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Frino, Alex


 SSRN Author Rank: 3,508 by Downloads
 Dr.
 

University of Sydney - Discipline of Finance


 Futures Research Centre
 P.O. Box H58
 Sydney NSW
 Australia
 +61 2 9299 1809 (Phone)
 +61 2 9299 1830 (Fax)
 email address
 

Financial Research Network (FIRN)


 C/- University of Queensland Business School
 St Lucia, 4071 Brisbane
 Queensland
 Australia
 HOME PAGE: http://www.firn.org.au


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. Frino, Alex's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,213
Total
Citations
63
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Frino, Alex
University of Sydney - Discipline of Finance
Oetomo, Teddy
University of Sydney - Discipline of Finance
Gallagher, David R.
UNSW Business School
Posted:
16 Dec 03
Last Revised:
05 Apr 08
919
(14,451)
6

2.  
Frino, Alex
University of Sydney - Discipline of Finance
Hill, Amelia M.
University of Sydney - Discipline of Finance
Posted:
19 May 01
803
(17,743)
2

3.  
Frino, Alex
University of Sydney - Discipline of Finance
Lepone, Andrew
University of Sydney
Jarnecic, Elvis
University of Sydney
Posted:
28 May 04
570
(28,780)
4

4.  
Cummings, James R
Macquarie University, Faculty of Business and Economics
Frino, Alex
University of Sydney - Discipline of Finance
Posted:
25 Aug 08
Last Revised:
24 Nov 11
563
(29,240)
1

5.   Incl. Electronic Paper
Aitken, Michael J.
UNSW Australia Business School, School of Banking and Finance
Frino, Alex
University of Sydney - Discipline of Finance
Comerton-Forde, Carole
University of Melbourne - Department of Finance
Posted:
09 Apr 03
Last Revised:
16 Apr 08
424
(42,169)
7

6.  
Frino, Alex
University of Sydney - Discipline of Finance
McKenzie, Michael D.
University of Sydney - Discipline of Finance
Posted:
19 Jun 02
341
(55,009)
 

7.  
The Performance of the 130/30 Strategy in the Australian Equities Market | Show Abstract | Download This Paper | Open PDF in Browser |
21st Australasian Finance and Banking Conference 2008 Paper
Number of Pages in PDF File: 53
Frino, Alex
University of Sydney - Discipline of Finance
Jarnecic, Elvis
University of Sydney
Das, Abhishek
University of Sydney
Posted:
31 Jul 08
Last Revised:
26 Feb 09
309
(61,691)
 

8.  
Frino, Alex
University of Sydney - Discipline of Finance
Mollica, Vito
Macquarie Graduate School of Management
Walter, Terry S.
University of Sydney
Posted:
14 Jun 03
277
(69,709)
 

9.  
Frino, Alex
University of Sydney - Discipline of Finance
Viljoen, Tina
The University of Sydney Business School
Wang, George H. K.
George Mason University - Finance Area
Westerholm, P. Joakim
The University of Sydney Business School
Zheng, Hui
Discipline of Finance, The University of Sydney
Posted:
22 Aug 12
Last Revised:
12 Aug 14
269
(71,916)
1

10.   Incl. Electronic Paper
Comerton-Forde, Carole
University of Melbourne - Department of Finance
Frino, Alex
University of Sydney - Discipline of Finance
Fernandez, Christian
University of Sydney - Discipline of Finance
Oetomo, Teddy
University of Sydney - Discipline of Finance
Posted:
13 Aug 03
Last Revised:
15 Mar 11
261
(74,264)
3

11.  
Frino, Alex
University of Sydney - Discipline of Finance
Oetomo, Teddy
University of Sydney - Discipline of Finance
Gallagher, David R.
UNSW Business School
Posted:
07 Feb 05
252
(77,113)
3

12.  
Frino, Alex
University of Sydney - Discipline of Finance
Hill, Amelia M.
University of Sydney - Discipline of Finance
Posted:
05 Nov 00
209
(93,701)
 

13.  
Comerton-Forde, Carole
University of Melbourne - Department of Finance
Frino, Alex
University of Sydney - Discipline of Finance
Mollica, Vito
Macquarie Graduate School of Management
Posted:
02 May 05
208
(94,114)
8

14.  
Bortoli, Luke Gareth
The University of Sydney Business School
Frino, Alex
University of Sydney - Discipline of Finance
Jarnecic, Elvis
University of Sydney
Posted:
26 Apr 03
183
(106,411)
 

15.  
Frino, Alex
University of Sydney - Discipline of Finance
Lepone, Andrew
University of Sydney
Wang, George H. K.
George Mason University - Finance Area
Posted:
27 Aug 07
179
(108,670)
 

16.  
Does Insider Trading Explain Price Run-Up Ahead of Takeover Announcements? | Show Abstract | Download This Paper | Open PDF in Browser |
Finance and Corporate Governance Conference 2011 Paper
Number of Pages in PDF File: 38
Foley, Sean
University of Sydney
Frino, Alex
University of Sydney - Discipline of Finance
Aspris, Angelo
affiliation not provided to SSRN
Posted:
01 Dec 10
Last Revised:
14 Jan 15
173
(112,073)
 

17.  
Bjursell, Johan
George Mason University
Frino, Alex
University of Sydney - Discipline of Finance
Tse, Yiuman
University of Texas at San Antonio - College of Business
Wang, George H. K.
George Mason University - Finance Area
Posted:
03 Feb 08
162
(118,824)
1

18.  
Large Trades and Intraday Futures Price Behavior | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Futures Markets, Vol. 28, No. 12, pp. 1147-1181, December 2008
Number of Pages in PDF File: 49
Frino, Alex
University of Sydney - Discipline of Finance
Bjursell, Johan
George Mason University
Wang, George H. K.
George Mason University - Finance Area
Lepone, Andrew
University of Sydney
Posted:
18 Dec 08
135
(138,845)
3

19.  
Cummings, James R
Macquarie University, Faculty of Business and Economics
Frino, Alex
University of Sydney - Discipline of Finance
Posted:
25 Aug 08
Last Revised:
24 Nov 11
120
(152,329)
 

20.  
Board Independence, Stock Liquidity, and Price Efficiency | Show Abstract | Download This Paper | Open PDF in Browser |
2015 Financial Markets & Corporate Governance Conference
Number of Pages in PDF File: 24
Aspris, Angelo
University of Sydney - Discipline of Finance
Frino, Alex
University of Sydney - Discipline of Finance
Posted:
05 Sep 11
Last Revised:
02 Feb 15
103
(170,351)
 

21.  
Frino, Alex
University of Sydney - Discipline of Finance
Li, J. George
University of Sydney - School of Economics and Business, Discipline of Finance
Posted:
19 Jan 09
Last Revised:
09 Feb 09
90
(186,540)
 

22.   Incl. Electronic Paper
Frino, Alex
University of Sydney - Discipline of Finance
Webb, Robert I.
University of Virginia
Zheng, Hui
Discipline of Finance, The University of Sydney
Posted:
09 Mar 11
Last Revised:
04 Oct 12
85
(193,359)
 

23.   Incl. Electronic Paper
Frino, Alex
University of Sydney - Discipline of Finance
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Wong, Brad
University of Sydney
Zheng, Hui
Discipline of Finance, The University of Sydney
Posted:
16 Mar 10
Last Revised:
08 May 13
82
(197,660)
3

24.  
Seasonality in Australian Residential Real Estate Prices | Show Abstract | Download This Paper | Open PDF in Browser |
22nd Australasian Finance and Banking Conference 2009
Number of Pages in PDF File: 35
Wright, Danika J.
The University of Sydney Business School
Frino, Alex
University of Sydney - Discipline of Finance
Peat, Maurice
University of Sydney
Posted:
23 Aug 09
Last Revised:
09 Nov 09
71
(215,431)
 

25.  
Chau, Jane
University of Wollong - School of Accounting and Finance
Frino, Alex
University of Sydney - Discipline of Finance
Tian, Gary Gang
University of Wollongong - School of Accounting, Economics & Finance
Ma, Shiguang
University of Wollongong - School of Accounting and Finance
Posted:
19 Aug 12
Last Revised:
13 Sep 13
58
(239,508)
 

26.  
Cummings, James R
Macquarie University, Faculty of Business and Economics
Frino, Alex
University of Sydney - Discipline of Finance
Posted:
23 Nov 11
58
(239,508)
1

27.  
Frino, Alex
University of Sydney - Discipline of Finance
Mollica, Vito
Macquarie Graduate School of Management
Romano, Maria Grazia
Università degli Studi di Salerno
Posted:
14 Sep 12
50
(256,688)
 

28.  
Strategic Illegal Insider Trading Prior to Price Sensitive Announcements | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Crime, 2011, 18(3), 247-253
Number of Pages in PDF File: 7
McInish, Thomas H.
University of Memphis - Fogelman College of Business and Economics
Frino, Alex
University of Sydney - Discipline of Finance
Sensenbrenner, Frank
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Posted:
14 Apr 13
Last Revised:
14 Aug 13
43
(273,619)
 

29.  
The Impact of Mandated Cash Flow Disclosure on Bid-Ask Spreads | Show Abstract | Add to Cart |
Journal of Business Finance & Accounting, Vol. 32, No. 7-8, pp. 1373-1396, September 2005
Number of Pages in PDF File: 6
Frino, Alex
University of Sydney - Discipline of Finance
Jones, Stewart
University of Sydney – School of Business
Posted:
27 Mar 06
33
(301,532)
1

30.  
Lepone, Andrew
University of Sydney
Frino, Alex
University of Sydney - Discipline of Finance
Mollica, Vito
Macquarie Graduate School of Management
Vassallo, Anthony
University of Sydney - Discipline of Finance
Posted:
26 Aug 10
32
(304,673)
 

31.  
Is Index Performance Achievable? An Analysis of Australian Equity Index Funds | Show Abstract | Add to Cart |
Abacus, Vol. 38, No. 2, pp. 200-214, 2002
Number of Pages in PDF File: 15
Frino, Alex
University of Sydney - Discipline of Finance
Gallagher, David R.
UNSW Business School
Posted:
23 Dec 02
31
(307,885)
3

32.  
Market Behaviour around Bankruptcy Announcements: Evidence from the Australian Stock Exchange | Show Abstract | Add to Cart |
Accounting & Finance, Vol. 47, No. 4, pp. 713-730, December 2007
Number of Pages in PDF File: 18
Frino, Alex
University of Sydney - Discipline of Finance
Jones, Stewart
University of Sydney – School of Business
Wong, Jin Boon
University of Sydney - Discipline of Accounting
Posted:
11 Dec 07
29
(314,755)
2

33.  
The Impact of Lunchtime Closure on Market Behaviour: Evidence from the Sydney Futures Exchange | Show Abstract | Add to Cart |
Accounting and Finance, Vol. 41, pp. 25-40, July 2001
Number of Pages in PDF File: 16
Frino, Alex
University of Sydney - Discipline of Finance
Winn, Roland
Capital Partners
Posted:
04 Nov 03
21
(347,209)
 

34.  
Commonality in Liquidity: Evidence from the Australian Stock Exchange | Show Abstract | Add to Cart |
Accounting and Finance, Vol. 44, pp. 357-368, November 2004
Number of Pages in PDF File: 12
Frino, Alex
University of Sydney - Discipline of Finance
Fabre, Joel
affiliation not provided to SSRN
Posted:
06 Oct 04
20
(351,676)
8

35.  
The Determinants of the Price Impact of Block Trades: Further Evidence | Show Abstract | Add to Cart |
Abacus, Vol. 43, No. 1, pp. 94-106, March 2007
Number of Pages in PDF File: 13
Frino, Alex
University of Sydney - Discipline of Finance
Lepone, Andrew
University of Sydney
Jarnecic, Elvis
University of Sydney
Posted:
29 Jan 07
19
(356,088)
2

36.  
The Tick/Volatility Ratio as a Determinant of the Compass Rose: Empirical Evidence from Decimalisation on the NYSE | Show Abstract | Add to Cart |
Accounting and Finance, Vol. 43, pp. 331-344, November 2003
Number of Pages in PDF File: 14
McKenzie, Michael D.
University of Sydney - Discipline of Finance
Frino, Alex
University of Sydney - Discipline of Finance
Posted:
15 Dec 03
19
(356,088)
1

37.  
Index Arbitrage and the Pricing Relationship between Australian Stock Index Futures and Their Underlying Shares | Show Abstract | Add to Cart |
Accounting & Finance, Vol. 51, Issue 3, pp. 661-683, 2011
Number of Pages in PDF File: 23
Cummings, James Richard
affiliation not provided to SSRN
Frino, Alex
University of Sydney - Discipline of Finance
Posted:
03 Aug 11
3
(426,697)
1

38.  
The Determinants of Execution Costs in Short-Term Money Markets | Show Abstract | Add to Cart |
Financial Review, Vol. 46, Issue 3, pp. 337-355, 2011
Number of Pages in PDF File: 19
Frino, Alex
University of Sydney - Discipline of Finance
Kruk, Jennifer
affiliation not provided to SSRN
Lepone, Andrew
University of Sydney
Posted:
11 Jul 11
3
(426,697)
 

39.  
Anonymity, Stealth Trading, and the Information Content of Broker Identity | Show Abstract | Add to Cart |
Financial Review, Vol. 45, Issue 3, pp. 501-522, August 2010
Number of Pages in PDF File: 22
Frino, Alex
University of Sydney - Discipline of Finance
Johnstone, David James
University of Sydney - Discipline of Finance
Zheng, Hui
Discipline of Finance, The University of Sydney
Posted:
13 Jul 10
3
(426,697)
 

40.  
Limit Order Book, Anonymity and Market Liquidity: Evidence from the Sydney Futures Exchange | Show Abstract | Add to Cart |
Accounting & Finance, Vol. 48, No. 4, pp. 561-573, December 2008
Number of Pages in PDF File: 13
Frino, Alex
University of Sydney - Discipline of Finance
Gerace, Dionigi
University of Sydney
Lepone, Andrew
University of Sydney
Posted:
03 Nov 08
3
(426,697)
2

41.  
Does Insider Trading Explain Price Run‐Up Ahead of Takeover Announcements? | Show Abstract | Add to Cart |
Accounting & Finance, Vol. 54, Issue 1, pp. 25-45, 2014
Number of Pages in PDF File: 21
Aspris, Angelo
University of Sydney - Discipline of Finance
Foley, Sean
University of Sydney
Frino, Alex
University of Sydney - Discipline of Finance
Posted:
04 Mar 14
0
(452,003)
 

42.  
The Impact of Auctions on Residential Property Prices | Show Abstract | Add to Cart |
Accounting & Finance, Vol. 52, Issue 3, pp. 815-830, 2012
Number of Pages in PDF File: 16
Frino, Alex
University of Sydney - Discipline of Finance
Peat, Maurice
University of Sydney
Wright, Danika J.
The University of Sydney Business School
Posted:
09 Sep 12
0
(452,003)
 

43.  
The Impact of Underlying Market Closure on Futures Market Liquidity: A Note | Show Abstract |
International Journal of Banking and Finance, Vol. 9, No. 2, 2012
Wei, Wang Chun
Macquarie Group
Frino, Alex
University of Sydney - Discipline of Finance
Posted:
28 Aug 12
Last Revised:
28 Feb 14
 

44.  
Wei, Wang Chun
Macquarie Group
Frino, Alex
University of Sydney - Discipline of Finance
Gerace, Dionigi
University of Sydney
Posted:
28 Aug 12
Last Revised:
28 Feb 14
 

45.  
Bortoli, Luke Gareth
The University of Sydney Business School
Frino, Alex
University of Sydney - Discipline of Finance
Jarnecic, Elvis
University of Sydney
Posted:
05 Aug 04
 

46.  
Frino, Alex
University of Sydney - Discipline of Finance
Oetomo, Teddy
University of Sydney - Discipline of Finance
Posted:
02 Jan 04
 

47.  
Harris, Frederick H. deB.
Wake Forest University
Frino, Alex
University of Sydney - Discipline of Finance
McInish, Thomas H.
University of Memphis - Fogelman College of Business and Economics
Posted:
08 Nov 98
 

48.  
Frino, Alex
University of Sydney - Discipline of Finance
McCorry, Michael S.
affiliation not provided to SSRN
Posted:
10 Oct 98
 

49.  
Aitken, Michael J.
UNSW Australia Business School, School of Banking and Finance
Frino, Alex
University of Sydney - Discipline of Finance
Winn, Roland
Capital Partners
Posted:
26 Mar 97
 


Records 1 - 49 of 49 matches
[ 1 ]
. Frino, Alex's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
17
Total
Citations
0
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
Wright, Danika J.
The University of Sydney Business School
Frino, Alex
University of Sydney - Discipline of Finance
Peat, Maurice
University of Sydney
Posted:
25 Aug 08
17
 


Records 1 - 1 of 1 matches
[ 1 ]

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