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 0 0 3 120
Are Hedgers Informed? An Examination of the Price Impact of Large Trades in Illiquid Agricultural Futures Markets 0 0 0 7 0 1 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 3 462
Derivative use, fund flows and investment manager performance 0 0 0 75 1 4 11 378
Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange 0 0 0 26 0 4 6 100
Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market 0 0 0 11 0 1 4 31
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 0 4 11 244
Information asymmetry and the cost of equity capital 0 1 5 153 2 6 32 449
Informational role of market makers: The case of exchange traded CFDs 0 0 2 10 1 7 15 36
Intraday behavior of market depth in a competitive dealer market: A note 0 0 0 1 0 1 5 16
Large trades and intraday futures price behavior 0 0 0 0 0 3 12 21
Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange 0 0 0 17 0 0 5 110
Liquidity in auction and specialist market structures: Evidence from the Italian bourse 0 0 0 42 0 3 14 159
Market Behavior of Institutional Investors around Bankruptcy Announcements 0 0 0 5 0 0 5 43
Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds 0 0 0 3 0 1 6 36
Price Discovery in China's Crude Oil Derivatives Market 0 2 3 3 0 10 21 24
Price Impact of Corporate Bond Trading: Evidence from the Australian Securities Exchange 0 0 0 6 1 4 14 48
Pseudo market-makers, market quality and the minimum tick size 0 0 0 9 0 0 6 54
Short selling restrictions and index futures pricing: Evidence from China 0 0 1 15 0 4 11 67
Short-sales constraints and market quality: Evidence from the 2008 short-sales bans 0 0 1 80 1 5 18 238
Short‐selling and credit default swap spreads—Where do informed traders trade? 0 0 0 5 0 1 14 38
The Determinants of Execution Costs in Short‐Term Money Markets 0 0 0 0 0 1 3 40
The determinants of the price impact of block trades: further evidence 0 0 3 60 0 1 18 157
The impact of a pro‐rata algorithm on liquidity: Evidence from the NYSE LIFFE 0 0 0 0 0 2 7 54
The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia 0 0 0 4 0 1 6 21
The impact of naked short selling on the securities lending and equity market 1 1 1 57 2 6 27 280
The impact of off‐market trading on liquidity: Evidence from the Australian options market 0 0 0 1 0 2 3 11
The relationship between satellite and home market volumes: Evidence from cross-listed Singapore futures contracts 0 0 0 11 1 3 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 0 3 3 3 8 30 34
Transactions in futures markets: Informed or uninformed? 0 0 0 5 0 1 3 22
Unequal access to analyst research 0 0 1 9 0 2 15 49
When the tide wanes: A study of post systemic collapse portfolio management 0 0 0 0 0 5 9 13
Total Journal Articles 1 4 20 821 12 92 360 3,507

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Statistics updated 2026-06-04