Alex Frino

Macquarie University

North Ryde

Sydney, New South Wales 2109

Australia

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 30,092

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Top 30,092

in Total Papers Downloads

1,491

CITATIONS

2

Scholarly Papers (8)

1.

CEO Narcissism and Earnings Management

Number of pages: 28 Posted: 18 Dec 2014 Last Revised: 10 Feb 2015
Macquarie University, Capital Markets CRC Limited, Macquarie Graduate School of Management and University of Chieti-Pescara
Downloads 633 (40,327)

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Chief Executive Officer, Narcissism, Earnings Management, Management Personality

2.

Determinants of Bid-Ask Spreads in Time-Series Analysis: A Note

Number of pages: 17 Posted: 18 May 2015
Alex Frino, Vito Mollica and Shunquan Zhang
Macquarie University, Macquarie Graduate School of Management and Macquarie University
Downloads 248 (121,729)

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bid-ask spread, time-series, ASX

3.

The Impact of Tick Size on High Frequency Trading: The Case for Splits

Number of pages: 21 Posted: 18 May 2015
Alex Frino, Vito Mollica and Shunquan Zhang
Macquarie University, Macquarie Graduate School of Management and Macquarie University
Downloads 192 (155,858)
Citation 1

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High frequency trading; Relative tick size; Stock splits; Order resting time

4.

The Impact of Latency Sensitive Trading on High Frequency Arbitrage Opportunities

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 23 Posted: 02 Feb 2016
Macquarie University, Macquarie Graduate School of Management, University of Virginia - McIntire School of Commerce and Macquarie University
Downloads 171 (172,887)

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arbitrage, high-frequency trading, latency

5.

The Impact of Commodity Benchmarks on Derivatives Markets: The Case of the Dated Brent Assessment and Brent Futures

Journal of Banking and Finance, 2018
Number of pages: 53 Posted: 15 Jan 2016 Last Revised: 21 Nov 2018
Macquarie University, University of Edinburgh, Macquarie Graduate School of Management and University of Geneva
Downloads 144 (199,728)
Citation 1

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Dated Brent, physical crude oil, benchmark assessment, Brent futures

6.

Why Do Institutional Investors Use Reputable Brokers?

Number of pages: 30 Posted: 16 Dec 2013 Last Revised: 23 Mar 2018
Macquarie University, Capital Markets CRC Limited, Macquarie Graduate School of Management, Macquarie Graduate School of Management and Schroder Investment Management Indonesia
Downloads 103 (256,886)

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Institutional Traders; Fund Managers; Trading Costs; Brokerage Commissions; Informed Trading; Global Financial Crisis; MiFID II

7.

Accrual-Based Earnings Management in State Owned Companies: Evidence from Italy and Implications for Transnational Accounting Regulation

Accounting, Auditing & Accountability Journal, Vol. 7 issue 6, 2014, pp 1026-1040
Posted: 24 Mar 2015
Second University of Naples - Department of Economics, Macquarie University, Macquarie Graduate School of Management and University of Chieti-Pescara

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8.

Market Behavior of Institutional Investors Around Bankruptcy Announcements

Journal of Business Finance & Accounting, Vol. 41, Issue 1-2, pp. 270-295, 2014
Number of pages: 26 Posted: 25 Feb 2014
Macquarie University, University of Sydney – School of Business, University of Sydney and University of Sydney - Discipline of Accounting
Downloads 0 (662,094)
Citation 5
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bankruptcy, financial distress, institutional investors, information asymmetry, market behavior