Are Hedgers Informed? An Examination of the Price Impact of Large Trades in Illiquid Agricultural Futures Markets von Frino, Alex, Lepone, Andrew, Mollica, Vito, Zhang, Shunquan

Volltext

When the tide wanes: A study of post systemic collapse portfolio management von Lepone, Andrew, Yan, Chen Yu

Volltext

Impact of MiFID II tick‐size regime on equity markets—Evidence from the LSE von Favaretto, Eros, Lepone, Andrew, Lepone, Grace

Volltext

To fix or not to fix: The representativeness of the WM/R methodology that underpins the FX benchmark rates. A pre-registered report von Benenchia, Matteo, Galati, Luca, Lepone, Andrew

Volltext

Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange von Alampieski, Kiril, Lepone, Andrew

Volltext

The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia von Lepone, Andrew, Wong, Jin Boon

Volltext

Unequal access to analyst research von Lepone, Andrew, Leung, Henry, Li, J George

Volltext

The Pricing and Efficiency of Australian Treasury Bond Futures von Frino, Alex, He, William Peng, Lepone, Andrew

Volltext

The Information Content of Undisclosed Limit Orders Around Broker Anonymity von Lepone, Andrew, Mistry, Mitesh

Volltext

Price Impact of Corporate Bond Trading: Evidence from the Australian Securities Exchange von Frino, Alex, Lepone, Andrew, Lepone, Grace

Volltext

Determinants of Credit Spread Changes: Evidence from the Australian Bond Market von Lepone, Andrew, Wong, Brad

Volltext

Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds von Lepone, Andrew, Wen, Jun, Yang, Jin Young

Volltext

Short selling restrictions and index futures pricing: Evidence from China von Lepone, Andrew, Wen, Jun, Wong, Jin Boon, Yang, Jin Young

Volltext

Information asymmetry and the cost of equity capital von He, William Peng, Lepone, Andrew, Leung, Henry

Volltext

Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange von He, William Peng, Lepone, Andrew

Volltext

The Intraday Behaviour of Bid-Ask Spreads Across Auction and Specialist Market Structures: Evidence From The Italian Market von Gerace, Dionigi, Lepone, Andrew

Volltext

The determinants of the price impact of block trades: further evidence von Frino, Alex, Jarnecic, Elvis, Lepone, Andrew

Volltext

The Impact of Market Maker Competition on Market Quality: Evidence from an Options Exchange von Aspris, Angelo, Frino, Alex, Lepone, Andrew

Volltext

The Impact of Auctions on Residential Sale Prices : Australian Evidence von Frino, Alex, Lepone, Andrew, Mollica, Vito, Vassallo, Anthony

Volltext

Market Behavior of Institutional Investors around Bankruptcy Announcements von Frino, Alex, Jones, Stewart, Lepone, Andrew, Wong, Jin Boon

Volltext