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Andrew Lepone B

Observed names: Andrew LEPONE, Andrew Lepone, Andrew Lepone A, Lepone, A., Lepone, Andrew
ORCID: 0000-0001-7082-0993
Observed ORCID: 0000-0001-7082-0993
OpenAlex ID: A5006621250
Information asymmetry and the cost of equity capital
2013 · William Peng He, Andrew Lepone, et al. · International Review of Economics & Finance · 103
Liquidity and transaction costs in the European carbon futures market
2010 · Alex Frino, Jennifer Kruk, et al. · Journal of Derivatives & Hedge Funds · 46
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Derivative use, fund flows and investment manager performance
2008 · Alex Frino, Andrew Lepone, et al. · Journal of Banking & Finance · 38
Short-sales constraints and market quality: Evidence from the 2008 short-sales bans
2011 · Alex Frino, Steven Lecce, et al. · International Review of Financial Analysis · 37
The determinants of the price impact of block trades: further evidence
2007 · Alex Frino, Elvis Jarnecic, et al. · Abacus · 35
The impact of naked short selling on the securities lending and equity market
2011 · Steven Lecce, Andrew Lepone, et al. · Journal of Financial Markets · 32
Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange
2008 · Kiril Alampieski, Andrew Lepone · Accounting and Finance · 24
Market Behavior of Institutional Investors around Bankruptcy Announcements
2014 · Alex Frino, Stewart Jones, et al. · Journal of Business Finance &amp Accounting · 23
The Impact of European Union Emissions Trading Scheme (EU ETS) National Allocation Plans (NAP) on Carbon Markets
2011 · Andrew Lepone, Rizwan T Rahman, et al. · Low Carbon Economy · 22
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Bid–ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
2005 · Alex Frino, Elvis Jarnecic, et al. · Pacific-Basin Finance Journal · 22
Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange
2014 · William Peng He, Andrew Lepone · Pacific-Basin Finance Journal · 21
Transactions in futures markets: Informed or uninformed?
2007 · Alex Frino, Jennifer Kruk, et al. · Journal of Futures Markets · 20
Large trades and intraday futures price behavior
2008 · Alex Frino, Johan Bjursell, et al. · Journal of Futures Markets · 19
Short selling restrictions and index futures pricing: Evidence from China
2019 · Andrew Lepone, Jun Wen, et al. · International Review of Economics & Finance · 16
Liquidity in auction and specialist market structures: Evidence from the Italian bourse
2008 · Alex Frino, Dionigi Gerace, et al. · Journal of Banking & Finance · 16
Intraday behavior of market depth in a competitive dealer market: A note
2008 · Alex Frino, Andrew Lepone, et al. · Journal of Futures Markets · 15
Determinants of Credit Spread Changes: Evidence from the Australian Bond Market
2007 · Alex Frino, Andrew Lepone, et al. · SSRN Electronic Journal · 15
Unequal access to analyst research
2012 · Andrew Lepone, Henry Leung, et al. · Australian Journal of Management · 14
The Information Content of Undisclosed Limit Orders around Broker Anonymity
2011 · Andrew Lepone, Mitesh Mistry · Research Online (University of Wollongong) · 13
The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia
2018 · Andrew Lepone, Jin Boon Wong · Journal of Business Finance &amp Accounting · 12
Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange
2008 · Alex Frino, Dionigi Gerace, et al. · Accounting and Finance · 11
Pseudo market-makers, market quality and the minimum tick size
2016 · Andrew Lepone, Jin Boon Wong · International Review of Economics & Finance · 10
The Impact of Auctions on Residential Sale Prices : Australian Evidence
2010 · Frino, Alex, Lepone, Andrew, et al. · Research Online (University of Wollongong) · 10
Are Hedgers Informed? An Examination of the Price Impact of Large Trades in Illiquid Agricultural Futures Markets
2016 · Alex Frino, Andrew Lepone, et al. · Journal of Futures Markets · 9
Price Discovery in China's Crude Oil Derivatives Market
2022 · Zhini Yang, Andrew Lepone · Journal of Futures Markets · 8
Works count: 75
Citation count: 676
H-index: 15
I10-index: 23
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