Capital Markets Cooperative Research Centre (CMCRC)

Fingerprint Dive into the research topics where Capital Markets Cooperative Research Centre (CMCRC) is active. These topic labels come from the works of this organisation's members. Together they form a unique fingerprint.

grammar Social Sciences
performance Social Sciences
language Social Sciences
Futures markets Business & Economics
Traders Business & Economics
learning Social Sciences
segmentation Social Sciences
spoken language Social Sciences

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2017 2022

Capital Markets CRC Scholarship (Anil Gautam)

Lepone, G., Gautam, A. & Lepone, A.

1/07/1930/06/20

Project: Research

Capital Markets CRC PhD Scholarship (Abhay Kulkarni)

Lepone, A. & Kulkarni, A.

1/07/1930/06/20

Project: Research

Capital Markets CRC PhD Scholarship (Ty Post-Robertson)

Lepone, A. & Post-Robertson, T.

1/07/1930/06/20

Project: Research

Research Output 1991 2019

  • 34 Article
  • 22 Conference proceeding contribution
  • 2 Chapter

Depths and spreads in futures markets: relationship with order execution, submission, and cancellation

Frino, A., Kovačević, O. & Mollica, V., May 2019, In : The Journal of Futures Markets. 39, 5, p. 590-599 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Cancellation
Futures markets
Limit orders
Bid/ask spread
Queue

Short selling restrictions and index futures pricing: Evidence from China

Lepone, A., Wen, J., Wong, J. B. & Yang, J. Y., 2019, In : International Review of Economics and Finance. 61, p. 179-187 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Short selling
Underpricing
Futures pricing
China
Assets

A new perspective on performance persistence: evidence using portfolio holdings

Bennett, S., Gallagher, D. R., Harman, G., Warren, G. J. & Xi, Y., Mar 2018, In : Accounting and Finance. 58, 1, p. 91-125 35 p.

Research output: Contribution to journalArticleResearchpeer-review

Persistence
Performance persistence
Equity
Security selection
Momentum

Prizes

graduate
industry
supervision
leadership
performance