20052019

Research output per year

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Research Outputs

  • 14 Article
  • 3 Conference proceeding contribution
  • 1 Book
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Article
2019

Depths and spreads in futures markets: relationship with order execution, submission, and cancellation

Frino, A., Kovačević, O. & Mollica, V., May 2019, In : The Journal of Futures Markets. 39, 5, p. 590-599 10 p.

Research output: Contribution to journalArticle

2018

The impact of CEO narcissism on earnings management

Capalbo, F., Frino, A., Lim, M. Y., Mollica, V. & Palumbo, R., Jun 2018, In : Abacus. 54, 2, p. 210-226 17 p.

Research output: Contribution to journalArticle

14 Citations (Scopus)

The impact of commodity benchmarks on derivatives markets: the case of the dated Brent assessment and Brent futures

Frino, A., Ibikunle, G., Mollica, V. & Steffen, T., Oct 2018, In : Journal of Banking and Finance. 95, p. 27-43 17 p.

Research output: Contribution to journalArticle

2017

Asymmetry in the permanent price impact of block purchases and sales: theory and empirical evidence

Frino, A., Mollica, V., Romano, M. G. & Zhou, Z., Apr 2017, In : The Journal of Futures Markets. 37, 4, p. 359-373 15 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

The effect of algorithmic trading on market liquidity: Evidence around earnings announcements on Borsa Italiana

Frino, A., Mollica, V., Monaco, E. & Palumbo, R., Oct 2017, In : Pacific-Basin finance journal. 45, p. 82-90 9 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)

The impact of latency sensitive trading on high frequency arbitrage opportunities

Frino, A., Mollica, V., Webb, R. I. & Zhang, S., Oct 2017, In : Pacific-Basin finance journal. 45, p. 91-102 12 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)
2016

Are Hedgers Informed? An Examination of the Price Impact of Large Trades in Illiquid Agricultural Futures Markets

Frino, A., Lepone, A., Mollica, V. & Zhang, S., 1 Jun 2016, In : The Journal of Futures Markets. 36, 6, p. 612-622 11 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)
2014

Accrual-based earnings management in state owned companies: Implications for transnational accounting regulation

Capalbo, F., Frino, A., Mollica, V. & Palumbo, R., 31 Jul 2014, In : Accounting, Auditing and Accountability Journal. 27, 6, p. 1026-1040 15 p.

Research output: Contribution to journalArticle

14 Citations (Scopus)

Commonality in Liquidity Across International Borders: Evidence from Futures Markets

Frino, A., Mollica, V. & Zhou, Z., 2014, In : The Journal of Futures Markets. 34, 8, p. 807-818 12 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

The impact of co-location of securities exchanges' and traders' computer servers on market liquidity

Frino, A., Mollica, V. & Webb, R. I., Jan 2014, In : The Journal of Futures Markets. 34, 1, p. 20-33 14 p.

Research output: Contribution to journalArticle

23 Citations (Scopus)
2013

Information disclosure and stock liquidity: Evidence from borsa Italiana

Frino, A., Palumbo, R., Capalbo, F., Gerace, D. & Mollica, V., Dec 2013, In : Abacus. 49, 4, p. 423-440 18 p.

Research output: Contribution to journalArticle

5 Citations (Scopus)

Transaction fees and trading strategies in financial markets

Frino, A., Mollica, V. & Romano, M. G., 2013, In : STUDI ECONOMICI. 2013, 111, p. 25-49 25 p.

Research output: Contribution to journalArticle

2010

The Impact of auctions on residential sale prices: Australian evidence

Frino, A., Lepone, A., Mollica, V. & Vassallo, A., 2010, In : Australasian accounting business and finance journal. 4, 3, p. 3-22 20 p.

Research output: Contribution to journalArticle

2005

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

Comerton-Forde, C., Frino, A. & Mollica, V., Nov 2005, In : Journal of Economics and Business. 57, 6, p. 528-540 13 p.

Research output: Contribution to journalArticle

17 Citations (Scopus)