Cannot move files from one drive to another in Mac OS X El Capitan 10.11.3 (they copy instead)
To move a file to a different drive from the one it is on drag the file to the new location while holding down the Command key. The green '+' sign on the cursor should not be displayed.

To create an alias hold down Command-Option while dragging the file. A curved arrow icon will be added to the cursor to indicate an alias will be made.