Alex Frino

3.1k total citations
131 papers, 2.2k citations indexed

About

Alex Frino is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Alex Frino has authored 131 papers receiving a total of 2.2k indexed citations (citations by other indexed papers that have themselves been cited), including 120 papers in Finance, 81 papers in Accounting and 67 papers in Economics and Econometrics. Recurrent topics in Alex Frino's work include Financial Markets and Investment Strategies (117 papers), Corporate Finance and Governance (65 papers) and Market Dynamics and Volatility (48 papers). Alex Frino is often cited by papers focused on Financial Markets and Investment Strategies (117 papers), Corporate Finance and Governance (65 papers) and Market Dynamics and Volatility (48 papers). Alex Frino collaborates with scholars based in Australia, United States and United Kingdom. Alex Frino's co-authors include Michael Aitken, David R. Gallagher, Andrew Lepone, Michael S. McCorry, Peter L. Swan, Vito Mollica, Andrew West, David Johnstone, Elvis Jarnecic and Carole Comerton‐Forde and has published in prestigious journals such as SHILAP Revista de lepidopterología, The Journal of Finance and Journal of Banking & Finance.

In The Last Decade

Alex Frino

123 papers receiving 2.0k citations

Peers

Alex Frino

FINAN

ACCOU

MSOR

GEEF

Bing Han Canada

Steven Thorley United States

Jeffrey A. Busse United States

Jeffrey H. Harris United States

Allen M. Poteshman United States

Soeren Hvidkjaer United States

Steven C. Mann United States

Robert H. Battalio United States

Yu Yuan United States

Robert F. Dittmar United States

Bing Han Canada

Alex Frino

1.8k ×1.0

FINAN

915 ×0.8

ACCOU

1.1k ×1.1

241 ×0.9

MSOR

217 ×0.8

GEEF

Citations per year, relative to Alex Frino Alex Frino (= 1×) peers Bing Han

Countries citing papers authored by Alex Frino

Since Specialization

Citations

This map shows the geographic impact of Alex Frino's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alex Frino with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alex Frino more than expected).

Fields of papers citing papers by Alex Frino

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Alex Frino. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alex Frino. The network helps show where Alex Frino may publish in the future.

Co-authorship network of co-authors of Alex Frino

This figure shows the co-authorship network connecting the top 25 collaborators of Alex Frino. A scholar is included among the top collaborators of Alex Frino based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alex Frino. Alex Frino is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Frino, Alex. (2019). Off-Market Block Trades: New Evidence on Transparency and Information Efficiency. SSRN Electronic Journal. 1 indexed citations

Frino, Alex, et al.. (2018). Should macroeconomic information be released during trading breaks in futures markets?. Journal of Futures Markets. 38(7). 775–787. 3 indexed citations

Foley, Sean, et al.. (2012). Does insider trading explain price run‐up ahead of takeover announcements?. Accounting and Finance. 54(1). 25–45. 17 indexed citations

Foley, Sean, et al.. (2012). Does Insider Trading Explain Price Run-Up Ahead of Takeover Announcements?. SSRN Electronic Journal. 1 indexed citations

McInish, Thomas H., et al.. (2011). Strategic Illegal Insider Trading Prior to Price Sensitive Announcements. SSRN Electronic Journal. 1 indexed citations

Frino, Alex, et al.. (2011). The impact of auctions on residential property prices. Accounting and Finance. 52(3). 815–830. 6 indexed citations

Berkman, Henk, et al.. (2011). Maker-taker Exchange Fees and Market Liquidity: Evidence from a Natural Experiment. University of Canterbury Research Repository (University of Canterbury). 1 indexed citations

Frino, Alex, Andrew Lepone, Vito Mollica, & Anthony Vassallo. (2010). The Impact of Auctions on Residential Sale Prices : Australian Evidence. SHILAP Revista de lepidopterología. 8 indexed citations

Frino, Alex, et al.. (2010). Intraday patterns in quoted depth on the Nasdaq: a note. 1–13.

10.

Frino, Alex, et al.. (2009). Local trader profitability in futures markets: Liquidity and position taking profits. Journal of Futures Markets. 30(1). 1–24. 5 indexed citations

11.

Frino, Alex, Andrew Lepone, & Brad Wong. (2008). Derivative use, fund flows and investment manager performance. Journal of Banking & Finance. 33(5). 925–933. 27 indexed citations

12.

Frino, Alex, et al.. (2006). Sources of price discovery in the Australian dollar currency market. Research Online (University of Wollongong). 2 indexed citations

13.

Frino, Alex, Elvis Jarnecic, David Johnstone, & Andrew Lepone. (2005). Bid–ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange. Pacific-Basin Finance Journal. 13(3). 247–262. 14 indexed citations

14.

Frino, Alex, et al.. (2004). Commonality in Liquidity: Evidence from the Australian Stock Exchange. SSRN Electronic Journal. 11 indexed citations

15.

Frino, Alex, et al.. (2004). Commonality in liquidity: Evidence from the Australian Stock Exchange. Accounting and Finance. 44(3). 357–368. 66 indexed citations

16.

Frino, Alex & Michael D. McKenzie. (2002). The pricing of stock index futures spreads at contract expiration. Journal of Futures Markets. 22(5). 451–469. 25 indexed citations

17.

Frino, Alex, Terry S. Walter, & Andrew West. (2000). The lead-lag relationship between equities and stock index futures markets around information releases. Journal of Futures Markets. 20(5). 467–487. 56 indexed citations

18.

Frino, Alex & Michael S. McCorry. (1998). A Comparison of Liquidity between Electronic Open Limit Order Book and Specialist Market Structures: Evidence from Cross-Listed Securities on the Australian and New York Stock Exchanges. SSRN Electronic Journal. 1 indexed citations

19.

Frino, Alex, et al.. (1998). The liquidity of automated exchanges: new evidence from German Bund futures. Journal of International Financial Markets Institutions and Money. 8(3-4). 225–241. 32 indexed citations

20.

Frino, Alex, et al.. (1998). An Analysis of Intraday Quoted Bid‐Ask Spreads in Futures Markets: Evidence from the Sydney Futures Exchange. Australian Journal of Management. 23(2). 185–202. 6 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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