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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Capital Markets CRC PhD Scholarship (Luca Parlamento)
Lepone, A. (Primary Chief Investigator) & Parlamento, L. (Chief Investigator)
8/08/17 → …
Project: Research
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Capital Markets CRC PhD Scholarship (Maria Francesca Nuzzo)
Lepone, A. (Primary Chief Investigator) & Nuzzo, M. F. (Chief Investigator)
14/06/17 → …
Project: Research
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Capital Markets CRC PhD Scholarship (Qin Olivia Zhang)
Lepone, A. (Primary Chief Investigator) & Zhang, O. (Chief Investigator)
26/05/17 → …
Project: Research
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Capital Markets CRC PhD Scholarship (Florian Schroeder)
Lepone, A. (Primary Chief Investigator) & Schroeder, F. (Other)
10/08/16 → …
Project: Research
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Capital Markets CRC PhD Scholarship (Stephen Friel)
Lepone, A. (Primary Chief Investigator) & Friel, S. (Other)
25/02/16 → …
Project: Research
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Price discovery in China's crude oil derivatives market
Yang, Z. & Lepone, A., May 2025, In: Journal of Futures Markets. 45, 5, p. 473-493 21 p.Research output: Contribution to journal › Article › peer-review
4 Link opens in a new tab Citations (Scopus) -
To fix or not to fix, the Fix: Reassessing the effectiveness of the 4 pm Fix. A pre-registered study
Benenchia, M., Galati, L. & Lepone, A., Oct 2025, In: Pacific Basin Finance Journal. 93, p. 1-22 22 p., 102652.Research output: Contribution to journal › Article › peer-review
Open AccessFile12 Downloads (Pure) -
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, 13 p., 102311.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Link opens in a new tab Citations (Scopus)56 Downloads (Pure) -
When the tide wanes: a study of post systemic collapse portfolio management
Lepone, A. & Yan, C. Y., Nov 2024, In: International Review of Financial Analysis. 96, Part B, p. 1-10 10 p., 103675.Research output: Contribution to journal › Article › peer-review
Open AccessFile209 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 AccessFile1 Link opens in a new tab Citation (Scopus)353 Downloads (Pure)