Dionigi Gerace

The University of Sydney

University of Sydney

Sydney, NSW 2006

Australia

  • The University of Sydney

SCHOLARLY PAPERS

5

DOWNLOADS

470

TOTAL CITATIONS

3

Scholarly Papers (5)

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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 189 (319,367)

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
Mitesh Mistry, Andrew C. Worthington, Dionigi Gerace and Chandra Gulati
affiliation not provided to SSRN, Griffith University, The University of Sydney and University of Wollongong
Downloads 124 (453,020)
Citation 1

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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 110 (495,769)

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Microstructure; Sydney Futures Exchange; Timezones; Information Announcements

4.

Reporting Delays and the Information Content of Off-Market Trades

Number of pages: 28 Posted: 23 Nov 2021
Alex Frino, Luca Galati and Dionigi Gerace
University of Wollongong, University of Bologna - Department of Management and The University of Sydney
Downloads 47 (787,400)
Citation 2

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block trades, deferred publication, futures markets, market microstructure, post-trade transparency, price impact.

5.

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