Zobrazeno 1 - 10
of 127
pro vyhledávání: '"Alex Frino"'
Publikováno v:
Applied Finance Letters, Vol 11, Iss 1 (2022)
This study examines the major technological and market forces that have acted on the liquidity of futures markets over almost the last quarter of a century – equivalent to Professor Robert Webb’s tenor as Editor-in-Chief at the Journal of Futures
Externí odkaz:
https://doaj.org/article/062c1cc69a85488aac624f564438fb00
Publikováno v:
Australasian Accounting, Business and Finance Journal, Vol 8, Iss 2, Pp 3-14 (2014)
This paper examines the efficiency of the Treasury Bond futures market in Australia. We provide a comprehensive explanation of the method used to price, and evaluate efficiency of the 3 and 10 Year Australian Treasury Bond Futures contracts, against
Externí odkaz:
https://doaj.org/article/d7de4e1b0d61485e9b177fa1ad32cbc9
Publikováno v:
Australasian Accounting, Business and Finance Journal, Vol 7, Iss 2, Pp 3-24 (2013)
This study involves a detailed discussion on the estimation of intraday time-varying volume synchronised probability of informed trading (VPIN), a proxy for levels of informed trading and flow toxicity, followed by intraday analysis on its impact of
Externí odkaz:
https://doaj.org/article/9eead617465e46f9af9f6504bd12daeb
Publikováno v:
Australasian Accounting, Business and Finance Journal, Vol 6, Iss 5, Pp 23-46 (2012)
This paper examines the dynamic relationship between competition, liquidity provision, and market structure. By examining the entry and exit of market makers in the Australian Options market, this study empirically analyses the issue of market maker
Externí odkaz:
https://doaj.org/article/62ac299cce8742f48a4a023117632532
Publikováno v:
Australasian Accounting, Business and Finance Journal, Vol 4, Iss 3, Pp 3-22 (2010)
This study re-examines the variation in selling prices between the auction and private treaty method of sales.Using sales data from five major Australian capital cities over a four year period, we estimate a hedonic pricingmodel. Results indicate tha
Externí odkaz:
https://doaj.org/article/8f2b888884a04a33aae7623d0ce1e1d3
Publikováno v:
Australasian Accounting, Business and Finance Journal, Vol 1, Iss 4, Pp 16-39 (2007)
This paper investigates the relationship between the minimum price variation and marketquality variables for 3 interest rate futures contracts on the Sydney Futures Exchange.Intraday trade and quote data are obtained for the period 4 January 2000 and
Externí odkaz:
https://doaj.org/article/de25c2e882f74af19f8fee9efdde97e8
Autor:
Wang Chun Wei, Alex Frino
Publikováno v:
The International Journal of Banking and Finance, Vol 9, Iss 2 (2012)
This study investigates the trading activity of Chinese stock index futures, recently introduced at the open and close of the underlying trading. We document the impact of the underlying spot on the futures market liquidity as well as volatility as d
Externí odkaz:
https://doaj.org/article/3f911b3e47594df1b0fc45592564ce36
Publikováno v:
Doing Business in the Middle East ISBN: 9781003005766
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d1fa918b9d437dc91588501288100d34
https://doi.org/10.4324/9781003005766-10
https://doi.org/10.4324/9781003005766-10
Publikováno v:
Journal of Futures Markets. 42:2053-2067
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::67ee6b88a1c05b9680a4b87ea7140b7c
https://doi.org/10.1002/fut.22334
https://doi.org/10.1002/fut.22334
Publikováno v:
Journal of Futures Markets. 42:1755-1771
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6fc732616682ff4be41be5a604a2a853
https://doi.org/10.1002/fut.22303
https://doi.org/10.1002/fut.22303