9
H index
8
i10 index
197
Citations
Andrew Lepone : Citation Profile
Macquarie University | RESEARCH PRODUCTION: 28 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2005 - 2024). 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:
| Cites to:
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Main data
Where Andrew Lepone has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Futures Markets | 6 |
| Pacific-Basin Finance Journal | 5 |
| International Review of Economics & Finance | 3 |
| Accounting and Finance | 2 |
| Journal of Business Finance & Accounting | 2 |
| Journal of Banking & Finance | 2 |
Recent works citing Andrew Lepone (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Does 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. Full description at Econpapers || Download paper |
| 2023 | Short-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. Full description at Econpapers || Download paper |
| 2023 | Information 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. Full description at Econpapers || Download paper |
| 2024 | Mutual 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. Full description at Econpapers || Download paper |
| 2024 | Does 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. Full description at Econpapers || Download paper |
| 2024 | Network 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. Full description at Econpapers || Download paper |
| 2023 | Circumventing 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. Full description at Econpapers || Download paper |
| 2023 | Investor sentiment and futures market mispricing. (2023). Yang, Heejin ; Ryu, Doowon. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009315. Full description at Econpapers || Download paper |
| 2024 | Supervision 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. Full description at Econpapers || Download paper |
| 2024 | Understanding 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Judgment 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. Full description at Econpapers || Download paper |
| 2023 | An 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. Full description at Econpapers || Download paper |
| 2023 | Short-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. Full description at Econpapers || Download paper |
| 2024 | Short 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. Full description at Econpapers || Download paper |
| 2024 | Information 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2023 | Does 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
Works by Andrew Lepone:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | The determinants of the price impact of block trades: further evidence In: Abacus. [Full Text][Citation analysis] | article | 15 |
| 2008 | Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange In: Accounting and Finance. [Full Text][Citation analysis] | article | 6 |
| 2009 | Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange In: Accounting and Finance. [Full Text][Citation analysis] | article | 13 |
| 2014 | Market Behavior of Institutional Investors around Bankruptcy Announcements In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 7 |
| 2018 | The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 4 |
| 2013 | Informational role of market makers: The case of exchange traded CFDs In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
| 2011 | Short-sales constraints and market quality: Evidence from the 2008 short-sales bans In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
| 2012 | The impact of naked short selling on the securities lending and equity market In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 9 |
| 2008 | Liquidity in auction and specialist market structures: Evidence from the Italian bourse In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
| 2009 | Derivative use, fund flows and investment manager performance In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
| 2005 | Bid-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] | article | 10 |
| 2013 | The relationship between satellite and home market volumes: Evidence from cross-listed Singapore futures contracts In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 3 |
| 2014 | Determinants 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] | article | 10 |
| 2018 | Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2024 | To 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] | article | 1 |
| 2009 | An event time study of the price reaction to large retail trades In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2013 | Information asymmetry and the cost of equity capital In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 24 |
| 2017 | Pseudo market-makers, market quality and the minimum tick size In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2019 | Short selling restrictions and index futures pricing: Evidence from China In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 8 |
| 2013 | Unequal access to analyst research In: Australian Journal of Management. [Full Text][Citation analysis] | article | 7 |
| 2020 | Flash crash in an OTC market: trading behaviour of agents in times of market stress In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2007 | Transactions in futures markets: Informed or uninformed? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 6 |
| 2008 | Large trades and intraday futures price behavior In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 12 |
| 2008 | Intraday behavior of market depth in a competitive dealer market: A note In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
| 2010 | The impact of off‐market trading on liquidity: Evidence from the Australian options market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2014 | Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2016 | Are 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] | article | 4 |
| 2019 | Price 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] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team