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Andrew Lepone

Personal Details

First Name:Andrew
Middle Name:
Last Name:Lepone
Suffix:
RePEc Short-ID:ple895

Affiliation

Graduate School of Management
Macquarie University

Sydney, Australia
http://www.mgsm.edu.au/
RePEc:edi:gsmmqau (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Florian Schroeder & Andrew Lepone & Henry Leung & Stephen Satchell, 2020. "Flash crash in an OTC market: trading behaviour of agents in times of market stress," The European Journal of Finance, Taylor & Francis Journals, vol. 26(15), pages 1569-1589, October.
  2. Lepone, Andrew & Wen, Jun & Wong, Jin Boon & Yang, Jin Young, 2019. "Short selling restrictions and index futures pricing: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 61(C), pages 179-187.
  3. Alex Frino & Andrew Lepone & Grace Lepone, 2019. "Price Impact of Corporate Bond Trading: Evidence from the Australian Securities Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(03), pages 1-22, September.
  4. Steven Lecce & Andrew Lepone & Michael D. McKenzie & Jin Boon Wong & Jin Y. Yang, 2018. "Short‐selling and credit default swap spreads—Where do informed traders trade?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(8), pages 925-942, August.
  5. Lepone, Andrew & Wen, Jun & Yang, Jin Young, 2018. "Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 366-375.
  6. Andrew Lepone & Jin Boon Wong, 2018. "The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 45(7-8), pages 797-817, July.
  7. Lepone, Andrew & Wong, Jin Boon, 2017. "Pseudo market-makers, market quality and the minimum tick size," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 88-100.
  8. Alex Frino & Andrew Lepone & Vito Mollica & Shunquan Zhang, 2016. "Are Hedgers Informed? An Examination of the Price Impact of Large Trades in Illiquid Agricultural Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(6), pages 612-622, June.
  9. Alex Frino & Stewart Jones & Andrew Lepone & Jin Boon Wong, 2014. "Market Behavior of Institutional Investors around Bankruptcy Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(1-2), pages 270-295, January.
  10. He, William Peng & Lepone, Andrew, 2014. "Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 1-16.
  11. Anthony Flint & Andrew Lepone & Jin Young Yang, 2014. "Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(9), pages 838-852, September.
  12. Andrew Lepone & Henry Leung & J George Li, 2013. "Unequal access to analyst research," Australian Journal of Management, Australian School of Business, vol. 38(2), pages 253-277, August.
  13. Lepone, Andrew & Yang, Jin Young, 2013. "Informational role of market makers: The case of exchange traded CFDs," Journal of Empirical Finance, Elsevier, vol. 23(C), pages 84-92.
  14. Frino, Alex & Harris, Frederick H.deB. & Lepone, Andrew & Wong, Jin Boon, 2013. "The relationship between satellite and home market volumes: Evidence from cross-listed Singapore futures contracts," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 301-311.
  15. He, William Peng & Lepone, Andrew & Leung, Henry, 2013. "Information asymmetry and the cost of equity capital," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 611-620.
  16. Lecce, Steven & Lepone, Andrew & McKenzie, Michael D. & Segara, Reuben, 2012. "The impact of naked short selling on the securities lending and equity market," Journal of Financial Markets, Elsevier, vol. 15(1), pages 81-107.
  17. Andrew Lepone & Jin Young Yang, 2012. "The impact of a pro‐rata algorithm on liquidity: Evidence from the NYSE LIFFE," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(7), pages 660-682, July.
  18. Frino, Alex & Lecce, Steven & Lepone, Andrew, 2011. "Short-sales constraints and market quality: Evidence from the 2008 short-sales bans," International Review of Financial Analysis, Elsevier, vol. 20(4), pages 225-236, August.
  19. Alex Frino & Jennifer Kruk & Andrew Lepone, 2011. "The Determinants of Execution Costs in Short‐Term Money Markets," The Financial Review, Eastern Finance Association, vol. 46(3), pages 337-355, August.
  20. Andrew Lepone & Jin Young Yang, 2010. "The impact of off‐market trading on liquidity: Evidence from the Australian options market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(4), pages 361-377, April.
  21. Kiril Alampieski & Andrew Lepone, 2009. "Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(1), pages 1-20, March.
  22. Frino, Alex & Lepone, Andrew & Wong, Brad, 2009. "Derivative use, fund flows and investment manager performance," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 925-933, May.
  23. Frino, Alex & Jarnecic, Elvis & Lepone, Andrew, 2009. "An event time study of the price reaction to large retail trades," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 617-632, May.
  24. Frino, Alex & Gerace, Dionigi & Lepone, Andrew, 2008. "Liquidity in auction and specialist market structures: Evidence from the Italian bourse," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2581-2588, December.
  25. Alex Frino & Johan Bjursell & George H. K. Wang & Andrew Lepone, 2008. "Large trades and intraday futures price behavior," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(12), pages 1147-1181, December.
  26. Alex Frino & Dionigi Gerace & Andrew Lepone, 2008. "Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 48(4), pages 561-573, December.
  27. Alex Frino & Andrew Lepone & Grant Wearin, 2008. "Intraday behavior of market depth in a competitive dealer market: A note," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(3), pages 294-307, March.
  28. Alex Frino & Elvis Jarnecic & Andrew Lepone, 2007. "The determinants of the price impact of block trades: further evidence," Abacus, Accounting Foundation, University of Sydney, vol. 43(1), pages 94-106, March.
  29. Alex Frino & Jennifer Kruk & Andrew Lepone, 2007. "Transactions in futures markets: Informed or uninformed?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(12), pages 1159-1174, December.
  30. Frino, Alex & Jarnecic, Elvis & Johnstone, David & Lepone, Andrew, 2005. "Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 13(3), pages 247-262, June.

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