Andrew Lepone : Citation Profile

Macquarie University

10

H index

10

i10 index

213

Citations

RESEARCH PRODUCTION:

33

Articles

RESEARCH ACTIVITY:

   20 years (2005 - 2025). See details.
   Cites by year: 10
   Journals where Andrew Lepone has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 7 (3.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple895
   Updated: 2025-12-13    RAS profile: 2025-05-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrew Lepone.

Is cited by:

Galati, Luca (4)

Dumitrescu, Ariadna (2)

Garcia, Philip (2)

Yamamoto, Ryuichi (2)

Pham, Thu Phuong (2)

Verousis, Thanos (2)

Hudson, Robert (2)

Stratmann, Thomas (2)

Perrakis, Stylianos (2)

Irwin, Scott (2)

Yin, Libo (1)

Cites to:

Madhavan, Ananth (18)

Keim, Donald (13)

Lee, Charles (7)

Bessembinder, Hendrik (7)

Goldstein, Michael (7)

Subrahmanyam, Avanidhar (6)

Stein, Jeremy (5)

michaely, roni (5)

merton, robert (5)

Foucault, Thierry (5)

Aitken, Michael (5)

Main data

Where Andrew Lepone has published?

Journals with more than one article published# docs
Journal of Futures Markets9
Pacific-Basin Finance Journal5
International Review of Economics & Finance3
Journal of Banking & Finance2
Accounting and Finance2
International Review of Financial Analysis2
Journal of Business Finance & Accounting2

Recent works citing Andrew Lepone (2025 and 2024)

YearTitle of citing document
2024Shifting the yield curve for fixed-income and derivatives portfolios. (2024). Ruzzi, Dario ; Segura, Anatoli ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:2412.15986.

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2025EMIR data for financial stability analysis and research. (2025). Bianchi, Michele Leonardo ; Ruzzi, Dario ; Sorvillo, Bianca ; Apicella, Federico ; del Vecchio, Leonardo ; Abate, Luigi. In: IFC Bulletins chapters. RePEc:bis:bisifc:64-12.

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2024Financial stability policy and downside risk in stock returns. (2024). Yang, Jianlei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001219.

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2024The 2008 short-selling ban’s impact on tail risk. (2024). Bostandzic, Denefa ; Bartl, Jonas ; Irresberger, Felix ; Weiss, Gregor ; Yang, Ruomei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000677.

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2024Mutual fund cliques, fund flow-performance sensitivity, and stock price crash risk. (2024). Liu, Xiaotong ; Wang, Jingda ; Cao, Chang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005483.

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2024Does short selling reduce classification shifting?—— Exploration of market-oriented governance mechanism. (2024). Bai, Xuelian ; He, Meng ; Zhang, Junrui. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400125x.

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2024Network centrality, information diffusion and asset pricing. (2024). Hu, Xiaolu ; Yu, Miao ; Zhong, Angel. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001558.

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2024Complements or substitutes? The effect of ETFs on other managed funds. (2024). Tan, Kian ; Low, Rand ; Tang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003466.

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2024Pay inequality for stability? Investment preference of the national team intervention in Chinese stock market. (2024). Yuan, Jin ; Jin, Liwei ; Li, Peiran. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005659.

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2024Supervision of not-for-profit minority institutional shareholder and the cost of equity: Evidence from a quasi-natural experiment. (2024). Zhang, Zixi ; Cheng, Xiaoke ; Sun, Qian. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003398.

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2025Organizational form and liquidity management: Evidence from open- vs. closed-end municipal bond funds. (2025). Yang, Jingyun ; Wang, Jay Z ; Chalmers, John. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324015289.

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2024Understanding the impacts of dark pools on price discovery. (2024). Ye, Linlin. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000800.

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2024Exchange market share, market makers, and murky behavior: The impact of no-fee trading on cryptocurrency market quality. (2024). Galati, Luca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001390.

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2025Market behaviors around bankruptcy and frozen funds withdrawal: Trading stranded assets on FTX. (2025). Galati, Luca ; Webb, Robert I. In: Journal of Economics and Business. RePEc:eee:jebusi:v:133:y:2025:i:c:s0148619524000389.

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2024Short selling, informational efficiency, and extreme stock price adjustment. (2024). Fan, YI ; Gao, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1009-1028.

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2024Information disclosure by industry and the cost of equity: Evidence from a quasi-natural experiment in China. (2024). Zhao, Ling ; Huang, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:196-212.

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2024Do loosened trading rules restore the stock index futures price discovery ability in China?. (2024). Wang, Ziqiao ; Zhao, Yuepeng ; Zhang, Xiaotao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:389-397.

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2025Carbon risk and the cost of equity capital: Evidence from China. (2025). Wen, Fenghua ; Guo, Yaoqi ; Yan, Jingjing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001388.

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2025Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model. (2025). Zhao, Yuhe ; Ju, Ronghua. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-024-10613-5.

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2025Corporate finance signaling theory: an empirical analysis on the relationship between information asymmetry and the cost of equity capital. (2025). Azarbayjani, Karim ; Mohammadin, Zahra ; Fathi, Saeed. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:22:y:2025:i:3:d:10.1057_s41310-024-00261-4.

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2024The influence of cost of debt, cost of equity and weighted average cost of capital on dividend policy decision: evidence from non-financial companies listed on the Frankfurt Stock Exchange. (2024). Asare Obeng, Hayford ; Arhinful, Richard ; Mensah, Leviticus ; Mohammed, Halkawt Ismail. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00384-8.

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2024Blockchain Adoption and Financial Distress: Mediating Role of Information Asymmetry. (2024). Souissi, Yasmine ; Ezzi, Ferdaws ; Jarboui, Anis. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01263-3.

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2024The effect of environmental, social, and governance disclosure and real earning management on the cost of financing. (2024). Sanchez, Raquel Garde ; Lopezperez, Maria Victoria ; Marzouk, Mahmoud ; Amarna, Khayria. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:4:p:3181-3193.

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2024Hedging pressure and oil volatility: Insurance versus liquidity demands. (2024). Wang, Jianxin ; Nikitopoulos, Christina Sklibosios ; Thomas, Alice Carole. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:252-280.

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2024Futures trading costs and market microstructure invariance: Identifying bet activity. (2024). Norden, Lars L ; Xu, Caihong ; Hou, Ai Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:901-922.

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2024Unveiling the consequences of esg rating disagreement: An empirical analysis of the impact on the cost of equity capital. (2024). Costantini, Antonio ; Fitzpatrick, Aoife Claire ; Fasan, Marco ; Mio, Chiara ; Scarpa, Francesco. In: SAFE Working Paper Series. RePEc:zbw:safewp:308046.

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Works by Andrew Lepone:

YearTitleTypeCited
2007The determinants of the price impact of block trades: further evidence In: Abacus.
[Full Text][Citation analysis]		article15
2008Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange In: Accounting and Finance.
[Full Text][Citation analysis]		article6
2009Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange In: Accounting and Finance.
[Full Text][Citation analysis]		article13
2011The Determinants of Execution Costs in Short‐Term Money Markets In: The Financial Review.
[Citation analysis]		article0
2014Market Behavior of Institutional Investors around Bankruptcy Announcements In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article7
2018The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article4
2013Informational role of market makers: The case of exchange traded CFDs In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
2011Short-sales constraints and market quality: Evidence from the 2008 short-sales bans In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2024When the tide wanes: A study of post systemic collapse portfolio management In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2012The impact of naked short selling on the securities lending and equity market In: Journal of Financial Markets.
[Full Text][Citation analysis]		article10
2008Liquidity in auction and specialist market structures: Evidence from the Italian bourse In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article14
2009Derivative use, fund flows and investment manager performance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article18
2005Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article10
2013The relationship between satellite and home market volumes: Evidence from cross-listed Singapore futures contracts In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article3
2014Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article10
2018Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article1
2024To fix or not to fix: The representativeness of the WM/R methodology that underpins the FX benchmark rates. A pre-registered report In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article2
2009An event time study of the price reaction to large retail trades In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article3
2013Information asymmetry and the cost of equity capital In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article27
2017Pseudo market-makers, market quality and the minimum tick size In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article6
2019Short selling restrictions and index futures pricing: Evidence from China In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article8
2013Unequal access to analyst research In: Australian Journal of Management.
[Full Text][Citation analysis]		article7
2020Flash crash in an OTC market: trading behaviour of agents in times of market stress In: The European Journal of Finance.
[Full Text][Citation analysis]		article3
2007Transactions in futures markets: Informed or uninformed? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article6
2008Large trades and intraday futures price behavior In: Journal of Futures Markets.
[Full Text][Citation analysis]		article12
2008Intraday behavior of market depth in a competitive dealer market: A note In: Journal of Futures Markets.
[Full Text][Citation analysis]		article5
2010The impact of off‐market trading on liquidity: Evidence from the Australian options market In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2012The impact of a pro‐rata algorithm on liquidity: Evidence from the NYSE LIFFE In: Journal of Futures Markets.
[Citation analysis]		article5
2014Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
2016Are Hedgers Informed? An Examination of the Price Impact of Large Trades in Illiquid Agricultural Futures Markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article5
2018Short‐selling and credit default swap spreads—Where do informed traders trade? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2025Price Discovery in Chinas Crude Oil Derivatives Market In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2019Price Impact of Corporate Bond Trading: Evidence from the Australian Securities Exchange In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
[Full Text][Citation analysis]		article0

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