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Andrew Lepone
Andrew Lepone
University of Sydney
在 cmcrc.com 的电子邮件经过验证
标题
引用次数
引用次数
年份
Information asymmetry and the cost of equity capital
WP He, A Lepone, H Leung
International Review of Economics & Finance 27, 611-620, 2013
1302013
Liquidity and transaction costs in the European carbon futures market
A Frino, J Kruk, A Lepone
Journal of Derivatives & Hedge Funds 16, 100-115, 2010
682010
The determinants of the price impact of block trades: further evidence
A Frino, E Jarnecic, A Lepone
Abacus 43 (1), 94-106, 2007
502007
Derivative use, fund flows and investment manager performance
A Frino, A Lepone, B Wong
Journal of Banking & Finance 33 (5), 925-933, 2009
462009
Short-sales constraints and market quality: Evidence from the 2008 short-sales bans
A Frino, S Lecce, A Lepone
International Review of Financial Analysis 20 (4), 225-236, 2011
442011
The impact of naked short selling on the securities lending and equity market
S Lecce, A Lepone, MD McKenzie, R Segara
Journal of Financial Markets 15 (1), 81-107, 2012
402012
Market behavior of institutional investors around bankruptcy announcements
A Frino, S Jones, A Lepone, JB Wong
Journal of Business Finance & Accounting 41 (1-2), 270-295, 2014
332014
Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange
K Alampieski, A Lepone
Accounting & Finance 49 (1), 1-20, 2009
332009
Determinants of credit spread changes: Evidence from the Australian bond market
A Lepone, B Wong
Australasian Accounting, Business and Finance Journal 3 (2), 2, 2009
322009
Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange
WP He, A Lepone
Pacific-Basin Finance Journal 30, 1-16, 2014
302014
Bid–ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
A Frino, E Jarnecic, D Johnstone, A Lepone
Pacific-Basin Finance Journal 13 (3), 247-262, 2005
292005
The impact of European union emissions trading scheme (EU ETS) national allocation plans (NAP) on carbon markets
A Lepone, RT Rahman, JY Yang
Low Carbon Economy 2 (02), 71, 2011
262011
Large trades and intraday futures price behavior
A Frino, J Bjursell, GHK Wang, A Lepone
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008
262008
Liquidity in auction and specialist market structures: Evidence from the Italian bourse
A Frino, D Gerace, A Lepone
Journal of Banking & Finance 32 (12), 2581-2588, 2008
252008
Short selling restrictions and index futures pricing: Evidence from China
A Lepone, J Wen, JB Wong, JY Yang
International Review of Economics & Finance 61, 179-187, 2019
182019
Pseudo market-makers, market quality and the minimum tick size
A Lepone, JB Wong
International Review of Economics & Finance 47, 88-100, 2017
162017
Unequal access to analyst research
A Lepone, H Leung, JG Li
Australian Journal of Management 38 (2), 253-277, 2013
162013
Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange
A Frino, D Gerace, A Lepone
Accounting & Finance 48 (4), 561-573, 2008
162008
Transactions in futures markets: Informed or uninformed?
A Frino, J Kruk, A Lepone
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007
162007
Intraday behavior of market depth in a competitive dealer market: A note
A Frino, A Lepone, G Wearin
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008
142008
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