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Elvis Jarnecic
Elvis Jarnecic
Senior Lecturer of Finance, University of Sydney
Подтвержден адрес электронной почты в домене sydney.edu.au
Название
Процитировано
Процитировано
Год
Public information arrival and volatility of intraday stock returns
PS Kalev, WM Liu, PK Pham, E Jarnecic
Journal of Banking & Finance 28 (6), 1441-1467, 2004
3052004
The provision of liquidity by high‐frequency participants
E Jarnecic, M Snape
Financial Review 49 (2), 371-394, 2014
922014
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney
MJ Aitken, A Frino, AM Hill, E Jarnecic
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004
752004
The determinants of the price impact of block trades: further evidence
A Frino, E Jarnecic, A Lepone
Abacus 43 (1), 94-106, 2007
502007
Limit order book transparency, execution risk, and market liquidity: Evidence from the Sydney Futures Exchange
L Bortoli, A Frino, E Jarnecic, D Johnstone
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006
502006
The performance of active Australian bond funds
DR Gallagher, E Jarnecic
Australian journal of management 27 (2), 163-185, 2002
472002
The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X
PW He, E Jarnecic, Y Liu
Journal of Financial Markets 22, 27-49, 2015
422015
International equity funds, performance, and investor flows: Australian evidence
DR Gallagher, E Jarnecic
Journal of Multinational Financial Management 14 (1), 81-95, 2004
382004
An analysis of trades by high frequency participants on the London Stock Exchange
E Jarnecic, M Snape
Working Paper, June, 2010
362010
Bid–ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
A Frino, E Jarnecic, D Johnstone, A Lepone
Pacific-Basin Finance Journal 13 (3), 247-262, 2005
282005
An empirical analysis of the supply of liquidity by locals in futures markets: Evidence from the Sydney Futures Exchange
A Frino, E Jarnecic
Pacific-Basin Finance Journal 8 (3-4), 443-456, 2000
222000
Trading volume lead/lag relations between the ASX and ASX option market: Implications of market microstructure
E Jarnecic
Australian Journal of Management 24 (1), 77-94, 1999
201999
Local Experiences, Search, and Spillovers in the Housing Market
A Gargano, M Giacoletti, E Jarnecic
The Journal of Finance 78 (2), 1015-1053, 2023
19*2023
Asymmetric effects of sell-side analyst optimism and broker market share by clientele
A Grant, E Jarnecic, M Su
Journal of Financial Markets 24, 49-65, 2015
162015
Differences in the cost of trade execution services on floor-based and electronic futures markets
LG Bortoli, A Frino, E Jarnecic
Journal of Financial Services Research 26, 73-87, 2004
162004
An empirical investigation of the option value of the limit order book on the Australian Stock Exchange
E Jarnecic, TH McInish
Available at SSRN 45366, 1997
161997
The scholarly output of universities and academics in the Asia-Pacific region who publish in major finance journals: 2000-2007
E Jarnecic, R Segara, L Segara, JP Westerholm
Australasian Accounting, Business and Finance Journal 2 (3), 26-49, 2008
142008
The microstructure of the Australian stock exchange: An introduction
M Aitken, A Frino, E Jarnecic, M McCorry, R Segara, R Winn
Securities Industry Research Centre of Asia-Pacific (SIRCA), 1997
131997
Local trader profitability in futures markets: Liquidity and position taking profits
A Frino, E Jarnecic, R Feletto
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2010
92010
An empirical analysis of local trader profitability
A Frino, A Hill, E Jarnecic, R Feletto
University of Sydney. Pg, 1-7, 2000
72000
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Статьи 1–20