Andrew Lepone : Citation Profile


Are you Andrew Lepone?

Macquarie University

9

H index

8

i10 index

194

Citations

RESEARCH PRODUCTION:

27

Articles

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 10
   Journals where Andrew Lepone has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 7 (3.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple895
   Updated: 2024-11-04    RAS profile: 2024-06-10    
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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 (3)

Stratmann, Thomas (2)

Yamamoto, Ryuichi (2)

Verousis, Thanos (2)

Perrakis, Stylianos (2)

Pham, Thu Phuong (2)

Hudson, Robert (2)

faff, robert (1)

Irwin, Scott (1)

Kumar, Satish (1)

Camilleri, Silvio (1)

Cites to:

Madhavan, Ananth (18)

Keim, Donald (13)

Bessembinder, Hendrik (7)

Goldstein, Michael (7)

Lee, Charles (7)

Subrahmanyam, Avanidhar (6)

michaely, roni (5)

Aitken, Michael (5)

Foucault, Thierry (5)

Stein, Jeremy (5)

Lamont, Owen (4)

Main data


Where Andrew Lepone has published?


Journals with more than one article published# docs
Pacific-Basin Finance Journal5
Journal of Futures Markets5
International Review of Economics & Finance3
Journal of Banking & Finance2
Journal of Business Finance & Accounting2
Accounting and Finance2

Recent works citing Andrew Lepone (2024 and 2023)


YearTitle of citing document
2023A review of research on regulation changes in the Asia‐Pacific region. (2018). Chang, Millicent ; Wee, Marvin ; Jackson, Andrew B. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:635-667.

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2023Does information asymmetry predict audit fees?. (2023). Rosati, Pierangelo ; Palumbo, Riccardo ; Frino, Alex. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2597-2619.

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2023Short-selling activities in the time of COVID-19. (2023). Zheng, Liyi ; Xu, Fangming ; Luu, Ellie. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838923000549.

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2023Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888.

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2024Mutual fund cliques, fund flow-performance sensitivity, and stock price crash risk. (2024). Cao, Chang ; Wang, Jingda ; Liu, Xiaotong. 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). Zhang, Junrui ; Bai, Xuelian ; He, Meng. 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). Zhong, Angel ; Hu, Xiaolu ; Yu, Miao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001558.

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2023Circumventing SEC Rule 201 short sale restrictions with options. (2023). Switzer, Lorne N. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s154461232300363x.

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2023Investor sentiment and futures market mispricing. (2023). Yang, Heejin ; Ryu, Doowon. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009315.

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

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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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2023The impact of short selling on dividend smoothing. (2023). Wu, Qiang ; Samuel, Gilna ; Francis, Bill B. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000177.

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2023Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453.

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2023An intraday analysis of block orders on the Taiwan Stock Exchange. (2023). Wu, Yi-Hsien ; Hung, Pi-Hsia ; Lien, Donald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:133-147.

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2023Short-selling and corporate default risk: Evidence from China. (2023). Wang, Song ; Li, Xinyu ; Huang, Haozheng ; Meng, Qingbin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:398-417.

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2024Short selling, informational efficiency, and extreme stock price adjustment. (2024). Gao, Yang ; Fan, YI. 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). Huang, Hao ; Zhao, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:196-212.

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2024The effect of environmental, social, and governance disclosure and real earning management on the cost of financing. (2024). Marzouk, Mahmoud ; Lopezperez, Maria Victoria ; Sanchez, Raquel Garde ; 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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2023Does financial fraud affect implied cost of equity?. (2023). Shahbaz, Muhammad ; Rind, Asad Ali ; Kumar, Ameet ; Alias, Aitzaz Ahsan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4139-4155.

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2023Reporting delays and the information content of off?market trades. (2022). Galati, Luca ; Gerace, Dionigi ; Frino, Alex. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:11:p:2053-2067.

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2023The influence of oil price uncertainty on stock liquidity. (2023). Wong, Jin Boon ; Zhang, Qin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:141-167.

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Works by Andrew Lepone:


YearTitleTypeCited
2007The determinants of the price impact of block trades: further evidence In: Abacus.
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article15
2008Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange In: Accounting and Finance.
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article6
2009Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange In: Accounting and Finance.
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article13
2014Market Behavior of Institutional Investors around Bankruptcy Announcements In: Journal of Business Finance & Accounting.
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article7
2018The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia In: Journal of Business Finance & Accounting.
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article4
2013Informational role of market makers: The case of exchange traded CFDs In: Journal of Empirical Finance.
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article2
2011Short-sales constraints and market quality: Evidence from the 2008 short-sales bans In: International Review of Financial Analysis.
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article8
2012The impact of naked short selling on the securities lending and equity market In: Journal of Financial Markets.
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article9
2008Liquidity in auction and specialist market structures: Evidence from the Italian bourse In: Journal of Banking & Finance.
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article14
2009Derivative use, fund flows and investment manager performance In: Journal of Banking & Finance.
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article16
2005Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange In: Pacific-Basin Finance Journal.
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article10
2013The relationship between satellite and home market volumes: Evidence from cross-listed Singapore futures contracts In: Pacific-Basin Finance Journal.
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article3
2014Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange In: Pacific-Basin Finance Journal.
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article10
2018Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds In: Pacific-Basin Finance Journal.
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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.
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article0
2009An event time study of the price reaction to large retail trades In: The Quarterly Review of Economics and Finance.
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article3
2013Information asymmetry and the cost of equity capital In: International Review of Economics & Finance.
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article24
2017Pseudo market-makers, market quality and the minimum tick size In: International Review of Economics & Finance.
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article6
2019Short selling restrictions and index futures pricing: Evidence from China In: International Review of Economics & Finance.
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article7
2013Unequal access to analyst research In: Australian Journal of Management.
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article7
2020Flash crash in an OTC market: trading behaviour of agents in times of market stress In: The European Journal of Finance.
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article1
2007Transactions in futures markets: Informed or uninformed? In: Journal of Futures Markets.
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article6
2008Large trades and intraday futures price behavior In: Journal of Futures Markets.
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article12
2008Intraday behavior of market depth in a competitive dealer market: A note In: Journal of Futures Markets.
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article5
2014Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market In: Journal of Futures Markets.
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article1
2016Are Hedgers Informed? An Examination of the Price Impact of Large Trades in Illiquid Agricultural Futures Markets In: Journal of Futures Markets.
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article4
2019Price Impact of Corporate Bond Trading: Evidence from the Australian Securities Exchange In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team