Elvis Jarnecic

The University of Sydney

University of Sydney

Sydney, NC 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

10

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SSRN CITATIONS
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Scholarly Papers (10)

1.

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

EFMA 2004 Basel Meetings Paper
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 620 (42,045)
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 618 (42,218)
Citation 4

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3.

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 356 (83,380)
Citation 1

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

4.

The Cost of Trade Execution Services in Futures Markets

EFMA 2003 Helsinki Meetings
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 193 (157,098)

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Commission rates, Brokerage, Automation, Futures

5.

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 - Discipline of Finance, Faculty of Economics and Business, The University of Sydney and The University of Sydney
Downloads 120 (233,197)
Citation 1

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Analyst Recommendations, Volume, Broker

6.

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 69 (332,161)

Abstract:

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Accounting, Finance

7.

The Determinants of the Price Impact of Block Trades: Further Evidence

Abacus, Vol. 43, No. 1, pp. 94-106, March 2007
Number of pages: 13 Posted: 29 Jan 2007
Alex Frino, Andrew Lepone and Elvis Jarnecic
The University of Sydney - Discipline of Finance, University of Sydney and The University of Sydney
Downloads 20 (522,565)
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8.

The Provision of Liquidity by High‐Frequency Participants

Financial Review, Vol. 49, Issue 2, pp. 371-394, 2014
Number of pages: 24 Posted: 08 Apr 2014
Elvis Jarnecic and Mark Snape
The University of Sydney and University of Sydney Business School
Downloads 2 (640,469)
Citation 1
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high‐frequency trading, London Stock Exchange, trading structure

9.

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

Journal of Financial Services Research, Vol. 26, No. 1, August 2004
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

10.

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
La Trobe Business School, Australian National University (ANU) - School of Finance and Applied Statistics, Australian School of Business - University of New South Wales and The University of Sydney

Abstract:

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