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 1 117
Are Hedgers Informed? An Examination of the Price Impact of Large Trades in Illiquid Agricultural Futures Markets 0 1 1 7 0 1 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 2 459
Derivative use, fund flows and investment manager performance 0 0 0 75 0 2 3 366
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 1 2 19
Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange 0 0 1 75 0 1 3 232
Information asymmetry and the cost of equity capital 0 1 8 148 0 3 19 416
Informational role of market makers: The case of exchange traded CFDs 0 1 4 8 0 1 8 21
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 0 1 42 0 0 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 1 1 48
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 0 1 79 0 0 2 219
Short‐selling and credit default swap spreads—Where do informed traders trade? 0 0 1 5 0 0 3 24
The Determinants of Execution Costs in Short‐Term Money Markets 0 0 0 0 0 0 2 37
The determinants of the price impact of block trades: further evidence 0 0 0 57 2 3 4 139
The impact of a pro‐rata algorithm on liquidity: Evidence from the NYSE LIFFE 0 0 0 0 0 1 2 47
The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia 0 0 0 4 0 0 1 15
The impact of naked short selling on the securities lending and equity market 0 0 1 55 1 2 8 252
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 1 1 4 4
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 1 1 34
When the tide wanes: A study of post systemic collapse portfolio management 0 0 0 0 0 0 4 4
Total Journal Articles 0 3 22 800 4 18 81 3,138

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Statistics updated 2025-05-12