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 2 2 3 120
Are Hedgers Informed? An Examination of the Price Impact of Large Trades in Illiquid Agricultural Futures Markets 0 0 1 7 3 3 4 19
Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange 0 0 0 107 1 1 2 461
Derivative use, fund flows and investment manager performance 0 0 0 75 3 5 10 374
Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange 0 0 0 26 1 1 1 95
Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market 0 0 0 11 1 1 2 29
Flash crash in an OTC market: trading behaviour of agents in times of market stress 0 0 0 2 4 10 12 30
Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange 0 0 0 75 1 1 5 236
Information asymmetry and the cost of equity capital 0 0 5 152 6 13 27 440
Informational role of market makers: The case of exchange traded CFDs 0 1 3 10 1 3 8 28
Intraday behavior of market depth in a competitive dealer market: A note 0 0 0 1 2 4 4 15
Large trades and intraday futures price behavior 0 0 0 0 6 7 7 16
Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange 0 0 0 17 3 3 4 109
Liquidity in auction and specialist market structures: Evidence from the Italian bourse 0 0 0 42 6 8 11 156
Market Behavior of Institutional Investors around Bankruptcy Announcements 0 0 0 5 4 4 5 43
Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds 0 0 0 3 2 3 4 34
Price Discovery in China's Crude Oil Derivatives Market 0 0 1 1 4 8 14 14
Price Impact of Corporate Bond Trading: Evidence from the Australian Securities Exchange 0 0 0 6 3 6 7 41
Pseudo market-makers, market quality and the minimum tick size 0 0 0 9 3 4 7 54
Short selling restrictions and index futures pricing: Evidence from China 0 1 1 15 5 6 7 63
Short-sales constraints and market quality: Evidence from the 2008 short-sales bans 0 0 1 80 4 8 11 230
Short‐selling and credit default swap spreads—Where do informed traders trade? 0 0 0 5 4 10 12 36
The Determinants of Execution Costs in Short‐Term Money Markets 0 0 0 0 1 2 2 39
The determinants of the price impact of block trades: further evidence 1 2 2 59 6 14 19 155
The impact of a pro‐rata algorithm on liquidity: Evidence from the NYSE LIFFE 0 0 0 0 1 2 4 50
The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia 0 0 0 4 2 3 4 19
The impact of naked short selling on the securities lending and equity market 0 0 1 56 6 15 22 272
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 1 2 3 96
To fix or not to fix: The representativeness of the WM/R methodology that underpins the FX benchmark rates. A pre-registered report 1 1 3 3 9 14 22 25
Transactions in futures markets: Informed or uninformed? 0 0 0 5 1 1 2 21
Unequal access to analyst research 0 1 1 9 4 7 8 41
When the tide wanes: A study of post systemic collapse portfolio management 0 0 0 0 2 3 4 8
Total Journal Articles 2 6 19 816 102 175 258 3,378

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Statistics updated 2026-02-12