Dionigi Gerace

The University of Sydney

University of Sydney

Sydney, NC NSW 2006

Australia

SCHOLARLY PAPERS

7

DOWNLOADS

200

CITATIONS

2

Scholarly Papers (7)

1.

A Study of Analyst Forecast Reliability in Australia

Journal of Applied Research in Accounting and Finance (JARAF), Vol. 8, No. 2, 2013
Number of pages: 25 Posted: 09 Jan 2014
Alina Maydybura, Dionigi Gerace and Brian Andrew
University of Wollongong - School of Accounting, Economics & Finance, The University of Sydney and University of Wollongong - School of Accounting, Economics & Finance
Downloads 77 (210,219)

Abstract:

Accounting, Finance

2.

The Impact of Trading-Restricted, Business Days and Trading, Non-Business Days on Australian Small-Cap, Large-Cap and Market Returns

Number of pages: 18 Posted: 29 Oct 2008
affiliation not provided to SSRN, Griffith University, The University of Sydney and University of Wollongong
Downloads 76 (259,109)

Abstract:

security trading, settlement and clearing, market efficiency, holiday effect

3.

Effect of Diversification on Capital Structure

Accounting & Finance, Vol. 49, Issue 4, pp. 799-826, December 2009
Number of pages: 28 Posted: 24 Nov 2009
Università degli Studi della Calabria, Università degli Studi della Calabria, The University of Sydney and affiliation not provided to SSRN
Downloads 5 (527,812)
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Abstract:

4.

Limit Order Book, Anonymity and Market Liquidity: Evidence from the Sydney Futures Exchange

Accounting & Finance, Vol. 48, No. 4, pp. 561-573, December 2008
Number of pages: 13 Posted: 03 Nov 2008
Alex Frino, Dionigi Gerace and Andrew Lepone
The University of Sydney - Discipline of Finance, The University of Sydney and University of Sydney
Downloads 3 (537,555)
Citation 2
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Abstract:

5.

Call Auction Transparency and Market Liquidity: Evidence from China

International Review of Finance, Vol. 15, Issue 2, pp. 223-255, 2015
Number of pages: 33 Posted: 03 Jun 2015
Dionigi Gerace, Qigui Liu, Gary Gang Tian and Willa Zheng
The University of Sydney, Department of Finance and Accounting, School of Management, Zhejiang University, Macquarie University and University of Wollongong - School of Accounting, Economics & Finance
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Abstract:

6.

Information Disclosure and Stock Liquidity: Evidence from Borsa Italiana

Abacus, Vol. 49, Issue 4, pp. 423-440, 2013
Number of pages: 18 Posted: 18 Dec 2013
University of Chieti-Pescara, Second University of Naples - Department of Economics, The University of Sydney and Macquarie Graduate School of Management
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Abstract:

Bid‐ask spread, Borsa Italiana, Depth, IFRS, Liquidity

7.

Decomposing the Probability of Informed Trading Measure

Posted: 28 Aug 2012 Last Revised: 28 Feb 2014
Wang Chun Wei, Alex Frino and Dionigi Gerace
Macquarie Group, The University of Sydney - Discipline of Finance and The University of Sydney

Abstract:

PIN, informed trading, information asymmetry, market microstructure