Elvis Jarnecic

The University of Sydney

University of Sydney

Sydney, NSW 2006

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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SSRN RANKINGS

Top 48,099

in Total Papers Citations

12

CROSSREF CITATIONS

5

Scholarly Papers (13)

1.

Bid-Ask Bounce and the Measurement of Price Behaviour Around Block Trades on the Australian Stock Exchange

Number of pages: 29 Posted: 28 May 2004
Alex Frino, Andrew Lepone and Elvis Jarnecic
The University of Sydney - Discipline of Finance, University of Sydney and The University of Sydney
Downloads 716 (66,717)
Citation 1

Abstract:

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Block Trades, Market Microstructure

2.

An Empirical Investigation of the Option Value of the Limit Order Book on the Australian Stock Exchange

Number of pages: 48 Posted: 07 Dec 1997
Elvis Jarnecic and Thomas H. McInish
The University of Sydney and University of Memphis - Fogelman College of Business and Economics
Downloads 671 (72,447)
Citation 6

Abstract:

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3.

Local Experiences, Search and Spillovers in the Housing Market

Journal of Finance, Forthcoming
Number of pages: 94 Posted: 07 Feb 2020 Last Revised: 28 Dec 2021
Antonio Gargano, Marco Giacoletti and Elvis Jarnecic
University of Houston - C.T. Bauer College of Business, Marshall School of Business and The University of Sydney
Downloads 566 (89,803)
Citation 6

Abstract:

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Local Experiences, Search Behavior, Attention, Extrapolative Expectations, Collateral Constraints, House Prices

4.

The Performance of the 130/30 Strategy in the Australian Equities Market

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 53 Posted: 31 Jul 2008 Last Revised: 26 Feb 2009
Alex Frino, Elvis Jarnecic and Abhishek Das
The University of Sydney - Discipline of Finance, The University of Sydney and The University of Sydney
Downloads 460 (115,712)
Citation 1

Abstract:

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Long/Short Equity, 130/30, Active Extension, Hedge Funds, Momentum, Value-based, Australia

5.

The Cost of Trade Execution Services in Futures Markets

Number of pages: 26 Posted: 26 Apr 2003
Luke Gareth Bortoli, Alex Frino and Elvis Jarnecic
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 219 (254,437)

Abstract:

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Commission rates, Brokerage, Automation, Futures

6.

Does Queue-Jumping Drive Equity Market Fragmentation?

Number of pages: 56 Posted: 21 Nov 2019 Last Revised: 06 Jun 2022
Sean Foley, Anqi Liu and Elvis Jarnecic
Macquarie University, The University of Sydney and The University of Sydney
Downloads 164 (329,773)
Citation 2

Abstract:

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Fragmentation, Trade-through prohibition

7.

Asymmetric Effects of Sell-Side Analyst Optimism and Broker Market Share by Clientele

Number of pages: 60 Posted: 25 May 2010 Last Revised: 01 Sep 2010
Andrew R. Grant, Elvis Jarnecic and Mark Su
University of Sydney Business School - Discipline of Finance, The University of Sydney and The University of Sydney
Downloads 152 (351,550)
Citation 5

Abstract:

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Analyst Recommendations, Volume, Broker

8.

News Consumption in the Wild

Number of pages: 40 Posted: 09 Feb 2024
J. Anthony Cookson, Diego Garcia and Elvis Jarnecic
University of Colorado at Boulder - Leeds School of Business, University of Colorado at Boulder - Leeds School of Business and The University of Sydney
Downloads 91 (512,764)

Abstract:

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News, information consumption, attention, newspapers

9.

Quantifying Shareholder Losses from Continuous Disclosure Breaches: An Assessment of US Court Methods

Journal of Applied Research in Accounting and Finance (JARAF), Vol. 8, No. 2, 2013
Number of pages: 27 Posted: 09 Jan 2014
Elvis Jarnecic and Daniel Maroney
The University of Sydney and The University of Sydney - Discipline of Finance
Downloads 90 (516,346)

Abstract:

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Accounting, Finance

10.

Who Values Economist Forecasts? Evidence From Trading in Treasury Markets

Journal of Financial Intermediation, Forthcoming
Number of pages: 51 Posted: 20 Nov 2019 Last Revised: 30 Sep 2021
Robert James, Elvis Jarnecic and Henry Leung
The University of Sydney, The University of Sydney and University of Sydney Business School
Downloads 83 (542,643)

Abstract:

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Over-The-Counter markets, Market microstructure, Treasury Bond markets, Macroeconomic information, Research analyst forecasts

11.

International spillover of bank liquidity shocks: Does organizational form of global banks matter?

Number of pages: 71 Posted: 05 Dec 2019 Last Revised: 17 Nov 2023
Priyank Gandhi, George Issa and Elvis Jarnecic
Rutgers University, New Brunswick, The University of Sydney and The University of Sydney
Downloads 77 (566,952)

Abstract:

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Global liquidity, Capital flows, Financial crisis, Multinational banks, Multinational enterprises.

12.

Differences in the Cost of Trade Execution Services on Floor-Based and Electronic Futures Markets

Posted: 05 Aug 2004
Luke Gareth Bortoli, Alex Frino and Elvis Jarnecic
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney

Abstract:

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Commission rates, brokerage, automation, futures

13.

Public Information Arrival and Volatility of Intraday Stock Returns

Journal of Banking and Finance, Vol. 28, 2004
Posted: 26 Jun 2003 Last Revised: 14 Feb 2014
RoZetta Institute, Australian National University, University of Sydney Business School and The University of Sydney

Abstract:

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ARCH, Public Information Arrival, Mixture of Distribution Hypothesis, Trading Volume, Volatility Persistence