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 1 1 118
Are Hedgers Informed? An Examination of the Price Impact of Large Trades in Illiquid Agricultural Futures Markets 0 0 1 7 0 0 1 16
Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange 0 0 0 107 0 0 3 460
Derivative use, fund flows and investment manager performance 0 0 0 75 0 0 5 369
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 1 1 28
Flash crash in an OTC market: trading behaviour of agents in times of market stress 0 0 0 2 1 1 3 21
Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange 0 0 0 75 0 1 5 235
Information asymmetry and the cost of equity capital 0 2 5 152 2 6 19 429
Informational role of market makers: The case of exchange traded CFDs 1 2 3 10 2 5 7 27
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 1 1 1 10
Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange 0 0 0 17 0 1 1 106
Liquidity in auction and specialist market structures: Evidence from the Italian bourse 0 0 1 42 1 3 5 149
Market Behavior of Institutional Investors around Bankruptcy Announcements 0 0 0 5 0 0 1 39
Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds 0 0 0 3 0 1 1 31
Price Discovery in China's Crude Oil Derivatives Market 0 1 1 1 1 3 7 7
Price Impact of Corporate Bond Trading: Evidence from the Australian Securities Exchange 0 0 0 6 1 1 2 36
Pseudo market-makers, market quality and the minimum tick size 0 0 0 9 0 1 3 50
Short selling restrictions and index futures pricing: Evidence from China 0 0 0 14 0 0 1 57
Short-sales constraints and market quality: Evidence from the 2008 short-sales bans 0 0 2 80 2 3 6 224
Short‐selling and credit default swap spreads—Where do informed traders trade? 0 0 0 5 5 5 8 31
The Determinants of Execution Costs in Short‐Term Money Markets 0 0 0 0 1 1 3 38
The determinants of the price impact of block trades: further evidence 0 0 0 57 1 2 7 142
The impact of a pro‐rata algorithm on liquidity: Evidence from the NYSE LIFFE 0 0 0 0 0 1 2 48
The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia 0 0 0 4 0 1 2 16
The impact of naked short selling on the securities lending and equity market 0 0 2 56 2 4 10 259
The impact of off‐market trading on liquidity: Evidence from the Australian options market 0 0 0 1 1 1 1 9
The relationship between satellite and home market volumes: Evidence from cross-listed Singapore futures contracts 0 0 0 11 1 2 2 95
To fix or not to fix: The representativeness of the WM/R methodology that underpins the FX benchmark rates. A pre-registered report 0 2 2 2 2 8 10 13
Transactions in futures markets: Informed or uninformed? 0 0 0 5 0 0 1 20
Unequal access to analyst research 1 1 1 9 2 2 3 36
When the tide wanes: A study of post systemic collapse portfolio management 0 0 0 0 0 1 5 5
Total Journal Articles 2 8 18 812 26 57 127 3,229

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Statistics updated 2025-12-06