| Commonality in liquidity across international borders: Evidence from futures markets A Frino, V Mollica, Z Zhou Journal of Futures Markets 34 (8), 807-818, 2014 | 22 | 2014 |
| COVID-19 pandemic and liquidity commonality S Suardi, C Xu, ZI Zhou Journal of International Financial Markets, Institutions and Money 78, 101572, 2022 | 15 | 2022 |
| Are option traders more informed than Twitter users? A PVAR analysis A Frino, C Xu, ZI Zhou Journal of Futures Markets 42 (9), 1755-1771, 2022 | 12 | 2022 |
| Impact of algorithmic trading on speed of adjustment to new information: Evidence from interest rate derivatives A Frino, M Garcia, Z Zhou Journal of Futures Markets 40 (5), 749-760, 2020 | 8 | 2020 |
| Asymmetry in the permanent price impact of block purchases and sales: Theory and empirical evidence A Frino, V Mollica, MG Romano, Z Zhou Journal of Futures Markets 37 (4), 359-373, 2017 | 8 | 2017 |
| The impact of market conditions, global market liquidity and high frequency trading on the price effects of trades in futures markets Z Zhou Macquarie University, 2022 | | 2022 |
| Non-Standard Errors A Dreber, F Holzmeister, J Huber, M Johannesson, M Kirchler, ... CEPR Discussion Paper No. DP16751, 2021 | | 2021 |
| The Impact of HFT on the Speed of Adjustment to New Information: Evidence from Interest Rate Derivatives A Frino, M Garcia, Z Zhou 2019 Financial Markets & Corporate Governance Conference, 2018 | | 2018 |
| Financial Connectedness in the COVID-19 Pandemic: What Can We Learn from Market Liquidity? S Suardi, C Xu, ZI Zhou | | |
| The Impact of HFT on Liquidity and Price Discovery: Evidence from Interest Rate Derivatives A Frino, M Garcia, ZI Zhou | | |
Alex FrinoProfessor, Wollongong UniversityEmail verificata su cmcrc.com
