Alex Frino

University of Wollongong

Northfields Avenue

Wollongong, New South Wales 2522

Australia

SCHOLARLY PAPERS

8

DOWNLOADS

178

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (8)

1.

Off-Market Block Trades: New Evidence on Transparency and Information Efficiency

Number of pages: 28 Posted: 11 Mar 2020
Alex Frino
University of Wollongong
Downloads 55 (419,536)

Abstract:

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Block trades, market microstructure, futures markets, market efficiency

2.

The Impact of HFT on the Speed of Adjustment to New Information: Evidence from Interest Rate Derivatives

2019 Financial Markets & Corporate Governance Conference
Number of pages: 23 Posted: 01 Feb 2019 Last Revised: 20 Feb 2020
Alex Frino, Michael Garcia and Ivy Zhou
University of Wollongong, University of Wollongong and University of Wollongong - School of Accounting, Economics & Finance
Downloads 45 (453,456)

Abstract:

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Price discovery; Futures; Swaps; High frequency trading

3.

Impact of Algorithmic Trading on Speed of Adjustment to New Information: Evidence from Interest Rate Derivatives

Number of pages: 23 Posted: 11 Mar 2020
Ivy Zhou, Michael Garcia and Alex Frino
University of Wollongong - School of Accounting, Economics & Finance, University of Wollongong and University of Wollongong
Downloads 40 (474,555)

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Microstructure; Sydney Futures Exchange; Timezones; Information Announcements

4.

The Sensitivity of Trading to the Cost of Information

Number of pages: 29 Posted: 14 Mar 2020
University of Wollongong, Macquarie University, Macquarie Graduate School of Management and University of Virginia - McIntire School of Commerce
Downloads 34 (502,089)

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Exchange, pricing schedules, trade

5.

Are Paper Winners Gamblers? Evidence from Australian Retail Investors

Accounting & Finance, Vol. 59, pp. 593-614, 2019
Number of pages: 22 Posted: 10 Apr 2019
Alex Frino, Grace Lepone and Danika Wright
University of Wollongong, Macquarie University, Macquarie Business School and University of Sydney Business School
Downloads 3 (704,389)
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Lottery stocks, Gambling preference, House money effect, Prospect theory

6.

The Impact of CEO Narcissism on Earnings Management

Abacus, Vol. 54, Issue 2, pp. 210-226, 2018
Number of pages: 17 Posted: 13 Jun 2018
Second University of Naples - Department of Economics, University of Wollongong, Capital Markets CRC Limited, Macquarie Graduate School of Management and University of Chieti-Pescara
Downloads 1 (726,950)
Citation 4
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Personality, Earnings management, Narcissism, Chief executive officer, Earnings announcements

7.

The impact of trade characteristics on stock return volatility: Evidence from the Australian Stock Exchange

Asia-Pacific Journal of Financial Studies, Vol 38(2): 163-186, 2008
Posted: 01 Jun 2020
Alex Frino, Reuben Segara and Hui Zheng
University of Wollongong, University of Sydney Business School and Discipline of Finance, The University of Sydney

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Trade Characteristics, Stock Return Volatility, Information Asymmetry, Stealth Trading, Market Microstructure

8.

The Impact of Trading Halts on Liquidity and Price Volatility: Evidence From the Australian Stock Exchange

Pacific-Basin Finance Journal Vol. 19(3): 298-307 (2011)
Posted: 01 Jun 2020
Alex Frino, Steven Lecce and Reuben Segara
University of Wollongong, affiliation not provided to SSRN and University of Sydney Business School

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Australian securities exchange, Market microstructure,Trading halts, Liquidity

Other Papers (1)

Total Downloads: 4
1.

Depth and Spreads in Futures Markets: Relationship With Limit Order Submissions

Number of pages: 21 Posted: 07 Jan 2019
Alex Frino, Ognjen Kovacevic and Vito Mollica
University of Wollongong, Macquarie University and Macquarie Graduate School of Management
Downloads 4

Abstract:

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