Access Statistics for Andrew Lepone

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An event time study of the price reaction to large retail trades 0 0 0 19 1 1 4 121
Are Hedgers Informed? An Examination of the Price Impact of Large Trades in Illiquid Agricultural Futures Markets 0 0 0 7 0 0 4 20
Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange 0 0 0 107 0 1 3 463
Derivative use, fund flows and investment manager performance 0 0 0 75 0 0 9 378
Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange 0 0 0 26 0 0 6 100
Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market 0 0 0 11 0 1 5 32
Flash crash in an OTC market: trading behaviour of agents in times of market stress 0 0 0 2 0 0 11 31
Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange 0 0 0 75 2 2 12 246
Information asymmetry and the cost of equity capital 1 1 4 154 2 5 31 454
Informational role of market makers: The case of exchange traded CFDs 1 1 3 11 1 3 17 39
Intraday behavior of market depth in a competitive dealer market: A note 0 0 0 1 0 1 6 17
Large trades and intraday futures price behavior 1 1 1 1 2 2 14 23
Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange 0 0 0 17 4 5 10 115
Liquidity in auction and specialist market structures: Evidence from the Italian bourse 0 0 0 42 0 2 15 161
Market Behavior of Institutional Investors around Bankruptcy Announcements 0 0 0 5 1 2 6 45
Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds 0 0 0 3 0 2 8 38
Price Discovery in China's Crude Oil Derivatives Market 3 3 6 6 6 7 27 31
Price Impact of Corporate Bond Trading: Evidence from the Australian Securities Exchange 0 0 0 6 0 0 13 48
Pseudo market-makers, market quality and the minimum tick size 0 0 0 9 0 0 5 54
Short selling restrictions and index futures pricing: Evidence from China 0 1 2 16 0 7 17 74
Short-sales constraints and market quality: Evidence from the 2008 short-sales bans 0 0 0 80 1 3 20 241
Short‐selling and credit default swap spreads—Where do informed traders trade? 0 0 0 5 0 1 13 39
The Determinants of Execution Costs in Short‐Term Money Markets 0 0 0 0 0 1 4 41
The determinants of the price impact of block trades: further evidence 0 0 3 60 1 1 18 158
The impact of a pro‐rata algorithm on liquidity: Evidence from the NYSE LIFFE 0 0 0 0 0 0 7 54
The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia 0 0 0 4 0 0 6 21
The impact of naked short selling on the securities lending and equity market 0 1 2 58 1 3 28 283
The impact of off‐market trading on liquidity: Evidence from the Australian options market 0 0 0 1 0 0 3 11
The relationship between satellite and home market volumes: Evidence from cross-listed Singapore futures contracts 0 0 0 11 0 0 8 101
To fix or not to fix: The representativeness of the WM/R methodology that underpins the FX benchmark rates. A pre-registered report 0 1 4 4 0 5 34 39
Transactions in futures markets: Informed or uninformed? 0 0 0 5 1 1 3 23
Unequal access to analyst research 0 0 1 9 0 0 15 49
When the tide wanes: A study of post systemic collapse portfolio management 0 0 0 0 0 1 10 14
Total Journal Articles 6 9 26 830 23 57 392 3,564

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Statistics updated 2026-09-10