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Fingerprint 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.

  • 8 Similar Profiles
Liquidity Business & Economics
Bid/ask spread Business & Economics
Futures markets Business & Economics
Market quality Business & Economics
Broker Business & Economics
Short selling Business & Economics
Price impact Business & Economics
Futures contracts Business & Economics

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

Projects 2014 2022

Capital Markets CRC PhD Scholarship (Ty Post-Robertson)

Lepone, A. & Post-Robertson, T.

1/07/1930/06/20

Project: Research

Capital Markets CRC PhD Scholarship (Dionigi Gerace)

Lepone, G., Gerace, D. & Lepone, A.

1/07/1930/06/22

Project: Research

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 (Jon Evan Matthews)

Lepone, A. & Matthews, E.

10/08/1810/08/21

Project: Other

Research Outputs 2005 2019

  • 41 Article
  • 2 Chapter
  • 2 Conference proceeding contribution

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

Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds

Lepone, A., Wen, J. & Yang, J. Y., 1 Oct 2018, In : Pacific Basin Finance Journal. 51, p. 366-375 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Exchange traded funds
Pricing efficiency
Futures contracts
Futures markets
Canada

Price impact of corporate bond trading: evidence from the Australian Securities Exchange

Frino, A., Lepone, A. & Lepone, G., 23 Oct 2018, (Accepted/In press) In : Review of Pacific Basin Financial Markets and Policies.

Research output: Contribution to journalArticleResearchpeer-review

Short-selling and credit default swap spreads-Where do informed traders trade?

Lecce, S., Lepone, A., Mckenzie, M. D., Wong, J. B. & Yang, J. Y., 2018, In : The Journal of Futures Markets. 38, 8, p. 925-942 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Short selling
Credit default swap (CDS) spreads
Informed traders
Global financial crisis
Fixed effects

The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia

Lepone, A. & Wong, J. B., 2018, In : Journal of Business Finance & Accounting. 45, 7-8, p. 797-817 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Institutional trading
Liquidity
Trading costs
International Financial Reporting Standards
Bid/ask spread