Elvis Jarnecic
Elvis Jarnecic
Senior Lecturer of Finance, University of Sydney
Verified email at
Cited by
Cited by
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
The provision of liquidity by high‐frequency participants
E Jarnecic, M Snape
Financial Review 49 (2), 371-394, 2014
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
The determinants of the price impact of block trades: further evidence
A Frino, E Jarnecic, A Lepone
Abacus 43 (1), 94-106, 2007
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
The performance of active Australian bond funds
DR Gallagher, E Jarnecic
Australian journal of management 27 (2), 163-185, 2002
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
International equity funds, performance, and investor flows: Australian evidence
DR Gallagher, E Jarnecic
Journal of Multinational Financial Management 14 (1), 81-95, 2004
An analysis of trades by high frequency participants on the London Stock Exchange
E Jarnecic, M Snape
Working Paper, June, 2010
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
Local Experiences, Search, and Spillovers in the Housing Market
A Gargano, M Giacoletti, E Jarnecic
The Journal of Finance 78 (2), 1015-1053, 2023
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
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
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
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
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
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
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
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
An empirical analysis of local trader profitability
A Frino, A Hill, E Jarnecic, R Feletto
University of Sydney. Pg, 1-7, 2000
The system can't perform the operation now. Try again later.
Articles 1–20