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Economics and Finance

D-Index
33
Citations
3901
World Ranking
3317
National Ranking
94

Overview

Alex Frino is affiliated with the University of Wollongong in Australia. Their research focuses primarily on the fields of Economics, Econometrics and Finance, with a significant body of work also in Business, Management and Accounting. Their subfields of study include Finance, Economics and Econometrics, Accounting, Management Science and Operations Research, and Strategy and Management.

Their work spans several main topics:

  • Financial Markets and Investment Strategies
  • Market Dynamics and Volatility
  • Corporate Finance and Governance
  • Auditing, Earnings Management, Governance
  • Stock Market Forecasting Methods
  • Complex Systems and Time Series Analysis
  • Energy, Environment, Economic Growth

Frino has published extensively in various academic venues. The most frequent publication venues include:

  • Journal of Futures Markets
  • SSRN Electronic Journal
  • Accounting and Finance
  • Energy Economics
  • Pacific-Basin Finance Journal

Their recent publications include:

  • "Does information asymmetry predict audit fees?" (2022, Accounting and Finance)
  • "The effects of polluting behaviour, dirty energy and electricity consumption on firm performance: Evidence from the recent crises" (2023, Energy Economics)
  • "Algorithmic trading in turbulent markets" (2020, Pacific-Basin Finance Journal)
  • "Are option traders more informed than Twitter users? A PVAR analysis" (2021, Journal of Futures Markets)
  • "Impact of algorithmic trading on speed of adjustment to new information: Evidence from interest rate derivatives" (2020, Journal of Futures Markets)

Frequent collaborators in their research include:

  • Vito Mollica
  • Z. Ivy Zhou
  • Luca Galati
  • Dionigi Gerace
  • Ognjen Kovačević

Best Publications

  • Short sales are almost instantaneously bad news: Evidence from the Australian Stock Exchange

    Michael J. Aitken;Alex Frino;Michael S. McCorry;Peter L. Swan

  • Tracking S&P 500 Index Funds

    Alex Frino;David R. Gallagher

  • The Lead-Lag Relationship between Equities and Stock Index Futures Markets Around Information Releases

    Alex Frino;Terry Walter;Andrew West

  • The accuracy of the tick test : evidence from the Australian Stock Exchange

    Michael Aitken;Alex Frino

  • The determinants of market bid ask spreads on the Australian Stock Exchange : cross-sectional analysis

    Michael Aitken;Alex Frino

  • The Liquidity Of Automated Exchanges: New Evidence From German Bund Futures

    Alex Frino;Thomas H McInish;Martin Toner

  • The house money effect and local traders on the Sydney Futures Exchange

    Alex Frino;Joel Grant;David Johnstone

  • The propensity for local traders in futures markets to ride losses : evidence of irrational or rational behavior?

    Alex Frino;David Johnstone;Hui Zheng

  • The impact of limit order anonymity on liquidity: Evidence from Paris, Tokyo and Korea

    Carole Comerton-Forde;Alex Frino;Vito Mollica

  • The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney

    Michael J. Aitken;Alex Frino;Amelia M. Hill;Elvis Jarnecic

  • Commonality in liquidity: Evidence from the Australian Stock Exchange

    Unknown

  • Index Design and Implications for Index Tracking

    Alex Frino;David R. Gallagher;Albert S. Neubert;Teddy N. Oetomo

  • The Impact of co-location of securities exchanges’ and traders’ computer servers on market liquidity

    Alessandro Frino;Vito Mollica;Robert Webb

  • A note on execution costs for stock index futures: Information versus liquidity effects

    Henk Berkman;Tim Brailsford;Alex Frino

  • Is Index performance achievable? An analysis of Australian equity index funds

    Alex Frino;David R. Gallagher

  • Closing call auctions and liquidity

    Michael Aitken;Carole Comerton-Forde;Alex Frino

  • Liquidity and transaction costs in the European carbon futures market

    Alex Frino;Jennifer Kruk;Andrew Lepone

  • Execution costs associated with institutional trades on the Australian Stock Exchange

    Michael Aitken;Alex Frino

  • Intraday futures market behaviour around major scheduled macroeconomic announcements : Australian evidence

    Alex Frino;Amelia Hill

  • Slippage in futures markets: Evidence from the Sydney Futures Exchange

    Alex Frino;Teddy Oetomo

  • Investor characteristics and the disposition effect

    Unknown

  • Closing Call Auctions and Liquidity

    Michael J. Aitken;Alex Frino;Carole Comerton-Forde

Frequent Co-Authors

Thomas H. McInish
Thomas H. McInish University of Memphis
Yiuman Tse
Yiuman Tse University of Missouri–St. Louis
Gary Gang Tian
Gary Gang Tian Macquarie University

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