| 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 | 311 | 2004 |
| The provision of liquidity by high‐frequency participants E Jarnecic, M Snape Financial Review 49 (2), 371-394, 2014 | 97 | 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 | 79 | 2004 |
| The determinants of the price impact of block trades: further evidence A Frino, E Jarnecic, A Lepone Abacus 43 (1), 94-106, 2007 | 51 | 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 | 50 | 2006 |
| The performance of active Australian bond funds DR Gallagher, E Jarnecic Australian journal of management 27 (2), 163-185, 2002 | 47 | 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 | 43 | 2015 |
| International equity funds, performance, and investor flows: Australian evidence DR Gallagher, E Jarnecic Journal of Multinational Financial Management 14 (1), 81-95, 2004 | 38 | 2004 |
| An analysis of trades by high frequency participants on the London Stock Exchange E Jarnecic, M Snape Working Paper, June, 2010 | 35 | 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 | 31 | 2005 |
| 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 | 22 | 2000 |
| Local experiences, search, and spillovers in the housing market A Gargano, M Giacoletti, E Jarnecic The Journal of Finance 78 (2), 1015-1053, 2023 | 21* | 2023 |
| 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 | 20 | 1999 |
| 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 | 18 | 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 | 16 | 1997 |
| 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 | 14 | 2015 |
| 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 | 14 | 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 | 13 | 1997 |
| Local experiences, attention and spillovers in the housing market A Gargano, M Giacoletti, E Jarnecic Available at SSRN, 2020 | 9 | 2020 |
| 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 | 9 | 2010 |
