Andrew Lepone

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Affiliations

• Macquarie University / Graduate School of Management
  • EDIRC entry
  • location:

Research profile

author of:

• The determinants of the price impact of block trades: further evidence (RePEc:bla:abacus:v:43:y:2007:i:1:p:94-106)
  by Alex Frino & Elvis Jarnecic & Andrew Lepone
• Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange (RePEc:bla:acctfi:v:48:y:2008:i:4:p:561-573)
  by Alex Frino & Dionigi Gerace & Andrew Lepone
• Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange (RePEc:bla:acctfi:v:49:y:2009:i:1:p:1-20)
  by Kiril Alampieski & Andrew Lepone
• The Determinants of Execution Costs in Short‐Term Money Markets (RePEc:bla:finrev:v:46:y:2011:i:3:p:337-355)
  by Alex Frino & Jennifer Kruk & Andrew Lepone
• Market Behavior of Institutional Investors around Bankruptcy Announcements (RePEc:bla:jbfnac:v:41:y:2014:i:1-2:p:270-295)
  by Alex Frino & Stewart Jones & Andrew Lepone & Jin Boon Wong
• The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia (RePEc:bla:jbfnac:v:45:y:2018:i:7-8:p:797-817)
  by Andrew Lepone & Jin Boon Wong
• Informational role of market makers: The case of exchange traded CFDs (RePEc:eee:empfin:v:23:y:2013:i:c:p:84-92)
  by Lepone, Andrew & Yang, Jin Young
• Short-sales constraints and market quality: Evidence from the 2008 short-sales bans (RePEc:eee:finana:v:20:y:2011:i:4:p:225-236)
  by Frino, Alex & Lecce, Steven & Lepone, Andrew
• The impact of naked short selling on the securities lending and equity market (RePEc:eee:finmar:v:15:y:2012:i:1:p:81-107)
  by Lecce, Steven & Lepone, Andrew & McKenzie, Michael D. & Segara, Reuben
• Liquidity in auction and specialist market structures: Evidence from the Italian bourse (RePEc:eee:jbfina:v:32:y:2008:i:12:p:2581-2588)
  by Frino, Alex & Gerace, Dionigi & Lepone, Andrew
• Derivative use, fund flows and investment manager performance (RePEc:eee:jbfina:v:33:y:2009:i:5:p:925-933)
  by Frino, Alex & Lepone, Andrew & Wong, Brad
• Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange (RePEc:eee:pacfin:v:13:y:2005:i:3:p:247-262)
  by Frino, Alex & Jarnecic, Elvis & Johnstone, David & Lepone, Andrew
• The relationship between satellite and home market volumes: Evidence from cross-listed Singapore futures contracts (RePEc:eee:pacfin:v:24:y:2013:i:c:p:301-311)
  by Frino, Alex & Harris, Frederick H.deB. & Lepone, Andrew & Wong, Jin Boon
• Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange (RePEc:eee:pacfin:v:30:y:2014:i:c:p:1-16)
  by He, William Peng & Lepone, Andrew
• Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds (RePEc:eee:pacfin:v:51:y:2018:i:c:p:366-375)
  by Lepone, Andrew & Wen, Jun & Yang, Jin Young
• To fix or not to fix: The representativeness of the WM/R methodology that underpins the FX benchmark rates. A pre-registered report (RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000623)
  by Benenchia, Matteo & Galati, Luca & Lepone, Andrew
• An event time study of the price reaction to large retail trades (RePEc:eee:quaeco:v:49:y:2009:i:2:p:617-632)
  by Frino, Alex & Jarnecic, Elvis & Lepone, Andrew
• Information asymmetry and the cost of equity capital (RePEc:eee:reveco:v:27:y:2013:i:c:p:611-620)
  by He, William Peng & Lepone, Andrew & Leung, Henry
• Pseudo market-makers, market quality and the minimum tick size (RePEc:eee:reveco:v:47:y:2017:i:c:p:88-100)
  by Lepone, Andrew & Wong, Jin Boon
• Short selling restrictions and index futures pricing: Evidence from China (RePEc:eee:reveco:v:61:y:2019:i:c:p:179-187)
  by Lepone, Andrew & Wen, Jun & Wong, Jin Boon & Yang, Jin Young
• Unequal access to analyst research (RePEc:sae:ausman:v:38:y:2013:i:2:p:253-277)
  by Andrew Lepone & Henry Leung & J George Li
• Flash crash in an OTC market: trading behaviour of agents in times of market stress (RePEc:taf:eurjfi:v:26:y:2020:i:15:p:1569-1589)
  by Florian Schroeder & Andrew Lepone & Henry Leung & Stephen Satchell
• Transactions in futures markets: Informed or uninformed? (RePEc:wly:jfutmk:v:27:y:2007:i:12:p:1159-1174)
  by Alex Frino & Jennifer Kruk & Andrew Lepone
• Large trades and intraday futures price behavior (RePEc:wly:jfutmk:v:28:y:2008:i:12:p:1147-1181)
  by Alex Frino & Johan Bjursell & George H. K. Wang & Andrew Lepone
• Intraday behavior of market depth in a competitive dealer market: A note (RePEc:wly:jfutmk:v:28:y:2008:i:3:p:294-307)
  by Alex Frino & Andrew Lepone & Grant Wearin
• The impact of off‐market trading on liquidity: Evidence from the Australian options market (RePEc:wly:jfutmk:v:30:y:2010:i:4:p:361-377)
  by Andrew Lepone & Jin Young Yang
• The impact of a pro‐rata algorithm on liquidity: Evidence from the NYSE LIFFE (RePEc:wly:jfutmk:v:32:y:2012:i:7:p:660-682)
  by Andrew Lepone & Jin Young Yang
• Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market (RePEc:wly:jfutmk:v:34:y:2014:i:9:p:838-852)
  by Anthony Flint & Andrew Lepone & Jin Young Yang
• Are Hedgers Informed? An Examination of the Price Impact of Large Trades in Illiquid Agricultural Futures Markets (RePEc:wly:jfutmk:v:36:y:2016:i:6:p:612-622)
  by Alex Frino & Andrew Lepone & Vito Mollica & Shunquan Zhang
• Short‐selling and credit default swap spreads—Where do informed traders trade? (RePEc:wly:jfutmk:v:38:y:2018:i:8:p:925-942)
  by Steven Lecce & Andrew Lepone & Michael D. McKenzie & Jin Boon Wong & Jin Y. Yang
• Price Impact of Corporate Bond Trading: Evidence from the Australian Securities Exchange (RePEc:wsi:rpbfmp:v:22:y:2019:i:03:n:s0219091519500206)
  by Alex Frino & Andrew Lepone & Grace Lepone