Alex Frino
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View article: The effects of polluting behaviour, dirty energy and electricity consumption on firm performance: Evidence from the recent crises
The effects of polluting behaviour, dirty energy and electricity consumption on firm performance: Evidence from the recent crises Open
We examine the effects of polluting behaviour, dirty energy, and electricity consumption on firms' profitability during the recent crises (climate change, 2016 oil crisis and COVID-19) using a dataset of around 40,000 Vietnamese firms from…
View article: Issue Information
Issue Information Open
Aims and ScopeAccounting & Finance enjoys an excellent reputation as an academic journal that publishes articles addressing signifi cant research questions from a broad range of perspectives.The journal:• publishes signifi cant contributio…
View article: Does information asymmetry predict audit fees?
Does information asymmetry predict audit fees? Open
This study investigates whether and how information asymmetry in the stock market affects the quantum of audit fees paid by auditees. It is based on a sample of 218 US publicly traded companies and adopts two well‐established proxies for i…
View article: LIQUIDITY OF FUTURES MARKETS OVER THE LAST QUARTER OF A CENTURY: TECHNOLOGY & MARKET STRUCTURE VERSUS ECONOMIC INFLUENCES
LIQUIDITY OF FUTURES MARKETS OVER THE LAST QUARTER OF A CENTURY: TECHNOLOGY & MARKET STRUCTURE VERSUS ECONOMIC INFLUENCES Open
This study examines the major technological and market forces that have acted on the liquidity of futures markets over almost the last quarter of a century – equivalent to Professor Robert Webb’s tenor as Editor-in-Chief at the Journal of …
View article: Reporting delays and the information content of off‐market trades
Reporting delays and the information content of off‐market trades Open
This paper examines the impact of reporting delays in off‐market trades on informed trading and information efficiency. We examine this issue using a natural experiment in Financial Times Stock Exchange futures contracts provided by the In…
View article: Issue Information
Issue Information Open
Rest of World), €923 (Europe).Prices are exclusive of tax.Asia-Pacifi c GST,
View article: Depths and Spreads in Futures Markets: Relationship with Order Execution, Submission and Cancellation
Depths and Spreads in Futures Markets: Relationship with Order Execution, Submission and Cancellation Open
This paper examines the relationship between limit order submissions and liquidity. We find that there is a negative relationship between the limit order arrival rate and the depth at the best quotes (limit order queue length) and a positi…
View article: Depth and Spreads in Futures Markets: Relationship With Limit Order Submissions
Depth and Spreads in Futures Markets: Relationship With Limit Order Submissions Open
This paper examines how limit order submissions affect liquidity measures, in light of queuing order and waiting cost theory. We find empirical support of an adverse impact of higher number of submissions on liquidity due to lengthening of…
View article: Do Spot Oil Benchmarks Drive Directional Trading in Brent Futures
Do Spot Oil Benchmarks Drive Directional Trading in Brent Futures Open
We examine the observed response of Brent futures to the unregulated spot Dated Brent benchmark published by Platts. Trading activity in the futures market intensifies during the benchmark assessment. We also find directional trading in Br…
View article: Do Unregulated Spot Oil Benchmarks Drive Directional Trading in Brent Futures
Do Unregulated Spot Oil Benchmarks Drive Directional Trading in Brent Futures Open
We examine the observed response of Brent futures to the unregulated spot Dated Brent benchmark published by Platts. Trading activity in the futures market intensifies during the benchmark assessment. We also find directional trading in Br…