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 1 460
Derivative use, fund flows and investment manager performance 0 0 0 75 2 2 7 371
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 1 28
Flash crash in an OTC market: trading behaviour of agents in times of market stress 0 0 0 2 5 6 8 26
Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange 0 0 0 75 0 1 4 235
Information asymmetry and the cost of equity capital 0 1 5 152 5 8 23 434
Informational role of market makers: The case of exchange traded CFDs 0 1 3 10 0 3 7 27
Intraday behavior of market depth in a competitive dealer market: A note 0 0 0 1 2 2 2 13
Large trades and intraday futures price behavior 0 0 0 0 0 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 4 6 150
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 1 1 2 32
Price Discovery in China's Crude Oil Derivatives Market 0 1 1 1 3 6 10 10
Price Impact of Corporate Bond Trading: Evidence from the Australian Securities Exchange 0 0 0 6 2 3 4 38
Pseudo market-makers, market quality and the minimum tick size 0 0 0 9 1 2 4 51
Short selling restrictions and index futures pricing: Evidence from China 1 1 1 15 1 1 2 58
Short-sales constraints and market quality: Evidence from the 2008 short-sales bans 0 0 2 80 2 5 8 226
Short‐selling and credit default swap spreads—Where do informed traders trade? 0 0 0 5 1 6 9 32
The Determinants of Execution Costs in Short‐Term Money Markets 0 0 0 0 0 1 3 38
The determinants of the price impact of block trades: further evidence 1 1 1 58 7 9 13 149
The impact of a pro‐rata algorithm on liquidity: Evidence from the NYSE LIFFE 0 0 0 0 1 2 3 49
The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia 0 0 0 4 1 1 3 17
The impact of naked short selling on the securities lending and equity market 0 0 2 56 7 11 17 266
The impact of off‐market trading on liquidity: Evidence from the Australian options market 0 0 0 1 0 1 1 9
The relationship between satellite and home market volumes: Evidence from cross-listed Singapore futures contracts 0 0 0 11 0 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 3 11 13 16
Transactions in futures markets: Informed or uninformed? 0 0 0 5 0 0 1 20
Unequal access to analyst research 0 1 1 9 1 3 4 37
When the tide wanes: A study of post systemic collapse portfolio management 0 0 0 0 1 1 2 6
Total Journal Articles 2 8 20 814 47 95 165 3,276

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Statistics updated 2026-01-09