Elvis Jarnecic - Researcher Profile
Senior Lecturer
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Publications Title Journal Name Year ABDC Ranking
Collateral reuse as a direct funding mechanism in repo markets Pacific-Basin Finance Journal 2024 A
Local Experiences, Search, and Spillovers in the Housing Market The Journal of Finance 2023 A*
Who Values Economist Forecasts? Evidence From Trading in Treasury Markets Journal of Financial Intermediation 2022 A*
Effect of Trading Relationships on Execution Costs in Low-Information-Asymmetry Over-the-Counter Markets Journal of Financial and Quantitative Analysis 2019 A*
Equity issues and the impact of lead manager affiliation on broker market share and trading volume Pacific-Basin Finance Journal 2016 A
The Effect of Option Market Maker Mandates on Liquidity and Profitability Review of Futures Markets 2016 B
Asymmetric effects of sell-side analyst optimism and broker market share by clientele Journal of Financial Markets 2015 A*
Does Broker Competition in Liquidity Supply Matter? The Journal of Trading 2015 C
The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X Journal of Financial Markets 2015 A*
The Role of Retail and Institutional Traders in Options Markets The Journal of Derivatives 2015 A
The provision of liquidity by high-frequency participants Financial Review (US) 2014 A
Quantifying Shareholder Losses from Continuous Disclosure Breaches: An Assessment of US Court Methods Journal of Applied Research in Accounting and Finance 2013 C
Activity in futures: does underlying market size relate to futures trading volume? Review of Quantitative Finance and Accounting 2010 B
Local trader profitability in futures markets: Liquidity and position taking profits The Journal of Futures Markets 2010 A
An event time study of the price reaction to large retail trades Quarterly Review of Economics and Finance 2009 B
The Scholarly Output of Universities and Academics in the Asia-Pacific Region Who Publish in Major Finance Journals: 2000-2007 Australasian Accounting Business and Finance Journal 2008 B
The Determinants of the Price Impact of Block Trades: Further Evidence Abacus 2007 A
Limit order book transparency, execution risk and market liquidity: Evidence from the Sydney Futures Exchange The Journal of Futures Markets 2006 A
Sources of price discovery in the Australian dollar currency market Review of Futures Markets 2006 B
Bid-ask bounce and the measurement of price behaviour around block trades on the Australian Stock Exchange Pacific-Basin Finance Journal 2005 A
Differences in the Cost of Trade Execution Services on Floor-Based and Electronic Futures Markets Journal of Financial Services Research 2004 A
International equity funds, performance, and investor flows: Australian evidence Journal of Multinational Financial Management 2004 B
Public Information Arrival And Volatility Of Intraday Stock Returns Journal of Banking & Finance 2004 A*
The Impact of Electronic Trading on Bid-Ask Spreads: Evidence from Futures Markets in Hong Kong, London, and Sydney The Journal of Futures Markets 2004 A
The Performance of Active Australian Bond Funds Australian Journal of Management 2002 A
Intraday returns and the frequency of trading at the ask in Sydney futures exchange: A research note Abacus 1997 A