 | 82 | 2004 |
| 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 | 80 | 2005 |
| 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 | 79 | 2014 |
| 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 | 76 | 2004 |
| 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, 2014 | 75 | 2014 |
| Closing call auctions and liquidity M Aitken, C Comerton‐Forde, A Frino Accounting & Finance 45 (4), 501-518, 2005 | 69 | 2005 |
| 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 | 64 | 2005 |
| 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 | 63 | 2010 |
