2023

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R. James, H. Leung & A. Prokhorov 2023 A machine learning attack on illegal trading Journal of Banking & Finance
D. Waterworth, S. Sethuvenkatraman & Q.Z. Sheng 2023 Deploying data driven applications in smart buildings: Overcoming the initial onboarding barrier using machine learning Energy and Buildings

E. Favaretto, A. Lepone & G. Lepone 2023 Impact of MiFID II tick-size regime on equity markets—Evidence from the LSE European Financial Management

2022

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A. Frino, C. Xu & Z. Zhou 2022 Are option traders more informed than Twitter users? A PVAR analysis. Journal of Futures Markets

James, R., Jarnecic, E., Leung, H. 2022 Who Values Economist Forecasts? Evidence From Trading in Treasury Markets Journal of Financial Intermediation

Frino, A., Kovacevic, O., Mollica, V. & Webb, R. I., 2022 Connectivity costs and price efficiency: An event study Journal of Futures Markets

Frino, A., Galati, L., & Gerace, D. 2022 Reporting delays and the information content of off‐market trades. Journal of Futures Markets

Lepone, G., Westerholm, J. & Wright, D. 2022 Speculative trading preferences of retail investor birth cohorts Accounting and Finance

Ghassempour, N., Tannous, W. K., Agho, K. E., Avsar, G., & Harvey, L. A. 2022 The impact of reduced fire risk cigarettes regulation on residential fire incidents, mortality and health service utilisation in New South Wales, Australia International Journal of Environmental Research and Public Health

Aquilina, M., Ibikunle, G., Mollica, V. & Steffen, T 2022 The visible hand: benchmarks, regulation, and liquidity Journal of Financial Markets

Warren, D., Marashi, A., Siddiqui, A., Eijaz, A. A., Pradhan, P., Lim, D., & Dras, M. 2022 Using machine learning to study the effect of medication adherence in Opioid Use Disorder. PLoS One

2021

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Ghassempour, N., Tannous, W. K., Avsar, G., Agho, K. E., & Harvey, L. A. 2021 Estimating the total number of residential fire-related incidents and underreported residential fire incidents in New South Wales, Australia by using linked administrative data. International Journal of Environmental Research and Public Health

Dhawan, A., & Putniņš, T. J. 2021 A new wolf in town? Pump-and-dump manipulation in cryptocurrency markets Review of Finance

M. Khomyn & T.J. Putniņš 2021 Algos gone wild: What drives the extreme order cancellation rates in modern markets?, Journal of Banking & Finance

Chalmers, K., Smith, P., Garber, J., Gopinath, V., Brownlee, S., Schwartz, A. L., & Saini, V. 2021 Assessment of overuse of medical tests and treatments at US hospitals using Medicare claims. JAMA Network Open

Hussain, Z., Waterworth, D., Mahmood, A., Sheng, Q. Z., & Zhang, W. E 2021 Dataset for toothbrushing activity using brush-attached and wearable sensors. Data in Brief

F Schroeder, A Lepone, H Leung, S Satchell 2021 Flash crash in an OTC market: trading behaviour of agents in times of market stress The European Journal of Finance

Harvey, L. A., Ghassempour, N., Whybro, M., & Tannous, W. K. 2021 Health impacts and economic costs of residential fires (RESFIRES study): Protocol for a population-based cohort study using linked administrative data BMJ Open

Ibikunle, G., Mollica, V. & Sun, Q. 2021 Jumps in foreign exchange spot rates and the informational efficiency of currency forwards Journal of Futures Markets

Wong, J. B. & Hasan, M. M. 2021 Oil shocks and corporate payouts Energy Economics

Dalla Costa, A. F., Mollica, V. & Singh, A., 2021 Payment methods and the disposition effect: Evidence from Indonesian mutual fund trading Journal of Behavioral and Experimental Finance

Curran, E., Hunt, J. & Mollica, V. 2021 Single stock futures and their impact on market quality: Be careful what you wish for Journal of Futures Markets

Wong, J. B 2021 Stock market reactions to different types of oil shocks: Evidence from China Journal of Futures Markets

2020

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Frino, A., Garcia, M., & Zhou, Z. 2020 Impact of algorithmic trading on speed of adjustment to new information: Evidence from interest rate derivatives. Journal of Futures

Morales-Silva, D. M., McPherson, C. S., Pineda-Villavicencio, G., & Atchison, R. 2020 Using radar plots for performance benchmarking at patient and hospital levels using an Australian orthopaedics dataset. Health Informatics Journal

Morales-Silva, D. M. 2020 Assessing healthcare providers’ performance with and without risk adjustment. Bulletin of the Australian Mathematical Society

J. Krug, K. Fong, H. Leung & J.P. Westerholm 2020 Determinants of household broker choices and their impacts on performance Journal of Banking & Finance

G. Lepone & Z. Yang 2020 Do early birds behave differently from night owls in the stock market?, Pacific-Basin Finance Journal

Samoborec, S., Simpson, P., Hassani-Mahmooei, B., Ruseckaite, R., Giummarra, M., Ayton, D., & Evans, S. 2020 Impact of comorbidity on health outcome after a transport-related injury Injury prevention

J. Cummings & Y. Guo 2020 Do the Basel III capital reforms reduce the implicit subsidy of systemically important banks? Australian evidence Pacific-Basin Finance Journal

Wong, J. B. & Zhang, Q. 2020 Impact of international energy prices on China’s industries Journal of Futures Markets

Maharaj, A. D., Samoborec, S., Evans, S. M., Zalcberg, J., Neale, R. E., Goldstein, D., & Ioannou, L. 2020 Patient-reported outcome measures (PROMs) in pancreatic cancer: a systematic review. HPB

Harvey, L. A., Ghassempour, N., Whybro, M., & Tannous, W. K. 2020 Protocol: Health impacts and economic costs of residential fires (RESFIRES study): protocol for a population-based cohort study using linked administrative data. BMJ Open

Lum, E., McCreanor, V., Luo, N., & Graves, N. 2020 Quality of life measured by EQ-5D at different treatment time points for coronary artery disease: protocol for a systematic review and meta-analysis. BMJ Open

Pulok, M. H., Theou, O., van der Valk, A. M., & Rockwood, K. 2020 The role of illness acuity on the association between frailty and mortality in emergency department patients referred to internal medicine. Age and Ageing

Frino, A., Kovačević, O., Mollica, V. & Webb, R. I. 2020 The sensitivity of trading to the cost of information Journal of Futures Markets

Curran, E., Hunt, J. & Mollica, V. 2020 Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures Journal of Futures Markets

Lepone, G. & Tian, G. 2020 Usage of conditional orders and the disposition effect in the stock market Pacific-Basin Finance Journal

2019

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Frino, A., Lepone, G. & Wright, D. 2019 Are paper winners gamblers? Evidence from Australian retail investors Accounting and Finance

Samoborec, S., Ayton, D., Ruseckaite, R., & Evans, S. M. 2019 Biopsychosocial barriers affecting recovery after a minor transport‐related injury: A qualitative study from Victoria. Health Expectations

Uddin, S., Khan, A., Hossain, M. 2019 Comparing different supervised machine learning algorithms for disease prediction BMC Medical Information Decision Making

Frino, A., Kovačević, O. & Mollica, V. 2019 Depths and spreads in futures markets: relationship with order execution, submission, and cancellation Journal of Futures Markets

G. Issa & E. Jarnecic 2019 Effect of Trading Relationships on Execution Costs in Low-Information-Asymmetry Over-theCounter Markets Journal of Financial and Quantitative Analysis

Khoo, J., Hasan, H., & Eagar, K. 2019 Emerging role of the Australian private health insurance sector in providing chronic disease management programs: current activities, challenges and constraints. Review Australian Health Review

Badgery-Parker, T., Pearson, S.A., Chalmers, K., Brett, J., Scott, I.A., Dunn, S., Onley, N. and Elshaug, A.G. 2019 Low-value care in Australian public hospitals: prevalence and trends over time. BMJ quality & safety

Chalmers, K., Pearson, S. A., Badgery-Parker, T., Brett, J., Scott, I. A., & Elshaug, A. G. 2019 Measuring 21 low-value hospital procedures: claims analysis of Australian private health insurance data (2010–2014) BMJ open

Badgery-Parker, T., Pearson, S. A., Dunn, S., & Elshaug, A. G. 2019 Measuring hospital-acquired complications associated with low-value care. JAMA Internal Medicine

Frino, A., Lepone, A. & Lepone, G. 2019 Price impact of corporate bond trading: evidence from the Australian Securities Exchange Review of Pacific Basin Financial Markets and Policies

Foley, S., Karlsen, J. R., & Putniņš, T. J. 2019 Sex, drugs, and bitcoin: How much illegal activity is financed through cryptocurrencies?. The Review of Financial Studies

Lepone, A., Wen, J., Wong, J. B. & Yang, J. Y. 2019 Short selling restrictions and index futures pricing: Evidence from China International Review of Economics and Finance

A. Atlas, S. Milanese, K. Grimmer, S. Barras & J.H. Stephens 2019 Sources of information used by patients prior to elective surgery: a scoping review BMJ Open

Marashi, A., Ghassem Pour, S., Li, V., Rissel, C., & Girosi, F. 2019 The association between physical activity and hospital payments for acute admissions in the Australian population aged 45 and over PLoS One

Chen, Z., Forsberg, D., & Gallagher, D. R. 2019 Which institutional investor types are the most informed?. Accounting & Finance

2018

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Samoborec, S., Ruseckaite, R., Ayton, D., & Evans, S. 2018 Biopsychosocial factors associated with non-recovery after a minor transport-related injury: a systematic review. PLoS One

Chalmers, K., Badgery-Parker, T., Pearson, S. A., Brett, J., Scott, I. A., & Elshaug, A. G. 2018 Developing indicators for measuring low-value care: mapping Choosing Wisely recommendations to hospital data. BMC research notes

Lepone, A., Wen, J. & Yang, J. Y 2018 Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds Pacific-Basin Finance Journal

Frino, A., & Garcia, M. 2018 Price discovery in short‐term interest rate markets: Futures versus swaps. Journal of Futures Markets

Lecce, S., Lepone, A., Mckenzie, M. D., Wong, J. B. & Yang, J. Y. 2018 Short-selling and credit default swap spreads-Where do informed traders trade? Journal of Futures Markets

Frino, A., & Garcia, M. 2018 Should macroeconomic information be released during trading breaks in futures markets?. Journal of Futures Markets

Yin, Z., Wang, F., Liu, W., & Chawla, S. 2018 Sparse feature attacks in adversarial learning. IEEE Transactions on Knowledge and Data Engineering,

Capalbo, F., Frino, A., Lim, M. Y., Mollica, V., & Palumbo, R. 2018 The impact of CEO narcissism on earnings management. Abacus

Lepone, A. & Wong, J. B. 2018 The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia Journal of Business Finance & Accounting

2017

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Frino, A., Mollica, V., Romano, M. G. & Zhou, Z. 2017 Asymmetry in the permanent price impact of block purchases and sales: theory and empirical evidence Journal of Futures Markets

Khoo, J., Hasan, H., & Eagar, K. 2017 Examining the high users of hospital resources: implications of a profile developed from Australian health insurance claims data. Australian Health Review

Gallagher, D. R., Harman, G., Schmidt, C. H., & Warren, G. J. 2017 Global equity fund performance: An attribution approach. Financial Analysts Journal

Yang, H., Ahn, H., Kim, M. H. & Ryu, D. 2017 Information asymmetry and investor trading behavior around bond rating change announcements Emerging Markets Review

Lepone, A. & Wong, J. B. 2017 Pseudo market-makers, market quality and the minimum tick size International Review of Economics and Finance

Frino, A., Mollica, V., Monaco, E. & Palumbo, R. 2017 The effect of algorithmic trading on market liquidity: Evidence around earnings announcements on Borsa Italiana Pacific-Basin Finance Journal

Frino, A., Mollica, V., Webb, R. I. & Zhang, S 2017 The impact of latency sensitive trading on high frequency arbitrage opportunities Pacific-Basin Finance Journal

Chen, H., Foley, S., Goldstein, M. A., & Ruf, T. 2017 The value of a millisecond: Harnessing information in fast, fragmented markets. Fragmented Markets

Leung, H., Schiereck, D., & Schroeder, F. 2017 Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises Economic Modelling

Moshirian, F., Nanda, V., Vadilyev, A., & Zhang, B. 2017 What drives investment–cash flow sensitivity around the World? An asset tangibility Perspective. Journal of Banking & Finance

2016

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Graves, N., Wloch, C., Wilson, J., Barnett, A., Sutton, A., Cooper, N., Merollini, K., McCreanor, V., Cheng, Q., Burn, E. and Lamagni, T. 2016 A cost-effectiveness modelling study of strategies to reduce risk of infection following primary hip replacement based on a systematic review. Health Technology Assessment

Cummings, J. R., & Durrani, K. J. 2016 Effect of the Basel Accord capital requirements on the loan-loss provisioning practices of Australian banks. Journal of Banking & Finance

G. Issa & E. Jarnecic 2016 The Effect of Option Market Maker Mandates on Liquidity and Profitability Review of Futures Markets

P. He, E. Jarnecic & Y.Liu 2016 Equity issues and the impact of lead manager affiliation on broker market share and trading volume Pacific-Basin Finance Journal

Frino, A., Lepone, A., Mollica, V. & Zhang, S. 2016 Are Hedgers Informed? An Examination of the Price Impact of Large Trades in Illiquid Agricultural Futures Markets Journal of Futures Markets

2015

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M.J. Aitken, F.H. de B. Harris & S. Ji 2015 A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency Journal of Business Ethics

Young, J., Badgery-Parker, T., Dobbins, T., Jorgensen, M., Gibbs, P., Faragher, I., Jones, I. and Currow, D. 2015 Comparison of ECOG/WHO performance status and ASA score as a measure of functional status Journal of Pain and Symptom Management

M. Aitken, D. Cumming & F. Zhan 2015 Exchange Trading Rules, Surveillance, and Suspected Insider Trading Journal of Corporate Finance

M. Aitken, D. Cumming & F. Zhan 2015 High frequency trading and end-of-day price dislocation Journal of Banking and Finance

O. Entrop, G. Fischer, M. McKenzie, M. Wilkens & C. Winkler 2015 How Does Pricing Affect Investor’s Product Choice? Evidence from the Market for Discount Certificates Journal of Banking and Finance

Frino, A., Lepone, G. & Wright, D., 2015 Investor characteristics and the disposition effect Pacific-Basin Finance Journal

M.J. Aitken, A. Aspris, S. Foley & F.H.de B. Harris 2015 Market Fairness: The Poor Country Cousin of Market Efficiency Journal of Business Ethics

S. Foley & T. J. Putnins 2015 Should we be afraid of the dark? Dark trading and market quality Journal of Financial Economics

P.W. He, E. Jarnecic & Y. Liu 2015 The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X Journal of Financial Markets

A. Aspris, S. Foley, D. Harris & P. O’Neill 2015 Time Pro-rata Matching: Evidence of a Change in LIFFE STIR Futures Journal of Futures Markets

A. Kwan, R. Masulis & T.H. McInish 2015 Trading rules competition for order flow and market fragmentation Journal of Financial Economics

2014

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Gallagher, D. R., Gardner, P. A., Schmidt, C. H., & Walter, T. S. 2014 Quality investing in an Australian context Australian Journal of Management

Capalbo, F., Frino, A., Mollica, V. & Palumbo, R. 2014 Accrual-based earnings management in state owned companies: Implications for transnational accounting regulation Accounting, Auditing and Accountability Journal

A.Frino, V. Mollica & Z. Zhou 2014 Commonality in Liquidity Across International Borders: Evidence from Futures Markets Journal of Futures Markets

He, W. P. & Lepone, A. 2014 Determinants of liquidity and execution probability in exchange operated dark pool: evidence from the Australian securities exchange Pacific-Basin Finance Journal

A. Aspris, S. Foley & A. Frino 2014 Does Insider Trading Explain Price Run-Up Ahead of Takeover Announcements? Accounting and Finance

C. Andres, D. Cumming, T. Karabiber & D. Schweizer 2014 Do markets anticipate capital structure decisions? Feedback effects in equity liquidity Journal of Corporate Finance

A. Flint, A. Lepone & J.Y. Yang 2014 Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market Journal of Futures Markets

K.Y. L. Fong, D.R. Gallagher & A.D. Lee 2014 Individual Investors and Broker Types Journal of Financial and Quantitative Analysis

P.T. Chan & T. Walter 2014 Investment performance of environmentally-friendly firms and their initial public offers and seasoned equity offers Journal of Banking and Finance

E. Jarnecic & M. Snape 2014 The provision of liquidity by high-frequency participants. Financial Review

Frino, A., Jones, S., Lepone, A. & Wong, J. B. 2014 Market Behavior of Institutional Investors around Bankruptcy Announcements Journal of Business Finance and Accounting

Gallagher, D. R., Gardner, P. A., Schmidt, C. H., & Walter, T. S. 2014 Portfolio quality and mutual fund performance International Review of Finance

Niblock, S. J., Heng, P., & Sloan, K. 2014 Regional stock markets and the economic development of S outheast A sia. Asian‐Pacific Economic Literature

A. Frino, V. Mollica & R.I. Webb 2014 The Impact of Co-Location of Securities Exchanges’ and Traders’ Computer Servers on Market Liquidity Journal of Futures Markets

Frino, A., He, W. P. & Lepone, A. 2014 The pricing and efficiency of Australian treasury bond futures Australasian Accounting, Business and Finance Journal

Heng, P., & Niblock, S. J. 2014 Trading with tigers: A technical analysis of Southeast Asian stock index futures. International Economic Journal

2013

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Gallagher, D. R., Gardner, P. A., Schmidt, C. H., & Walter, T. S. 2014 Quality investing in an Australian context Australian Journal of Management

Capalbo, F., Frino, A., Mollica, V. & Palumbo, R. 2014 Accrual-based earnings management in state owned companies: Implications for transnational accounting regulation Accounting, Auditing and Accountability Journal

A.Frino, V. Mollica & Z. Zhou 2014 Commonality in Liquidity Across International Borders: Evidence from Futures Markets Journal of Futures Markets

He, W. P. & Lepone, A. 2014 Determinants of liquidity and execution probability in exchange operated dark pool: evidence from the Australian securities exchange Pacific-Basin Finance Journal

A. Aspris, S. Foley & A. Frino 2014 Does Insider Trading Explain Price Run-Up Ahead of Takeover Announcements? Accounting and Finance

C. Andres, D. Cumming, T. Karabiber & D. Schweizer 2014 Do markets anticipate capital structure decisions? Feedback effects in equity liquidity Journal of Corporate Finance

A. Flint, A. Lepone & J.Y. Yang 2014 Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market Journal of Futures Markets

K.Y. L. Fong, D.R. Gallagher & A.D. Lee 2014 Individual Investors and Broker Types Journal of Financial and Quantitative Analysis

P.T. Chan & T. Walter 2014 Investment performance of environmentally-friendly firms and their initial public offers and seasoned equity offers Journal of Banking and Finance

E. Jarnecic & M. Snape 2014 The provision of liquidity by high-frequency participants. Financial Review

Frino, A., Jones, S., Lepone, A. & Wong, J. B. 2014 Market Behavior of Institutional Investors around Bankruptcy Announcements Journal of Business Finance and Accounting

Gallagher, D. R., Gardner, P. A., Schmidt, C. H., & Walter, T. S. 2014 Portfolio quality and mutual fund performance International Review of Finance

Niblock, S. J., Heng, P., & Sloan, K. 2014 Regional stock markets and the economic development of S outheast A sia. Asian‐Pacific Economic Literature

A. Frino, V. Mollica & R.I. Webb 2014 The Impact of Co-Location of Securities Exchanges’ and Traders’ Computer Servers on Market Liquidity Journal of Futures Markets

Frino, A., He, W. P. & Lepone, A. 2014 The pricing and efficiency of Australian treasury bond futures Australasian Accounting, Business and Finance Journal

Heng, P., & Niblock, S. J. 2014 Trading with tigers: A technical analysis of Southeast Asian stock index futures. International Economic Journal

2012

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A. Frino, R.I. Webb & H. Zheng 2012 Does International Order Flow Contribute to Price Discovery in Futures Markets? Journal of Futures Markets

W. Jiang, K. Li & W. Wang 2012 Hedge Funds and Chapter 11 Journal of Finance

C.X. Jiang, T. Likitapiwat & T.H. McInish 2012 Information Content of Earnings Announcements: Evidence from After-Hours Trading Journal of Financial and Quantitative Analysis

M. McKenzie, S. Satchell & W. Wongwachara 2012 Nonlinearity and smoothing in venture capital performance data Journal of Empirical Finance

D. Cumming, N. Dai, L. Helge & D. Schweizer 2012 Regulatory induced performance persistence: Evidence from hedge funds Journal of Corporate Finance

B.R. Arnold, C. Borio, L. Ellis & F. Moshirian 2012 Systemic risk Basel III global financial stability and regulation Journal of Banking and Finance

B.R. Arnold, C. Borio, L. Ellis & F. Moshirian 2012 Systemic risk macroprudential policy frameworks monitoring financial systems and the evolution of capital adequacy Journal of Banking and Finance

A. Lepone & J.Y. Yang 2012 The impact of a pro-rata algorithm on liquidity: Evidence from the NYSE LIFFE Journal of Futures Markets

Aspris, A., Frino, A. & Lepone, A. 2012 The impact of market maker competition on market quality: evidence from an options exchange Australasian Accounting, Business and Finance Journal

S. Lecce, A. Lepone, M.D. McKenzie & R. Segara 2012 The impact of naked short selling on the securities lending and equity market Journal of Financial Markets

Lepone, A., Sacco, A. & Yang, J. Y. 2012 The impact of regulatory changes on the efficiency of the phase II EU ETS European carbon futures Review of Futures Markets

2011

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J. Cao, X. Pan & G. Tian 2011 Disproportional ownership structure and payperformance relationship: Evidence from China’s listed firms Journal of Corporate Finance
D. Cumming, S. Johan & D. Li 2011 Exchange trading rules and stock market liquidity Journal of Financial Economics

D. Cumming & N. Dai 2011 Fund size limited attention and valuation of venture capital backed firms Journal of Empirical Finance

F.D. Foster, D.R. Gallagher & A. Looi 2011 Institutional trading and share returns Journal of Banking and Finance

Flint, A., Frino, A., Gerace, D. & Lepone, A. 2011 Intraday patterns in quoted depth on the Nasdaq International Journal of Finance

Frino, A., Lecce, S. & Lepone, A. 2011 Short-sales constraints and market quality: Evidence from the 2008 short-sales bans International Review of Financial Analysis

Frino, A., Kruk, J. & Lepone, A., 2011 The determinants of execution costs in short-term money markets Financial Review

Lepone, A., Rahman, R. T. & Yang, J. Y. 2011 The Impact of European Union Emissions Trading Scheme (EU ETS) National Allocation Plans (NAP) on Carbon Markets Low Carbon Economy

Lepone, A. & Mistry, M. 2011 The information content of undisclosed limit order around broker anonymity Australasian Accounting, Business and Finance Journal

J.W. Yang 2011 Transaction duration and asymmetric price impact of tradesEvidence from Australia Journal of Empirical Finance

C. Comerton-Forde, T.J. Putnins & K.M. Tang 2011 Why Do Traders Choose to Trade Anonymously? Journal of Financial and Quantitative Analysis

2010

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J. Cao, X. Pan & G. Tian 2011 Disproportional ownership structure and payperformance relationship: Evidence from China’s listed firms Journal of Corporate Finance

D. Cumming, S. Johan & D. Li 2011 Exchange trading rules and stock market liquidity Journal of Financial Economics

D. Cumming & N. Dai 2011 Fund size limited attention and valuation of venture capital backed firms Journal of Empirical Finance

F.D. Foster, D.R. Gallagher & A. Looi 2011 Institutional trading and share returns Journal of Banking and Finance

Flint, A., Frino, A., Gerace, D. & Lepone, A. 2011 Intraday patterns in quoted depth on the Nasdaq International Journal of Finance

Frino, A., Lecce, S. & Lepone, A. 2011 Short-sales constraints and market quality: Evidence from the 2008 short-sales bans International Review of Financial Analysis

Frino, A., Kruk, J. & Lepone, A., 2011 The determinants of execution costs in short-term money markets Financial Review

Lepone, A., Rahman, R. T. & Yang, J. Y. 2011 The Impact of European Union Emissions Trading Scheme (EU ETS) National Allocation Plans (NAP) on Carbon Markets Low Carbon Economy

Lepone, A. & Mistry, M. 2011 The information content of undisclosed limit order around broker anonymity Australasian Accounting, Business and Finance Journal

J.W. Yang 2011 Transaction duration and asymmetric price impact of tradesEvidence from Australia Journal of Empirical Finance

C. Comerton-Forde, T.J. Putnins & K.M. Tang 2011 Why Do Traders Choose to Trade Anonymously? Journal of Financial and Quantitative Analysis

2009

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Frino, A., Jarnecic, E. & Lepone, A. 2009 An event time study of the price reaction to large retail trades Quarterly Review of Economics and Finance
C. Comerton-Forde & K.M. Tang 2009 Anonymity liquidity and fragmentation Journal of Financial Markets

A. Frino, A. Lepone & B. Wong 2009 Derivative use fund flows and investment manager performance Journal of Banking and Finance

Lepone, A. & Wong, B. 2009 Determinants of credit spread changes: Evidence from the Australian bond market Australasian Accounting, Business and Finance Journal

Alampieski, K. & Lepone, A. 2009 Impact of a tick size reduction on liquidity: Evidence from the Sydney Futures Exchange Accounting and Finance

A. Aspris, J. Cumming & A. Frino 2009 Price Formation and Liquidity Surrounding Large Trades in Interest Rate and Equity Index Futures Review of Futures Markets

J.T. Parwada & J.W. Yang 2009 Information Diffusion among International Fund Managers: Multicountry Evidence Financial Management

C. Jiang, T. McInish & J. Upson 2009 The information content of trading halts Journal of Financial Markets

2008

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P.S. Kalev & H.N. Duong 2008 A test of the Samuelson Hypothesis using realized range Journal of Futures Markets
Frino, A., Gerace, D., Lepone, A. & Wong, B 2008 Do derivatives improve managed fund performance? JASSA

P.S. Kalev, A.H. Nguyen & N.Y. Oh 2008 Foreign versus local investors: Who knows more? Who makes more? Journal of Banking and Finance

A. Frino, A. Lepone & G. Wearin 2008 Intraday behavior of market depth in a competitive dealer market: A note Journal of Futures Markets

A. Frino, J. Bjursell, G.H.K. Wang & A. Lepone 2008 Large trades and intraday futures price behavior Journal of Futures Markets

Frino, A., Gerace, D. & Lepone, A. 2008 Limit order book, anonymity and market liquidity: Evidence from the Sydney Futures Exchange Accounting and Finance

A. Frino, D. Gerace & A. Lepone 2008 Liquidity in auction and specialist market structures: Evidence from the Italian bourse Journal of Banking and Finance

H.N. Duong & P.S. Kalev 2008 The Samuelson hypothesis in futures markets: An analysis using intraday data Journal of Banking and Finance

2007

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Frino, A., Jarnecic, E. & Lepone, A. 2009 An event time study of the price reaM. Aitken, N. Almeida, F.H.deB. Harris & T.H. McInish 2007 Liquidity supply in electronic markets Journal of Financial Markets
R.I. Webb, J. Muthuswamy & R. Segara 2007 Market microstructure effects on volatility at the TAIFEX Journal of Futures Markets

D. Cumming, D.S. Siegel & M. Wright 2007 Private equity leveraged buyouts and governance Journal of Corporate Finance

D. Cumming & S. Johan 2007 Regulatory harmonization and the development of private equity markets Journal of Banking and Finance

Frino, A., Jarnecic, E. & Lepone, A. 2007 The determinants of the price impact of block trades: Further evidence Abacus

A. Frino, J. Kruk & A. Lepone 2007 Transactions in futures markets: Informed or uninformed? Journal of Futures Marketsction to large retail trades Quarterly Review of Economics and Finance

C. Comerton-Forde & K.M. Tang 2009 Anonymity liquidity and fragmentation Journal of Financial Markets

A. Frino, A. Lepone & B. Wong 2009 Derivative use fund flows and investment manager performance Journal of Banking and Finance

Lepone, A. & Wong, B. 2009 Determinants of credit spread changes: Evidence from the Australian bond market Australasian Accounting, Business and Finance Journal

Alampieski, K. & Lepone, A. 2009 Impact of a tick size reduction on liquidity: Evidence from the Sydney Futures Exchange Accounting and Finance

A. Aspris, J. Cumming & A. Frino 2009 Price Formation and Liquidity Surrounding Large Trades in Interest Rate and Equity Index Futures Review of Futures Markets

J.T. Parwada & J.W. Yang 2009 Information Diffusion among International Fund Managers: Multicountry Evidence Financial Management

C. Jiang, T. McInish & J. Upson 2009 The information content of trading halts Journal of Financial Markets

2006

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Frino, A., Gallagher, D. R., & Oetomo, T. N. 2006 Further analysis of the liquidity and information components of institutional orders: Active versus passive funds Pacific-Basin Finance Journal
Frino, A., Jarnecic, E., Stevenson, M., Tan, A. 2006 Sources of price discovery in the Australian dollar currency market Review of Futures Markets

L. Bortoli, A. Frino, E. Jarnecic & D. Johnstone 2006 Limit order book transparency execution risk and market liquidity: Evidence from the Sydney Futures Exchange Journal of Futures Markets

2005

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H. Berkman, T. Brailsford & A. Frino 2005 A note on execution costs for stock index futures: Information versus liquidity effects Journal of Banking and Finance
L. Bortoli, A. Frino & E. Jarnecic 2005 The impact of automation on the cost of transacting in futures markets Journal of Financial Transformation

Frino, A., Jarnecic, E., Johnstone, D. & Lepone, A 2005 Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange Pacific-Basin Finance Journal

R.G. Powell & A.W. Stark 2005 Does operating performance increase post-takeover for UK takeovers? A comparison of performance measures and benchmarks Journal of Corporate Finance

Frino, A., Gallagher, D. R., & Oetomo, T. N. 2005 The index tracking strategies of passive and enhanced index equity funds Australian Journal of Management

Frino, A., & Oetomo, T. 2005 Slippage in futures markets: Evidence from the Sydney Futures Exchange Journal of Futures Markets

Oetomo, T., & Stevenson, M. 2005 Hot or cold? A comparison of different approaches to the pricing of weather derivatives Journal of Emerging Market Finance

K.H. Chung, M. Li & T.H. McInish 2005 Information-based trading price impact of trades and trade autocorrelation Journal of Banking and Finance

Comerton‐Forde, C., Fernandez, C., Frino, A., & Oetomo, T. 2005 How broker ability affects institutional trading costs Accounting and Finance

Comerton-Forde, C., Frino, A. & Mollica, V 2005 The impact of limit order anonymity on liquidity: Evidence from Paris, Tokyo and Korea Journal of Economics and Business

Peat, M., Stevenson, M., & Maroney, D. 2005 The relationship between technical indicators and the market index. JASSA

2004

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H. Berkman, T. Brailsford & A. Frino 2005 A note on execution costs for stock index futures: Information versus liquidity effects Journal of Banking and Finance
L. Bortoli, A. Frino & E. Jarnecic 2005 The impact of automation on the cost of transacting in futures markets Journal of Financial Transformation

Frino, A., Jarnecic, E., Johnstone, D. & Lepone, A 2005 Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange Pacific-Basin Finance Journal

R.G. Powell & A.W. Stark 2005 Does operating performance increase post-takeover for UK takeovers? A comparison of performance measures and benchmarks Journal of Corporate Finance

Frino, A., Gallagher, D. R., & Oetomo, T. N. 2005 The index tracking strategies of passive and enhanced index equity funds Australian Journal of Management

Frino, A., & Oetomo, T. 2005 Slippage in futures markets: Evidence from the Sydney Futures Exchange Journal of Futures Markets

Oetomo, T., & Stevenson, M. 2005 Hot or cold? A comparison of different approaches to the pricing of weather derivatives Journal of Emerging Market Finance

K.H. Chung, M. Li & T.H. McInish 2005 Information-based trading price impact of trades and trade autocorrelation Journal of Banking and Finance

Comerton‐Forde, C., Fernandez, C., Frino, A., & Oetomo, T. 2005 How broker ability affects institutional trading costs Accounting and Finance

Comerton-Forde, C., Frino, A. & Mollica, V 2005 The impact of limit order anonymity on liquidity: Evidence from Paris, Tokyo and Korea Journal of Economics and Business

Peat, M., Stevenson, M., & Maroney, D. 2005 The relationship between technical indicators and the market index. JASSA

2003

W
A. Frino & A. West 2003 The impact of transaction costs on price discovery: Evidence from cross-listed stock index futures contracts Pacific-Basin Finance Journal
A. Frino & A. West 2003 The impact of transaction costs on price discovery Pacific-Basin Finance Journal

P.K. Pham, P.S. Kalev & A.B. Steen 2003 Underpricing stock allocation ownership structure and post-listing liquidity of newly listed firms Journal of Banking and Finance

2002

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F.H. deB. Harris, T.H. McInish & R.A. Wood 2002 Common factor components versus information shares: a reply Journal of Financial Markets
F.H. deB. Harris, T.H. McInish & R.A. Wood 2002 Security price adjustment across exchanges: an investigation of common factor components for Dow stocks Journal of Financial Markets

A. Frino & M.D. McKenzie 2002 The pricing of stock index futures spreads at contract expiration Journal of Futures Markets

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