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 1 18 0 0 2 115
Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange 0 0 0 107 0 0 0 457
Derivative use, fund flows and investment manager performance 0 0 1 74 0 0 40 361
Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange 0 0 0 26 1 1 1 93
Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market 0 0 1 11 0 0 1 27
Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange 0 0 0 74 0 0 1 228
Information asymmetry and the cost of equity capital 0 1 4 137 2 4 15 385
Intraday behavior of market depth in a competitive dealer market: A note 0 0 0 1 0 0 0 9
Large trades and intraday futures price behavior 0 0 0 0 1 1 1 8
Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange 0 0 0 17 0 0 1 104
Liquidity in auction and specialist market structures: Evidence from the Italian bourse 0 0 1 41 0 0 1 144
Market Behavior of Institutional Investors around Bankruptcy Announcements 0 0 1 5 1 1 2 38
Short-sales constraints and market quality: Evidence from the 2008 short-sales bans 0 0 0 75 0 0 0 211
The Determinants of Execution Costs in Short‐Term Money Markets 0 0 0 0 0 0 0 35
The determinants of the price impact of block trades: further evidence 0 2 5 55 0 2 5 131
The impact of a pro‐rata algorithm on liquidity: Evidence from the NYSE LIFFE 0 0 0 0 0 0 2 44
The impact of naked short selling on the securities lending and equity market 1 1 1 53 2 5 18 241
The impact of off‐market trading on liquidity: Evidence from the Australian options market 0 0 0 1 0 0 0 7
The relationship between satellite and home market volumes: Evidence from cross-listed Singapore futures contracts 0 0 0 11 0 0 0 92
Transactions in futures markets: Informed or uninformed? 0 0 0 5 0 0 0 19
Unequal access to analyst research 0 0 0 8 0 0 0 33
Total Journal Articles 1 4 15 719 7 14 90 2,782


Statistics updated 2023-11-05