Projects per year
Personal profile
Biography
Prof Lepone is actively involved in industry-oriented research in equity and futures market microstructure, particularly related to the areas of market design and market quality. As Rozetta Institute's Chief Research Officer, Prof Lepone manages all matters associated with the interaction between Rozetta Institute and its university and industry partners.
External positions
Chief Research Officer, Rozetta Institute Limited
1 Jul 2019 → …
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Dive into the research topics where Andrew Lepone is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Rozetta Scholarship Cuong (Anthony) Nguyen
Mollica, V., Lepone, A. & Nguyen, A.
16/10/23 → 29/03/26
Project: Research
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Capital Markets CRC PhD Scholarship (Luca Parlamento)
Lepone, A. & Parlamento, L.
8/08/17 → …
Project: Research
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Capital Markets CRC PhD Scholarship (Maria Francesca Nuzzo)
Lepone, A. & Nuzzo, M. F.
14/06/17 → …
Project: Research
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Capital Markets CRC PhD Scholarship (Qin Olivia Zhang)
Lepone, A. & Zhang, O.
26/05/17 → …
Project: Research
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Capital Markets CRC PhD Scholarship (Florian Schroeder)
Lepone, A. & Schroeder, F.
10/08/16 → …
Project: Research
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To fix or not to fix: The representativeness of the WM/R methodology that underpins the FX benchmark rates. A pre-registered report
Benenchia, M., Galati, L. & Lepone, A., Apr 2024, In: Pacific-Basin Finance Journal. 84, 102311.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)34 Downloads (Pure) -
Impact of MiFID II tick-size regime on equity markets—Evidence from the LSE
Favaretto, E., Lepone, A. & Lepone, G., Jan 2023, In: European Financial Management. 29, 1, p. 109-149 41 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile87 Downloads (Pure) -
Flash crash in an OTC market: trading behaviour of agents in times of market stress
Schroeder, F., Lepone, A., Leung, H. & Satchell, S., 12 Oct 2020, In: European Journal of Finance. 26, 15, p. 1569-1589 21 p.Research output: Contribution to journal › Article › peer-review
3 Citations (Scopus) -
Price impact of corporate bond trading: evidence from the Australian Securities Exchange
Frino, A., Lepone, A. & Lepone, G., Sept 2019, In: Review of Pacific Basin Financial Markets and Policies. 22, 3, p. 1-22 22 p., 1950020.Research output: Contribution to journal › Article › peer-review
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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 journal › Article › peer-review
12 Citations (Scopus)