Dionigi Gerace

The University of Sydney

University of Sydney

Sydney, NSW 2006

Australia

SCHOLARLY PAPERS

8

DOWNLOADS

250

SSRN CITATIONS

4

CROSSREF CITATIONS

6

Scholarly Papers (8)

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 129 (240,684)

Abstract:

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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 84 (322,529)

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

3.

Dynamics of Interest Rate Futures: A Comprehensive Study from The Sydney Futures Exchange

Number of pages: 20 Posted: 11 Mar 2020
Dionigi Gerace and Alex Frino
The University of Sydney and affiliation not provided to SSRN
Downloads 29 (513,165)

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Microstructure; Sydney Futures Exchange; Timezones; Information Announcements

4.

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 (669,930)
Citation 2
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5.

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 (685,700)
Citation 2
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6.

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 - Department of Applied Finance and Actuarial Studies and University of Wollongong - School of Accounting, Economics & Finance
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7.

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

8.

Decomposing the Probability of Informed Trading Measure

Posted: 28 Aug 2012 Last Revised: 02 Oct 2018
Wang Chun Wei, Alex Frino and Dionigi Gerace
University of Queensland - Faculty of Business, Economics and Law, The University of Sydney - Discipline of Finance and The University of Sydney

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PIN, informed trading, information asymmetry, market microstructure