Alex Frino

Macquarie University

North Ryde

Sydney, New South Wales 2109

Australia

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 28,366

SSRN RANKINGS

Top 28,366

in Total Papers Downloads

3,043

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

CEO Narcissism and Earnings Management

Number of pages: 28 Posted: 18 Dec 2014 Last Revised: 10 Feb 2015
Macquarie University, Macquarie Graduate School of ManagementCapital Markets CRC Limited, Macquarie Graduate School of Management and University of Chieti-Pescara
Downloads 1,011 (37,819)
Citation 2

Abstract:

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Chief Executive Officer, Narcissism, Earnings Management, Management Personality

2.

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, The University of Edinburgh, Macquarie Graduate School of Management and Osmosis Investment Management
Downloads 936 (42,250)
Citation 4

Abstract:

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

3.

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 417 (118,255)

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bid-ask spread, time-series, ASX

4.

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 276 (184,971)
Citation 2

Abstract:

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

5.

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 233 (218,629)
Citation 1

Abstract:

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arbitrage, high-frequency trading, latency

6.

Why Do Institutional Investors Use Reputable Brokers?

Number of pages: 30 Posted: 16 Dec 2013 Last Revised: 23 Mar 2018
Macquarie University, Rozetta Institute, Macquarie Graduate School of Management, Macquarie Graduate School of Management and Schroder Investment Management Indonesia
Downloads 170 (291,116)

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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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