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 19 0 0 2 117
Are Hedgers Informed? An Examination of the Price Impact of Large Trades in Illiquid Agricultural Futures Markets 0 0 0 6 0 0 0 15
Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange 0 0 0 107 0 2 2 459
Derivative use, fund flows and investment manager performance 0 0 1 75 0 0 3 364
Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange 0 0 0 26 0 0 0 94
Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market 0 0 0 11 0 0 0 27
Flash crash in an OTC market: trading behaviour of agents in times of market stress 0 0 0 2 0 0 1 18
Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange 0 0 1 75 1 2 3 232
Information asymmetry and the cost of equity capital 0 0 9 147 1 4 23 414
Informational role of market makers: The case of exchange traded CFDs 0 0 3 7 0 0 9 20
Intraday behavior of market depth in a competitive dealer market: A note 0 0 0 1 0 0 0 11
Large trades and intraday futures price behavior 0 0 0 0 0 0 1 9
Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange 0 0 0 17 0 0 0 105
Liquidity in auction and specialist market structures: Evidence from the Italian bourse 0 1 1 42 0 1 1 145
Market Behavior of Institutional Investors around Bankruptcy Announcements 0 0 0 5 0 0 0 38
Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds 0 0 0 3 0 0 0 30
Price Impact of Corporate Bond Trading: Evidence from the Australian Securities Exchange 0 0 1 6 0 0 2 34
Pseudo market-makers, market quality and the minimum tick size 0 0 0 9 0 0 1 47
Short selling restrictions and index futures pricing: Evidence from China 0 0 3 14 0 0 5 56
Short-sales constraints and market quality: Evidence from the 2008 short-sales bans 0 1 2 79 0 1 4 219
Short‐selling and credit default swap spreads—Where do informed traders trade? 0 0 1 5 0 1 3 24
The Determinants of Execution Costs in Short‐Term Money Markets 0 0 0 0 0 2 2 37
The determinants of the price impact of block trades: further evidence 0 0 2 57 1 2 4 137
The impact of a pro‐rata algorithm on liquidity: Evidence from the NYSE LIFFE 0 0 0 0 0 0 1 46
The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia 0 0 0 4 0 1 1 15
The impact of naked short selling on the securities lending and equity market 0 1 1 55 0 1 6 250
The impact of off‐market trading on liquidity: Evidence from the Australian options market 0 0 0 1 0 0 0 8
The relationship between satellite and home market volumes: Evidence from cross-listed Singapore futures contracts 0 0 0 11 0 0 1 93
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 0 0 0 0 3 3
Transactions in futures markets: Informed or uninformed? 0 0 0 5 0 0 0 19
Unequal access to analyst research 0 0 0 8 1 1 1 34
Total Journal Articles 0 3 26 797 4 18 79 3,120

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Statistics updated 2025-03-03